TY - GEN
T1 - Gradients of Acquisition Functions for Bi-objective Bayesian optimization
AU - Yang, Kaifeng
AU - Liu, Sixuan
AU - Affenzeller, Michael
AU - Dong, Guozhi
N1 - Publisher Copyright:
© 2023 IEEE.
PY - 2023
Y1 - 2023
N2 - Multi-objective Bayesian optimization (MOBO) searches for optimal solutions by maximizing acquisition functions to optimize expensive black-box functions globally. MOBO frequently employs the probability of improvement (POI), expected hypervolume improvement (EHVI), and truncated expected hypervolume improvement (TEHVI) acquisition functions. Based on the POI, this paper proposes the truncated probability of improvement (TPoI) that leverages prior knowledge of objective values via the truncated normal distribution. Additionally, this paper proposes explicit formulas for computing the gradient of POI, the gradient of TPoI, and the gradient of TEHVI.
AB - Multi-objective Bayesian optimization (MOBO) searches for optimal solutions by maximizing acquisition functions to optimize expensive black-box functions globally. MOBO frequently employs the probability of improvement (POI), expected hypervolume improvement (EHVI), and truncated expected hypervolume improvement (TEHVI) acquisition functions. Based on the POI, this paper proposes the truncated probability of improvement (TPoI) that leverages prior knowledge of objective values via the truncated normal distribution. Additionally, this paper proposes explicit formulas for computing the gradient of POI, the gradient of TPoI, and the gradient of TEHVI.
KW - Acquisition Function
KW - Gradient
KW - Multi-objective Bayesian optimization
KW - Probability of Improvement
KW - Truncated Expected Hypervolume Improvement
UR - http://www.scopus.com/inward/record.url?scp=85175719417&partnerID=8YFLogxK
U2 - 10.1109/ICNC-FSKD59587.2023.10280812
DO - 10.1109/ICNC-FSKD59587.2023.10280812
M3 - Conference contribution
AN - SCOPUS:85175719417
T3 - ICNC-FSKD 2023 - 2023 19th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery
BT - ICNC-FSKD 2023 - 2023 19th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery
A2 - Zhao, Liang
A2 - Sun, Guanglu
A2 - Li, Kenli
A2 - Xiao, Zheng
A2 - Wang, Lipo
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 19th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery, ICNC-FSKD 2023
Y2 - 29 July 2023 through 31 July 2023
ER -