The Kalai-Smorodinski solution for many-objective Bayesian optimization

Conference object English OPEN
Binois , Mickaël; Picheny , Victor; Habbal , Abderrahmane;
(2017)
  • Publisher: HAL CCSD
  • Subject: [ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC] | [ MATH ] Mathematics [math] | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]

International audience; An ongoing scope of research in multi-objective Bayesian optimization is to extend its applicability to a large number of objectives. Recovering the set of optimal compromise solution generally requires lots of observations while being less inter... View more
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