MOI-MBO: Multiobjective Infill for Parallel Model-Based Optimization [chapter]

Bernd Bischl, Simon Wessing, Nadja Bauer, Klaus Friedrichs, Claus Weihs
2014 Lecture Notes in Computer Science  
The aim of this work is to compare different approaches for parallelization in model-based optimization. As another alternative aside from the existing methods, we propose using a multi-objective infill criterion that rewards both the diversity and the expected improvement of the proposed points. This criterion can be applied more universally than the existing ones because it has less requirements. Internally, an evolutionary algorithm is used to optimize this criterion. We verify the
more » ... of the approach on a large set of established benchmark problems for black-box optimization. The experiments indicate that the new method's performance is competitive with other batch techniques and single-step EGO.
doi:10.1007/978-3-319-09584-4_17 fatcat:jjtkakjd2zeidpf6v4xnvqftyu