mlsanityData to 7 Oct 2026

Constrained Multi-objective Bayesian Optimization through Optimistic Constraints Estimation

arXiv 2411.03641 ↗First posted 6 Nov 2024cs.LG stat.MEcited by 6

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Abstract (arXiv)

Multi-objective Bayesian optimization has been widely adopted in scientific experiment design, including drug discovery and hyperparameter optimization. In practice, regulatory or safety concerns often impose additional thresholds on certain attributes of the experimental outcomes. Previous work has primarily focused on constrained single-objective optimization tasks or active search under constraints. The existing constrained multi-objective algorithms address the issue with heuristics and approximations, posing challenges to the analysis of the sample efficiency. We propose a novel constrained multi-objective Bayesian optimization algorithm COMBOO that balances active learning of the level-set defined on multiple unknowns with multi-objective optimization within the feasible region. We provide both theoretical analysis and empirical evidence, demonstrating the efficacy of our approach on various synthetic benchmarks and real-world applications.

Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). Builds on 36 of its 66 references that are in the map. First posted on arXiv 6 Nov 2024.

Builds on

36 of 66 references.

References · 36

  1. 2017On Kernelized Multi-armed Banditscited by 348
  2. 2021Therapeutics Data Commons: Machine Learning Datasets and Tasks for Drug Discovery and Developmentcited by 258
  3. 2017Max-value Entropy Search for Efficient Bayesian Optimizationcited by 202
  4. 2014Predictive Entropy Search for Efficient Global Optimization of Black-box Functionscited by 201
  5. 2020Differentiable Expected Hypervolume Improvement for Parallel Multi-Objective Bayesian Optimizationcited by 176
  6. 2023Unexpected Improvements to Expected Improvement for Bayesian Optimizationcited by 144
  7. 2021Parallel Bayesian Optimization of Multiple Noisy Objectives with Expected Hypervolume Improvementcited by 115
  8. 2014Bayesian Optimization with Unknown Constraintscited by 109
  9. 2017Constrained Bayesian Optimization with Noisy Experimentscited by 103
  10. 2018A Flexible Framework for Multi-Objective Bayesian Optimization using Random Scalarizationscited by 98
  11. 2015Predictive Entropy Search for Multi-objective Bayesian Optimizationcited by 88
  12. 2021Multi-Objective Bayesian Optimization over High-Dimensional Search Spacescited by 87
24 more
  1. 2020Scalable Constrained Bayesian Optimizationcited by 84
  2. 2020An Easy-to-use Real-world Multi-objective Optimization Problem Suitecited by 71
  3. 2020Random Hypervolume Scalarizations for Provable Multi-Objective Black Box Optimizationcited by 60
  4. 2019Multi-objective Bayesian Optimization using Pareto-frontier Entropycited by 57
  5. 2021Gaussian Process Bandit Optimization with Few Batchescited by 57
  6. 2015Predictive Entropy Search for Bayesian Optimization with Unknown Constraintscited by 51
  7. 2022Constrained Efficient Global Optimization of Expensive Black-box Functionscited by 49
  8. 2022Uncertainty-Aware Search Framework for Multi-Objective Bayesian Optimizationcited by 43
  9. 2022Multi-Objective Hyperparameter Optimization in Machine Learning -- An Overviewcited by 37
  10. 2022Computer-Aided Multi-Objective Optimization in Small Molecule Discoverycited by 31
  11. 2016Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangiancited by 29
  12. 2019Efficient Computation of Expected Hypervolume Improvement Using Box Decomposition Algorithmscited by 24
  13. 2015A Bayesian approach to constrained single- and multi-objective optimizationcited by 23
  14. 2021Sequential- and Parallel- Constrained Max-value Entropy Search via Information Lower Boundcited by 23
  15. 2022On Kernelized Multi-Armed Bandits with Constraintscited by 23
  16. 2019Constrained Bayesian Optimization with Max-Value Entropy Searchcited by 20
  17. 2020Improved Max-value Entropy Search for Multi-objective Bayesian Optimization with Constraintscited by 15
  18. 2020Data-Driven Discovery of Molecular Photoswitches with Multioutput Gaussian Processescited by 14
  19. 2023BOtied: Multi-objective Bayesian optimization with tied multivariate rankscited by 14
  20. 2022Rectified Pessimistic-Optimistic Learning for Stochastic Continuum-armed Bandit with Constraintscited by 9
  21. 2019Constrained Multi-Objective Optimization for Automated Machine Learningcited by 8
  22. 2023Learning Regions of Interest for Bayesian Optimization with Adaptive Level-Set Estimationcited by 8
  23. 2023Constrained Bayesian Optimization with Adaptive Active Learning of Unknown Constraintscited by 2
  24. 2024Constrained Bayesian optimization with merit functionscited by 1

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2025: 1; 2026: 5.

6 papers.

  1. 2025TR2-D2: Tree Search Guided Trajectory-Aware Fine-Tuning for Discrete Diffusioncited by 13
  2. 2026Do We Really Need to Approach the Entire Pareto Front in Many-Objective Bayesian Optimisation?cited by 2
  3. 2026Multi-Objective Coverage via Constraint Active Searchcited by 0
  4. 2026Multi-Objective Bayesian Optimization via Adaptive varepsilon-Constraints Decompositioncited by 0
  5. 2026Converge Then Diversify: Decoupling Convergence and Diversity in Multi-Objective Bayesian Optimisationcited by 0
  6. 2026Portfolio-Based Constrained Multi-Objective Bayesian Optimization for Materials Designcited by 0