no code implementations • 9 Feb 2024 • Kirill Antonov, Roman Kalkreuth, Kaifeng Yang, Thomas Bäck, Niki van Stein, Anna V Kononova
The superior performance of the proposed algorithm and insights into the limitations of GP open the way for further advancing GP for SR and related areas of explainable machine learning.
no code implementations • 24 May 2023 • Fu Xing Long, Diederick Vermetten, Anna V. Kononova, Roman Kalkreuth, Kaifeng Yang, Thomas Bäck, Niki van Stein
Within the optimization community, the question of how to generate new optimization problems has been gaining traction in recent years.
no code implementations • 7 Aug 2022 • Kaifeng Yang, Guozhi Dong, Michael Affenzeller
This paper proposes five alternatives of \emph{Probability of Improvement} (PoI) with multiple points in a batch (q-PoI) for multi-objective Bayesian global optimization (MOBGO), taking the covariance among multiple points into account.
no code implementations • 11 May 2022 • Hao Wang, Kaifeng Yang, Michael Affenzeller
Our exact expression is superior in numerical accuracy and computation efficiency compared to the Monte Carlo approximation of HVI's distribution.
no code implementations • 26 Apr 2019 • Kaifeng Yang, Michael Emmerich, André Deutz, Thomas Bäck
In this paper, an efficient algorithm for the computation of the exact EHVI for a generic case is proposed.