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Max-value Entropy Search for Multi-Objective Bayesian Optimization
Syrine Belakaria · Aryan Deshwal · Janardhan Rao Doppa

Thu Dec 12 10:45 AM -- 12:45 PM (PST) @ East Exhibition Hall B + C #204

We consider the problem of multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto-set of solutions by minimizing the number of function evaluations. For example, in hardware design optimization, we need to find the designs that trade-off performance, energy, and area overhead using expensive simulations. We propose a novel approach referred to as Max-value Entropy Search for Multi-objective Optimization (MESMO) to solve this problem. MESMO employs an output-space entropy based acquisition function to efficiently select the sequence of inputs for evaluation for quickly uncovering high-quality solutions. We also provide theoretical analysis to characterize the efficacy of MESMO. Our experiments on several synthetic and real-world benchmark problems show that MESMO consistently outperforms state-of-the-art algorithms.

Author Information

Syrine Belakaria (Washington State University)
Aryan Deshwal (Washington State University)
Janardhan Rao Doppa (Washington State University)

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