no code implementations • 30 Sep 2022 • Juan Ungredda, Michael Pearce, Juergen Branke
Bayesian optimization is a powerful collection of methods for optimizing stochastic expensive black box functions.
no code implementations • 27 May 2021 • Juan Ungredda, Mariapia Marchi, Teresa Montrone, Juergen Branke
We address this issue by using a multi-objective Bayesian optimization algorithm and allowing the DM to select a preferred solution from a predicted continuous Pareto front just once before the end of the algorithm rather than selecting a solution after the end.
no code implementations • 27 May 2021 • Juan Ungredda, Juergen Branke
Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions.
no code implementations • 31 May 2020 • Juan Ungredda, Michael Pearce, Juergen Branke
Particularly when performing simulation optimisation to find an optimal solution, the uncertainty in the inputs significantly affects the quality of the found solution.