The Kalai-Smorodinsky solution for many-objective Bayesian optimization.
Mickaël BinoisVictor PichenyPatrick TaillandierAbderrahmane HabbalPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- optimization method
- multiple objectives
- optimization procedure
- conflicting objectives
- optimization algorithm
- bayesian networks
- optimization problems
- optimization strategy
- data driven
- closed form
- optimization process
- monte carlo sampling
- evolutionary strategy
- optimization methods
- bayesian learning
- bayesian estimation
- penalty function
- multi objective optimization
- discrete optimization
- scheduling problem
- dynamic optimization
- optimal solution