Multi-objective Bayesian Optimization using Pareto-frontier Entropy

Shinya Suzuki, Shion Takeno, Tomoyuki Tamura, Kazuki Shitara, Masayuki Karasuyama

Abstract: This paper studies an entropy-based multi-objective Bayesian optimization (MBO). Existing entropy-based MBO methods need complicated approximations to evaluate entropy or employ over-simplification...