2023
{PF}$^2$ES: Parallel Feasible Pareto Frontier Entropy Search for Multi-Objective Bayesian Optimization
AISTATS 2023poster
We present Parallel Feasible Pareto Frontier Entropy Search ($\{\mathrm{PF}\}^2$ES) — a novel information-theoretic acquisition function for multi-objective Bayesian optimization supporting unknown constraints and batch queries. Due to the complexity of characterizing the mutual information between…