Joint Entropy Search for Multi-Objective Bayesian Optimization

Ben TuAxel GandyNikolas KantasBehrang Shafei

article2022NeurIPS75 citationsBest Paper Award

Proposes Joint Entropy Search, an information-theoretic acquisition function for multi-objective Bayesian optimization that simultaneously evaluates information gain over optimal inputs and outputs to achieve superior sample efficiency across both synthetic and real-world benchmarks.

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Many critical industrial and scientific challenges—such as chemical reaction engineering, pharmaceutical manufacturing, and structural design—require balancing multiple competing goals simultaneously when testing options is noisy, slow, and expensive. While Bayesian optimization provides an efficient framework to guide these evaluations using probabilistic models, existing selection strategies present significant drawbacks. Many methods rely on arbitrary transformations of objectives or focus narrowly on improving specific geometric metrics like the hypervolume indicator, which can introduce distortion when objective scales are unfamiliar or uncalibrated.

The article aims to introduce and evaluate a new selection strategy called Joint Entropy Search for multi-objective Bayesian optimization. This approach assesses how informative a candidate trial will be by measuring the combined information gained about both the optimal input settings and their corresponding output performance trade-offs.

To establish a practical method, the authors developed analytically tractable, gradient-friendly approximations and lower bounds to calculate the joint entropy gain efficiently in sequential and parallel batch evaluations. They also introduced a generalized hypervolume metric to assess algorithm performance across targeted regions of the trade-off frontier. The credibility of the framework was tested via empirical simulations across 100 random trials on synthetic mathematical benchmarks and three noisy engineering simulations: a chemical synthesis reaction, a penicillin manufacturing process, and a multi-attribute ship design problem.

The findings show that Joint Entropy Search consistently ranks among the top-performing methods across both sequential and batch experimental settings, matching or outperforming established state-of-the-art approaches. Furthermore, the framework offers inherent theoretical robustness: unlike indicator-based methods, information-theoretic approaches remain invariant to monotonic rescaling of objectives, ensuring that performance does not depend on arbitrary problem parameterizations. In terms of computation, lower-bound approximations matched the optimization quality of more complex estimation methods while keeping acquisition time comparable to existing approaches and significantly faster than classic input-based entropy methods.

These results demonstrate that organizations can reduce the total number of physical trials required to discover optimal trade-offs, leading to lower experimentation costs and shorter development timelines in complex R&D pipelines. The framework is especially valuable in initial exploratory phases where stakeholder preferences are undefined and scale invariance prevents premature, biased decisions. However, because information-theoretic methods explore broadly rather than exploiting immediately known points, practitioners whose final decision is restricted strictly to evaluated points should pair the strategy with a greedy decision rule to query top-performing solutions directly.

Moving forward, adopting teams are recommended to utilize the analytical lower-bound formulation for practical deployments to minimize computational overhead. Future engineering work is required to extend the method's computational scalability to higher-dimensional problems, integrate explicit operational constraints, and expand support for multi-fidelity simulations.

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Abstract

Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient strategy that can be deployed to solve these vector-valued optimization problems where access is limited to a number of noisy objective function evaluations. In this paper, we propose a novel information-theoretic acquisition function for BO called Joint Entropy Search (JES), which considers the joint information gain for the optimal set of inputs and outputs. We present several analytical approximations to the JES acquisition function and also introduce an extension to the batch setting. We showcase the effectiveness of this new approach on a range of synthetic and real-world problems in terms of the hypervolume and its weighted variants.

Table of Contents

  • 1 Introduction
  • 2 Preliminaries
  • 3 Approximating JES
  • 3.1 Estimating the conditional entropy
  • 3.2 Batch evaluations
  • 4 Performance criteria
  • 5 Experiments
  • 5.1 Benchmarks
  • 5.2 Results and discussion
  • 6 Conclusion
  • Acknowledgments and Disclosure of Funding
  • References
  • Checklist

Knowls

  1. Knowl 1 — Joint Entropy Search Acquisition Function for Multi-Objective Bayesian Optimization

    model/method

    Let f:X→RMf: \mathcal{X} \to \mathbb{R}^M be an unknown vector-valued black-box objective function over a bounded input domain X⊂RD\mathcal{X} \subset \mathbb{R}^D, with MM competing objectives. Observations at an input location x∈Xx \in \mathcal{X} are corrupted by additive Gaussian noise y=f(x)+ϵy = f(x) + \epsilon, where ϵ∼N(0,diag(σ(x)))\epsilon \sim \mathcal{N}(0, \text{diag}(\sigma(x))) with noise variance vector σ(x)∈R≥0M\sigma(x) \in \mathbb{R}_{\ge 0}^M. Given observed data Dn={(xt,yt)}t=1nD_n = \{(x_t, y_t)\}_{t=1}^n, independent Gaussian process priors are placed on each objective component f(m)∼GP(μ0(m),Σ0(m))f^{(m)} \sim \mathcal{GP}(\mu_0^{(m)}, \Sigma_0^{(m)}).

    The Pareto optimal set of inputs is defined as X∗=arg⁡max⁡x∈Xf(x)={x∗∈X:∄x∈X s.t. f(x)≻f(x∗)}X^* = \arg\max_{x \in \mathcal{X}} f(x) = \{x^* \in \mathcal{X} : \nexists x \in \mathcal{X} \text{ s.t. } f(x) \succ f(x^*)\}, where ≻\succ denotes strict Pareto domination, and its image in objective space is the Pareto front Y∗=f(X∗)Y^* = f(X^*).

    The Joint Entropy Search (JES) acquisition function measures the mutual information between the next observation yy and the joint distribution of the optimal inputs and outputs (X∗,Y∗)(X^*, Y^*) conditioned on DnD_n: αJES(x∣Dn)=MI(y;(X∗,Y∗)∣x,Dn)=H[p(y∣x,Dn)]−Ep((X∗,Y∗)∣Dn)[H[p(y∣x,Dn,(X∗,Y∗))]]\alpha^{\text{JES}}(x \mid D_n) = \text{MI}(y; (X^*, Y^*) \mid x, D_n) = H[p(y \mid x, D_n)] - \mathbb{E}_{p((X^*, Y^*) \mid D_n)}\left[H[p(y \mid x, D_n, (X^*, Y^*))]\right] where H[p(z)]=−∫p(z)log⁡p(z)dzH[p(z)] = -\int p(z) \log p(z) dz denotes differential entropy. This criterion unifies input-space information gain (targeted by Predictive Entropy Search, PES) and output-space information gain (targeted by Max-value Entropy Search, MES).

  2. Knowl 2 — Joint Entropy Search as an Upper Bound to PES and MES

    theoretical result

    Let αPES(x∣Dn)=MI(y;X∗∣x,Dn)\alpha^{\text{PES}}(x \mid D_n) = \text{MI}(y; X^* \mid x, D_n) denote the Predictive Entropy Search acquisition function targeting the Pareto optimal set X∗X^*, and let αMES(x∣Dn)=MI(y;Y∗∣x,Dn)\alpha^{\text{MES}}(x \mid D_n) = \text{MI}(y; Y^* \mid x, D_n) denote the Max-value Entropy Search acquisition function targeting the Pareto front Y∗Y^*, evaluated at candidate input x∈Xx \in \mathcal{X} given dataset DnD_n.

    For any convex combination weight β∈[0,1]\beta \in [0, 1], the Joint Entropy Search acquisition function αJES(x∣Dn)=MI(y;(X∗,Y∗)∣x,Dn)\alpha^{\text{JES}}(x \mid D_n) = \text{MI}(y; (X^*, Y^*) \mid x, D_n) provides an upper bound to both utilities: αJES(x∣Dn)≥βαPES(x∣Dn)+(1−β)αMES(x∣Dn)\alpha^{\text{JES}}(x \mid D_n) \ge \beta \alpha^{\text{PES}}(x \mid D_n) + (1 - \beta) \alpha^{\text{MES}}(x \mid D_n)

  3. Knowl 3 — Invariance of Joint Entropy Search to Monotonic Reparameterizations

    theoretical result

    Let f:X→RMf: \mathcal{X} \to \mathbb{R}^M be a vector-valued black-box objective function, and let g(y)=(g1(y(1)),…,gM(y(M)))⊤g(y) = (g_1(y^{(1)}), \dots, g_M(y^{(M)}))^{\top} be an objective transformation where each gm:R→Rg_m: \mathbb{R} \to \mathbb{R} is a strictly monotonically increasing function acting exclusively on the mm-th objective component. Such transformations preserve Pareto ordering relations in the objective space.

    The information-theoretic acquisition functions Predictive Entropy Search (PES), Max-value Entropy Search (MES), and Joint Entropy Search (JES) are strictly invariant to any such monotonic reparameterization: αJES(x∣Dn)=MI(y;(X∗,Y∗)∣x,Dn)=MI(g(y);(X∗,g(Y∗))∣x,Dn)\alpha^{\text{JES}}(x \mid D_n) = \text{MI}(y; (X^*, Y^*) \mid x, D_n) = \text{MI}(g(y); (X^*, g(Y^*)) \mid x, D_n) αPES(x∣Dn)=MI(y;X∗∣x,Dn)=MI(g(y);X∗∣x,Dn)\alpha^{\text{PES}}(x \mid D_n) = \text{MI}(y; X^* \mid x, D_n) = \text{MI}(g(y); X^* \mid x, D_n) αMES(x∣Dn)=MI(y;Y∗∣x,Dn)=MI(g(y);g(Y∗)∣x,Dn)\alpha^{\text{MES}}(x \mid D_n) = \text{MI}(y; Y^* \mid x, D_n) = \text{MI}(g(y); g(Y^*) \mid x, D_n) Consequently, unlike hypervolume indicator-based acquisition functions, information-theoretic criteria are inherently scale-agnostic across objectives.

  4. Knowl 4 — Analytic First and Second Central Moments of the Conditional Skew-Normal Distribution

    theoretical result

    Let Dn∗=Dn∪(X∗,Y∗)D_{n*} = D_n \cup (X^*, Y^*) denote the dataset augmented with a discrete sample of the optimal Pareto points (X∗,Y∗)(X^*, Y^*). Under independent Gaussian process priors for each objective m∈{1,…,M}m \in \{1, \dots, M\}, the posterior predictive distribution at candidate input xx is Gaussian with mean μn∗(m)(x)\mu_{n*}^{(m)}(x) and marginal variance Σn∗(m)(x,x)\Sigma_{n*}^{(m)}(x, x), with observation noise variance σ(m)(x)\sigma^{(m)}(x).

    Let the Pareto-dominated region in objective space be decomposed into JJ disjoint hyperrectangles D(Y∗)=⋃j=1JBj=⋃j=1J∏m=1M(lj(m),uj(m)]\mathcal{D}(Y^*) = \bigcup_{j=1}^J B_j = \bigcup_{j=1}^J \prod_{m=1}^M (l_j^{(m)}, u_j^{(m)}]. Define the standardized coordinates for any z∈Rz \in \mathbb{R}: γm(z)=z−μn∗(m)(x)Σn∗(m)(x,x)\gamma_m(z) = \frac{z - \mu_{n*}^{(m)}(x)}{\sqrt{\Sigma_{n*}^{(m)}(x, x)}} For each hyperrectangle j∈{1,…,J}j \in \{1, \dots, J\} and objective m∈{1,…,M}m \in \{1, \dots, M\}, define: Wj,m=Φ(γm(uj(m)))−Φ(γm(lj(m)))W_{j,m} = \Phi\left(\gamma_m(u_j^{(m)})\right) - \Phi\left(\gamma_m(l_j^{(m)})\right) Gj,m=ϕ(γm(uj(m)))−ϕ(γm(lj(m)))G_{j,m} = \phi\left(\gamma_m(u_j^{(m)})\right) - \phi\left(\gamma_m(l_j^{(m)})\right) Vj,m=γm(uj(m))ϕ(γm(uj(m)))−γm(lj(m))ϕ(γm(lj(m)))V_{j,m} = \gamma_m(u_j^{(m)})\phi\left(\gamma_m(u_j^{(m)})\right) - \gamma_m(l_j^{(m)})\phi\left(\gamma_m(l_j^{(m)})\right) where Φ\Phi and ϕ\phi are the standard normal CDF and PDF, respectively, with Wj=∏m=1MWj,mW_j = \prod_{m=1}^M W_{j,m} and total cumulative probability W=∑j=1JWj=p(f(x)⪯Y∗∣x,Dn∗)W = \sum_{j=1}^J W_j = p(f(x) \preceq Y^* \mid x, D_{n*}).

    Under the local non-domination condition f(x)⪯Y∗f(x) \preceq Y^*, the first and second central moments of p(y∣x,Dn∗,f(x)⪯Y∗)p(y \mid x, D_{n*}, f(x) \preceq Y^*) are given analytically by: E[y(m)∣x,Dn∗,f(x)⪯Y∗]=μn∗(m)(x)−Σn∗(m)(x,x)W∑j=1JWjGj,mWj,m\mathbb{E}[y^{(m)} \mid x, D_{n*}, f(x) \preceq Y^*] = \mu_{n*}^{(m)}(x) - \frac{\sqrt{\Sigma_{n*}^{(m)}(x, x)}}{W} \sum_{j=1}^J W_j \frac{G_{j,m}}{W_{j,m}} For m≠m′m \neq m': Cov(y(m),y(m′)∣x,Dn∗,f(x)⪯Y∗)=Σn∗(m)(x,x)Σn∗(m′)(x,x)W∑j=1JWjGj,mWj,m(Gj,m′Wj,m′−1W∑j′=1JWj′Gj′,m′Wj′,m′)\text{Cov}\left(y^{(m)}, y^{(m')} \mid x, D_{n*}, f(x) \preceq Y^*\right) = \frac{\sqrt{\Sigma_{n*}^{(m)}(x, x)}\sqrt{\Sigma_{n*}^{(m')}(x, x)}}{W} \sum_{j=1}^J W_j \frac{G_{j,m}}{W_{j,m}} \left(\frac{G_{j,m'}}{W_{j,m'}} - \frac{1}{W} \sum_{j'=1}^J W_{j'} \frac{G_{j',m'}}{W_{j',m'}}\right) For m=m′m = m': Var(y(m)∣x,Dn∗,f(x)⪯Y∗)=Σn∗(m)(x,x)+σ(m)(x)−Σn∗(m)(x,x)W(∑j=1JWjVj,mWj,m+1W(∑j=1JWjGj,mWj,m)2)\text{Var}\left(y^{(m)} \mid x, D_{n*}, f(x) \preceq Y^*\right) = \Sigma_{n*}^{(m)}(x, x) + \sigma^{(m)}(x) - \frac{\Sigma_{n*}^{(m)}(x, x)}{W} \left(\sum_{j=1}^J W_j \frac{V_{j,m}}{W_{j,m}} + \frac{1}{W}\left(\sum_{j=1}^J W_j \frac{G_{j,m}}{W_{j,m}}\right)^2\right)

  5. Knowl 5 — Moment-Matched Analytical Lower Bounds for Joint Entropy Search

    model/method

    The expectation in the Joint Entropy Search acquisition function is approximated using SS Monte Carlo samples (Xs∗,Ys∗)∼p((X∗,Y∗)∣Dn)(X_s^*, Y_s^*) \sim p((X^*, Y^*) \mid D_n): α^JES(x∣Dn)=H[p(y∣x,Dn)]−1S∑s=1Sh((Xs∗,Ys∗);x,Dn)\hat{\alpha}^{\text{JES}}(x \mid D_n) = H[p(y \mid x, D_n)] - \frac{1}{S} \sum_{s=1}^S h((X_s^*, Y_s^*); x, D_n) where the initial entropy under independent Gaussian processes is: H[p(y∣x,Dn)]=M2log⁡(2πe)+12∑m=1Mlog⁡(Σn(m)(x,x)+σ(m)(x))H[p(y \mid x, D_n)] = \frac{M}{2}\log(2\pi e) + \frac{1}{2}\sum_{m=1}^M \log\left(\Sigma_n^{(m)}(x, x) + \sigma^{(m)}(x)\right) Because the conditional distribution p(y∣x,Dn∗,f(x)⪯Y∗)p(y \mid x, D_{n*}, f(x) \preceq Y^*) is skew normal without an analytical entropy formula, upper bounding its entropy via Gaussian moment matching yields two analytical, differentiable lower bounds for JES:

    1. JES-LB (Full covariance moment matching): hJES-LB((X∗,Y∗);x,Dn)=M2log⁡(2πe)+12log⁡det⁡Var(y∣x,Dn∗,f(x)⪯Y∗)h^{\text{JES-LB}}((X^*, Y^*); x, D_n) = \frac{M}{2}\log(2\pi e) + \frac{1}{2} \log \det \text{Var}\left(y \mid x, D_{n*}, f(x) \preceq Y^*\right)

    2. JES-LB2 (Diagonal covariance moment matching): hJES-LB2((X∗,Y∗);x,Dn)=M2log⁡(2πe)+12∑m=1Mlog⁡Var(y(m)∣x,Dn∗,f(x)⪯Y∗)h^{\text{JES-LB2}}((X^*, Y^*); x, D_n) = \frac{M}{2}\log(2\pi e) + \frac{1}{2} \sum_{m=1}^M \log \text{Var}\left(y^{(m)} \mid x, D_{n*}, f(x) \preceq Y^*\right) where the moments are computed via exact closed-form expressions.

  6. Knowl 6 — Joint Entropy Search Acquisition Function Estimation

    algorithm

    The Joint Entropy Search (JES) acquisition function estimation evaluates candidate points x∈Xx \in \mathcal{X} using cached Pareto samples and analytical conditional entropy estimates. Input-independent quantities—sampling function paths, identifying Pareto optimal sets and fronts, box-decomposing dominated space, and conditioning Gaussian processes on the augmented samples—are precomputed once per Bayesian optimization step.

    Input: Candidate input x∈Xx \in \mathcal{X}, dataset Dn={(xt,yt)}t=1nD_n = \{(x_t, y_t)\}_{t=1}^n, number of Monte Carlo samples SS.
    Output: Acquisition value α^JES(x∣Dn)\hat{\alpha}^{\text{JES}}(x \mid D_n).
    Compute initial predictive entropy h0=H[p(y∣x,Dn)]h_0 = H[p(y \mid x, D_n)].
    for s=1,…,Ss = 1, \dots, S do
        Sample a continuous function path fs∼p(f∣Dn)f_s \sim p(f \mid D_n).
        Compute the Pareto optimal points Xs∗=arg⁡max⁡x′∈Xfs(x′)X_s^* = \arg\max_{x' \in \mathcal{X}} f_s(x') and Pareto front Ys∗=fs(Xs∗)Y_s^* = f_s(X_s^*).
        Compute the hyperrectangle box decomposition of the dominated region D(Ys∗)=⋃j=1JBj\mathcal{D}(Y_s^*) = \bigcup_{j=1}^J B_j.
        Condition Gaussian processes on the augmented dataset Dn∪(Xs∗,Ys∗)D_n \cup (X_s^*, Y_s^*).
        Compute the conditional entropy estimate hs=h((Xs∗,Ys∗);x,Dn)h_s = h((X_s^*, Y_s^*); x, D_n).
    end for
    return h0−1S∑s=1Shsh_0 - \frac{1}{S} \sum_{s=1}^S h_s
  7. Knowl 7 — Batch Joint Entropy Search via Submodular Entropy Upper Bound

    model/method

    Evaluating the joint acquisition utility for a batch of qq candidate points x[1:q]=(x[1],…,x[q])∈Xqx^{[1:q]} = (x^{[1]}, \dots, x^{[q]}) \in \mathcal{X}^q directly requires high-dimensional cumulative normal distributions. To maintain tractability, the joint conditional entropy is upper-bounded by the sum of individual marginal conditional entropies: H[p(y[1:q]∣x[1:q],Dn∗,f(X)⪯Y∗)]≤∑i=1qH[p(y[i]∣x[i],Dn∗,f(x[i])⪯Y∗)]H\left[p\left(y^{[1:q]} \mid x^{[1:q]}, D_{n*}, f(\mathcal{X}) \preceq Y^*\right)\right] \le \sum_{i=1}^q H\left[p\left(y^{[i]} \mid x^{[i]}, D_{n*}, f(x^{[i]}) \preceq Y^*\right)\right] This yields the qq-batch lower bound JES acquisition function: α^qLB-JES(x[1:q]∣Dn)=H[p(y[1:q]∣x[1:q],Dn)]−1S∑s=1S∑i=1qh((Xs∗,Ys∗);x[i],Dn)\hat{\alpha}^{\text{qLB-JES}}(x^{[1:q]} \mid D_n) = H\left[p\left(y^{[1:q]} \mid x^{[1:q]}, D_n\right)\right] - \frac{1}{S} \sum_{s=1}^S \sum_{i=1}^q h\left((X_s^*, Y_s^*); x^{[i]}, D_n\right) where the initial batch joint entropy is: H[p(y[1:q]∣x[1:q],Dn)]=Mq2log⁡(2πe)+12∑m=1Mlog⁡det⁡(Σn(m)(x[1:q],x[1:q])+diag(σ(m)(x[1:q])))H\left[p\left(y^{[1:q]} \mid x^{[1:q]}, D_n\right)\right] = \frac{Mq}{2}\log(2\pi e) + \frac{1}{2} \sum_{m=1}^M \log \det\left(\Sigma_n^{(m)}(x^{[1:q]}, x^{[1:q]}) + \text{diag}\left(\sigma^{(m)}(x^{[1:q]})\right)\right) Because α^qLB-JES\hat{\alpha}^{\text{qLB-JES}} is submodular, it can be optimized efficiently by selecting batch candidates greedily in sequence.

  8. Knowl 8 — Empirical Performance of Joint Entropy Search Across Multi-Objective Benchmarks

    empirical result

    The JES acquisition function was evaluated across 100 random initial seeds on four vector-valued benchmark problems corrupted with additive Gaussian noise:

    1. ZDT2 synthetic benchmark (D=6,M=2D=6, M=2, 10%10\% noise).
    2. SnAr chemical reaction optimization (D=4,M=2D=4, M=2, 3%3\% noise, space-time yield vs environmental impact).
    3. Penicillin pharmaceutical manufacturing (D=7,M=3D=7, M=3, 1%1\% noise, yield, carbon dioxide release, fermentation time).
    4. Marine bulk carrier design (D=6,M=4D=6, M=4, 0.5%0.5\% noise, annual cargo, transportation cost, ship weight, constraint penalty).

    Across sequential optimization iterations (q=1q=1), JES-LB consistently achieved lower mean logarithm hypervolume discrepancy log⁡(dHV)\log(d_{\text{HV}}) than competitive multi-objective baselines, including TSEMO, ParEGO, NParEGO, NEHVI, PES, and MES-LB. In batch evaluations with batch sizes q∈{1,2,4,8}q \in \{1, 2, 4, 8\}, the submodular batch estimator LB-JES-LB consistently matched or outperformed batch NEHVI and LB-MES-LB across all test problems. Furthermore, the computationally cheaper lower-bound entropy estimators (JES-LB and JES-LB2) achieved optimization performance equivalent to expensive Monte Carlo integral estimates while having substantially lower acquisition wall times.

  9. Knowl 9 — Computational Scalability Bottlenecks of Joint Entropy Search

    limitation

    Joint Entropy Search encounters three main computational bottlenecks:

    1. Dominated space box decomposition: Computing the box decomposition D(Y∗)\mathcal{D}(Y^*) requires O(∣Y∗∣⌊M/2⌋+1)O(|Y^*|^{\lfloor M/2 \rfloor + 1}) operations, which scales poorly as the number of objectives MM and Pareto front points ∣Y∗∣|Y^*| grow.
    2. Augmented GP posterior updates: Evaluating conditional variances after augmenting the dataset with the Pareto set (X∗,Y∗)(X^*, Y^*) scales as O((n+∣Y∗∣)2)O((n + |Y^*|)^2) per candidate point, compared to O(n2)O(n^2) for Max-value Entropy Search (MES).
    3. Sample path optimization: Estimating the Pareto set Xs∗X_s^* for each sampled function path fs∼p(f∣Dn)f_s \sim p(f \mid D_n) requires executing a multi-objective optimizer across SS posterior draws at every Bayesian optimization iteration.

Coverage note — Generalized hypervolume weighting equations from Appendix K and detailed numerical hyperparameter tables of benchmark optimizers from Appendix L were omitted as supplementary implementation details.

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Citation

MLA
Tu, B., et al. “Joint Entropy Search for Multi-Objective Bayesian Optimization”. Advances in Neural Information Processing Systems, vol. 35, 2022, pp. 9922–38, https://proceedings.neurips.cc/paper_files/paper/2022/file/4086fe59dc3584708468fba0e459f6a7-Paper-Conference.pdf.
APA
Tu, B., Gandy, A., Kantas, N., & Shafei, B. (2022). Joint Entropy Search for Multi-Objective Bayesian Optimization. Advances in Neural Information Processing Systems, 35, 9922–9938. https://proceedings.neurips.cc/paper_files/paper/2022/file/4086fe59dc3584708468fba0e459f6a7-Paper-Conference.pdf
Chicago
Tu, B., A. Gandy, N. Kantas, and B. Shafei. 2022. “Joint Entropy Search for Multi-Objective Bayesian Optimization”. Advances in Neural Information Processing Systems 35: 9922–38. https://proceedings.neurips.cc/paper_files/paper/2022/file/4086fe59dc3584708468fba0e459f6a7-Paper-Conference.pdf.
Harvard
Tu, B. et al. (2022) “Joint Entropy Search for Multi-Objective Bayesian Optimization”, Advances in Neural Information Processing Systems. Curran Associates, Inc., pp. 9922–9938. Available at: https://proceedings.neurips.cc/paper_files/paper/2022/file/4086fe59dc3584708468fba0e459f6a7-Paper-Conference.pdf.
Vancouver
1. Tu B, Gandy A, Kantas N, Shafei B (2022) Joint Entropy Search for Multi-Objective Bayesian Optimization. In: Advances in Neural Information Processing Systems. Curran Associates, Inc., pp 9922–9938

BibTeX

@inproceedings{tu2022joint,
  title = {Joint Entropy Search for Multi-Objective Bayesian Optimization},
  author = {Tu, Ben and Gandy, Axel and Kantas, Nikolas and Shafei, Behrang},
  year = {2022},
  booktitle = {Advances in Neural Information Processing Systems},
  publisher = {Curran Associates, Inc.},
  volume = {35},
  pages = {9922-9938},
  url = {https://proceedings.neurips.cc/paper_files/paper/2022/file/4086fe59dc3584708468fba0e459f6a7-Paper-Conference.pdf}
}
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