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arXiv research

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.

168,742 papers · 148 categories

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102204305407 · Jun 202019922001200920172026
48 results for Objective Bayesian

Bayesian methods improve tracking multiple objects through dynamic dependencies.

problem Tracking multiple objects with time-varying cardinality and unordered measurements.
method Employing Bayesian nonparametric models, specifically dependent Dirichlet and Pitman-Yor processes, for state estimation and Monte Carlo sampling for trajectory learning.
result The proposed methods outperform existing algorithms in estimating the time-varying number of objects and identifying object associations.

Wind farm layout optimisation tackles space constraints with Bayesian multi-objective approach.

problem Optimizing wind farm layout due to limited space and conflicting objectives.
method Set-based multi-objective Bayesian optimisation using Gaussian process.
result Demonstrates potential of set-based Bayesian multi-objective optimisation for wind farm layout.

Bayesian framework learns latent preference archetypes for many-objective optimization.

problem Expanding space of trade-offs and context-dependent human values.
method Dirichlet-process mixture model for latent preference archetypes, hybrid queries for efficient information.
result Mixture-aware Bayesian optimization outperforms standard methods on synthetic and real-world benchmarks.

Many objective Bayesian optimization tackles redundant objectives in expensive black-box functions.

problem Efficiently optimizing multiple expensive and noisy black-box functions with redundant objectives.
method Proposes a metric to identify redundant objectives and a Bayesian optimization algorithm to stop evaluating them.
result Reduces computational cost by stopping evaluation of redundant objectives, improving efficiency.

A new method for faster multi-objective optimization by evaluating objectives separately.

problem Finding the Pareto front of trade-offs between multiple objectives efficiently.
method Knowledge Gradient with decoupled evaluations, accounting for different costs.
result The method significantly outperforms existing approaches in terms of evaluation cost.

The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is non-uniform since different inputs from search space may incur different costs for …

2019-09-09abs ↗pdf ↗

Bayesian optimisation framework considers only variable orderings to handle ill-conditioned objectives.

problem Bayesian optimisation fails with ill-conditioned or discontinuous objectives.
method Proposes a new framework that considers only the ordering of variables in input and output spaces, fitting a Gaussian process in a latent space.
result Proves optimal performance under the measure of regret for an optimistic strategy in the latent space.

Bayesian optimization with preference learning identifies preferred solutions in multi-objective problems.

problem Optimizing multiple criteria with decision maker preferences in expensive functions.
method Bayesian optimization with interactive preference learning and active acquisition function.
result Identifies the most preferred solution with reduced interaction cost.

MO-CBO optimizes multiple outcomes in causal systems with minimal data.

problem Optimizing multiple outcomes in causal systems with limited data.
method Decomposes MO-CBO into multi-objective optimization tasks and uses relative hypervolume improvement for sequential intervention balancing.
result MO-CBO outperforms traditional multi-objective Bayesian optimization in causal settings.

Simulated annealing improves candidate optimization for multi-objective Bayesian optimization.

problem Efficient candidate optimization for multi-objective acquisition functions in Bayesian optimization.
method Simulated annealing-based approach for batch acquisition function optimization.
result Simulated annealing outperforms SLSQP in most multi-objective optimization problems, achieving higher hypervolume values and better convergence characteristics.

New method optimizes multiple points in Bayesian optimization efficiently.

problem Optimizing multiple points in expensive black-box functions.
method Reformulated BO as probability measure optimization, using convex gradient flows.
result Demonstrated effectiveness on various benchmarks compared to state-of-the-art methods.

A new method for incorporating preferences in multi-objective Bayesian optimization.

problem Incorporating preferences in computationally expensive multi-objective optimization problems.
method Building independent surrogate models on each objective function and using Generalised value distribution to approximate the scalarizing function.
result The proposed multi-surrogate approach outperforms the mono-surrogate approach on benchmark and real-world problems.

We present PESMO, a Bayesian method for identifying the Pareto set of multi-objective optimization problems, when the functions are expensive to evaluate. The central idea of PESMO is to choose evaluation points so as to maximally reduce the entropy of the posterior distribution over the Pareto set. Critically, the PES…

2015-11-17abs ↗pdf ↗

MOBO-OSD optimizes multi-objective functions using orthogonal search directions.

problem Challenging multi-objective optimization problem.
method Solves multiple constrained optimization problems along orthogonal search directions.
result Consistently outperforms state-of-the-art algorithms.

New method optimizes processes under constraints using bivariate Gaussian models.

problem Optimizing processes with constraints using traditional methods.
method Developed a constrained expected improvement acquisition function using bivariate Gaussian process models.
result Demonstrated improved performance in a manufacturing cure process optimization.

FanG-HPO optimizes machine learning models for fairness and low energy consumption.

problem Bias in machine learning models and high energy consumption in hyperparameter optimization.
method Combines multi-objective and multiple information source Bayesian optimization.
result FanG-HPO identifies fair and energy-efficient machine learning models.

Bayesian method helps decision-makers find preferred solutions in multi-objective optimization.

problem Identifying preferred solutions from the Pareto set in multi-objective optimization problems.
method Bayesian model to estimate decision-maker's utility function based on pairwise comparisons, guided by a principled elicitation strategy.
result Superior performance in finding high-utility solutions with a small number of queries.

Improved MESMOC+ optimizes constrained multi-objective problems efficiently.

problem Optimizing constrained multi-objective problems with expensive evaluations.
method Minimizes entropy of Pareto frontier to guide search, using linear cost and decoupled evaluation.
result Significantly faster than alternatives, with more accurate entropy estimation.

Bayesian quadrature optimization tackles uncertainty in distributional samples.

problem Maximizing an expensive black-box integrand under distributional uncertainty.
method Distributionally robust optimization perspective, posterior sampling.
result Empirical effectiveness and theoretical convergence demonstrated.

PALS extends PAL for optimizing stochastic simulators efficiently.

problem Optimizing stochastic simulators with high output variance and expensive evaluations.
method Bayesian optimization with probabilistic models, extending PAL for stochastic settings.
result PALS outperforms other methods in optimizing stochastic simulators.

An ongoing aim of research in multiobjective Bayesian optimization is to extend its applicability to a large number of objectives. While coping with a limited budget of evaluations, recovering the set of optimal compromise solutions generally requires numerous observations and is less interpretable since this set tends…

2019-02-18abs ↗pdf ↗

Parallel Bayesian optimization tackles noisy multi-objective problems.

problem Optimizing multiple objectives with noisy data.
method NEHVI and qqNEHVI acquisition functions, integrating Bayesian treatment over uncertainty.
result Parallel qqNEHVI is one-step Bayes-optimal and robust to noise.

New BO method optimizes multiple objectives under input noise.

problem Optimizing multiple performance metrics in manufacturing processes subject to random input noise.
method Formalizes optimization of multivariate value-at-risk (MVaR) using random scalarizations.
result Significantly outperforms alternative methods in identifying robust designs.

A novel Bayesian optimization framework tackles multi-objective constrained problems.

problem Multi-objective optimization with constraints in engineering design.
method srMO-BO-3GP framework using three stacked Gaussian processes.
result Demonstrated effectiveness on benchmark functions and real thermomechanical model.

MBORE optimizes multi-objective problems using density-ratio estimation.

problem Optimizing complex, multi-objective functions with expensive evaluations.
method Extends BORE to multi-objective Bayesian optimisation, using density-ratio estimation.
result MBORE outperforms BO on high-dimensional and real-world problems.

New method to assess uncertainty in Bayesian optimization.

problem Uncertainty quantification in Bayesian optimization.
method Constructing confidence regions of the maximum point or value of the objective function.
result Unified uncertainty quantification framework for various sampling policies and stopping criteria.

iMOCA optimizes multiple objectives with continuous approximations for resource efficiency.

problem Optimizing multiple objectives with continuous function approximations that balance accuracy and evaluation cost.
method Information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations (iMOCA) selects input and function approximations to maximize information gain per unit cost.
result iMOCA significantly improves over existing single-fidelity methods in approximating the optimal Pareto set.

PiVoT improves real-time multi-object detection and tracking in clutter.

problem Challenges in multi-object detection and tracking from noisy point clouds.
method Variational inference for fast, clutter-resilient multi-object tracking.
result Substantial performance improvement over existing Bayesian trackers.

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on the stability of the obtained solutions with respect to preferred objective fun…

2019-02-12abs ↗pdf ↗

Scalarizing functions have been widely used to convert a multiobjective optimization problem into a single objective optimization problem. However, their use in solving (computationally) expensive multi- and many-objective optimization problems in Bayesian multiobjective optimization is scarce. Scalarizing functions ca…

2019-04-11abs ↗pdf ↗