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Multi-Objective Bayesian Optimization (MOBO)

Extension of Bayesian optimization using surrogate models to guide the search for a Pareto front with a minimum number of expensive evaluations.

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Multi-Objective Gaussian Process

Surrogate model where each objective function is modeled by an individual Gaussian process, capturing uncertainty and correlation between objectives.

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Multi-Objective Acquisition Function

Criterion exploiting the trade-off between exploration and exploitation to select the next point to evaluate, based on the predictions and uncertainties of the surrogate model.

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Expected Hypervolume Improvement (EHVI)

Acquisition function that calculates the expected improvement in the hypervolume of the current Pareto front if a new point were evaluated.

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Pareto Front Expected Improvement (PFEI)

Acquisition function that estimates the potential improvement of the Pareto front by evaluating a new point, based on the probability of non-dominance.

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Multi-Objective Lower Confidence Bound (LCB) Criterion

Pessimistic acquisition function that optimizes a linear combination of the predicted mean and variance from the model for each objective.

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Front Diversity Optimization

Strategy aimed at maintaining a good distribution of solutions on the Pareto front to avoid concentration in a single region of the objective space.

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Scalarization

Technique transforming a multi-objective problem into a single-objective problem by weighting the different objectives, often used to define acquisition functions.

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Multi-Objective Kriging

Synonymous with the use of Gaussian processes for multi-objective modeling, inherited from the geostatistics field where Kriging is an interpolation method.

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Epsilon-Indicator

A quality metric that quantifies the worst performance of one set of solutions compared to another, measuring the factor by which one front must be degraded to dominate another.

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Decomposition-Based MOBO

An approach that decomposes the multi-objective problem into several single-objective subproblems, each solved by standard Bayesian optimization.

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Batch Bayesian Multi-Objective Optimization

A variant of MOBO where multiple points are selected simultaneously for evaluation, often in parallel, to accelerate the optimization process.

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