Preferential Multi-Objective Bayesian Optimization
Preferential Bayesian optimization (PBO) is a framework for optimizing a decision-maker's latent preferences over available design choices. While preferences often involve multiple conflicting objectives, existing work in PBO assumes that preferences can be encoded by a single objective function. For example, in robotic assistive devices, technicians often attempt to maximize user comfort while simultaneously minimizing mechanical energy consumption for longer battery life. Similarly, in autonomous driving policy design, decision-makers wish to understand the trade-offs between multiple safety and performance attributes before committing to a policy. To address this gap, we propose the first framework for PBO with multiple objectives. Within this framework, we present dueling scalarized Thompson sampling (DSTS), a multi-objective generalization of the popular dueling Thompson algorithm, which may be of interest beyond the PBO setting. We evaluate DSTS across four synthetic test functions and two simulated exoskeleton personalization and driving policy design tasks, showing that it outperforms several benchmarks. Finally, we prove that DSTS is asymptotically consistent. As a direct consequence, this result provides, to our knowledge, the first convergence guarantee for dueling Thompson sampling in the PBO setting.
Code (0)
등록된 구현이 없습니다.
Tasks
Autonomous DrivingBayesian OptimizationThompson SamplingSimilar Papers 제목 키워드 기반
Projective Preferential Bayesian Optimization
Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is…
Bayesian OptimizationConstrained Preferential Bayesian Optimization and Its Application in Banner Ad Design
Preferential Bayesian optimization (PBO) is a variant of Bayesian optimization that observes relative preferences (e.g., pairwise comparisons) instead of direct objective values, making it especially suitable for human-i…
Bayesian OptimizationPreferential Batch Bayesian Optimization
Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use …
Bayesian OptimizationBIG-bench Machine LearningRecommendation SystemsConsecutive Preferential Bayesian Optimization
Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generatin…
Efficient Exploration in Binary and Preferential Bayesian Optimization
Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting pa…
Bayesian OptimizationEfficient Exploration