A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
EHVI outperforms scalarized EI in MOBO for molecule design.
A new parallel BO method with exact gradients for multi-objective optimization.
In multi-objective Bayesian optimization and surrogate-based evolutionary algorithms, Expected HyperVolume Improvement (EHVI) is widely used as the acquisition function to guide the search approaching the Pareto front. This paper focuses on the exact calculation of EHVI given a nondominated set, for which the existing …
In the field of multi-objective optimization algorithms, multi-objective Bayesian Global Optimization (MOBGO) is an important branch, in addition to evolutionary multi-objective optimization algorithms (EMOAs). MOBGO utilizes Gaussian Process models learned from previous objective function evaluations to decide the nex…
Parallel Bayesian optimization tackles noisy multi-objective problems.
LogEI improves Bayesian optimization by simplifying numerical computation of EI and related functions.