SMOG: Scalable Meta-Learning for Multi-Objective Bayesian Optimization
Multi-objective optimization aims to solve problems with competing objectives, often with only black-box access to a problem and a limited budget of measurements. In many applications, historical data from related optimization tasks is available, creating an opportunity for meta-learning to accelerate the optimization. Bayesian optimization, as a promising technique for black-box optimization, has been extended to meta-learning and multi-objective optimization independently, but methods that simultaneously address both settings – meta-learned priors for multi-objective Bayesian optimization – remain largely […]