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 Optimization




OptimizingoverMultipleDistributionsunder Generalized Quasar-ConvexityCondition

Neural Information Processing Systems

When f is convex with respect tox, many efficient algorithms can be powerful tools for solving Problem(1). One well-known algorithm is mirror descent (MD) [5]which is based on Bregman divergence.








C qNEHVIunderDifferentComputationalApproaches C.1 DerivationofIEPformulationofqNEHVI From(4),theexpectednoisyjointhypervolumeimprovementisgivenby

Neural Information Processing Systems

Bayesian Optimization specifically aims toincrease sample efficiencyfor hard optimization algorithms, and consequently can help achieve better solutions without incurring large societal costs. In the 2-objective case, instead of padding the box decomposition, the Pareto frontier under each posterior sample can be padded instead by repeating a point on the Pareto Frontier such that the padded Pareto frontier under every posterior sample has exactlymaxt|Pt| points. Since the sequentialNEHVIis equivalent to theqNEHVIwith q = 1, we prove Theorem 1 for the generalq > 1 case. Recall from Section C.2, that using the method of common random numbers tofixthebasesamples, theIEPandCBDformulations areequivalent. Note that the box decomposition of the non-dominated space{S1,...,SKt} and the number of rectangles in the box decomposition depend onζt.