Bayesian multi-objective optimization for stochastic simulators: an extension of the Pareto Active Learning method

no code implementations • 8 Jul 2022 • Bruno Barracosa, Julien Bect, Héloïse Dutrieux Baraffe, Juliette Morin, Josselin Fournel, Emmanuel Vazquez

This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate.

Active Learning Bayesian Optimization