A penalisation method for batch multi-objective Bayesian optimisation with application in heat exchanger design

1 code implementation • 27 Jun 2022 • Andrei Paleyes, Henry B. Moss, Victor Picheny, Piotr Zulawski, Felix Newman

We present HIghly Parallelisable Pareto Optimisation (HIPPO) -- a batch acquisition function that enables multi-objective Bayesian optimisation methods to efficiently exploit parallel processing resources.

Bayesian Optimisation