Bayesian multi-objective optimization with noisy evaluations using the Knowledge Gradient

Bruno Barracosa; Julien Bect; Héloïse Baraffe; Juliette Morin; Gilles Malarange; Emmanuel Vazquez

Conference papers

Bayesian multi-objective optimization with noisy evaluations using the Knowledge Gradient

Bruno Barracosa ^{1, 2, 3} Julien Bect ^{2, 3} Héloïse Baraffe ¹ Juliette Morin ¹ Gilles Malarange ¹ Emmanuel Vazquez ^{2, 3}

1 EDF R&D - EDF R&D

2 L2S - Laboratoire des signaux et systèmes

3 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques

Keywords : Bayesian optimization Global optimization Noisy optimization Simulation optimization Multi-objective Optimization

Document type :

Conference papers

Domain :

Mathematics [math] / Optimization and Control [math.OC]

Computer Science [cs] / Operations Research [cs.RO]

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Submitted on : Tuesday, February 11, 2020 - 11:17:25 PM
Last modification on : Sunday, June 26, 2022 - 2:27:56 AM

Bayesian multi-objective optimization with noisy evaluations using the Knowledge Gradient

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Bayesian multi-objective optimization with noisy evaluations using the Knowledge Gradient

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