A Nested Weighted Tchebycheff Multi-Objective Bayesian Optimization Approach for Flexibility of Unknown Utopia Estimation in Expensive Black-box Design Problems

no code implementations • 16 Oct 2021 • Arpan Biswas, Claudio Fuentes, Christopher Hoyle

We propose a nested weighted Tchebycheff Multi-objective Bayesian optimization framework where we build a regression model selection procedure from an ensemble of models, towards better estimation of the uncertain parameters of the weighted-Tchebycheff expensive black-box multi-objective function.

Bayesian Optimization Model Selection +1