A Unified Information-Theoretic Approach to Constrained Multi-Fidelity Multi-Objective Bayesian Optimization
Bayesian optimization often involves multiple objectives, constraints, and fidelity levels. We address the challenge of jointly selecting where and at which fidelity to evaluate to identify the highest-fidelity feasible Pareto frontier in this combined setting. From a unified information-theoretic perspective, we measu...
Rikuto Matsumoto, Masanori Ishikura, Masayuki Karasuyama
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