Controllable Expensive Multi-objective Learning with Warm-starting Bayesian Optimization

Pareto Set Learning (PSL) is a promising approach for approximating the entire Pareto front in multi-objective optimization (MOO) problems. However, existing derivative-free PSL methods are often unstable and inefficient, especially for expensive black-box MOO problems where objective function evaluations are costly. In this work, we propose to address the instability and inefficiency of existing PSL methods with a novel controllable PSL method, called Co-PSL. Particularly, Co-PSL consists of two stages: (1) warm-starting Bayesian optimization to obtain quality Gaussian Processes priors …

bayesian box cs.lg free function math.oc multi-objective optimization pareto set warm work