October 8, 2013 - 4th plenary NumBBO meeting, Saint-Etienne

Participants

Rodolphe, Eric, Hossein, Dimo, Tobias, Bernd, Heike, Wassim, Asma, Niko, Do

Location

Henri Fayol Institute, Ecole des Mines de Saint Etienne

Address: Espace Fauriel, 29 Rue Pierre et Dominique Ponchardier

Room 514, 5th floor

Agenda
10:00 welcome
10:30 Mickael Binois*, Olivier Roustant, David Ginsbourger and Frédéric Mercier: “Approximation of Pareto fronts using Gaussian Process simulations” (Invited presentation)
Abstract: Expensive multi-objective black-box optimization algorithms aim at finding a good
approximation of the true underlying Pareto front even with a limited budget of evaluations.
A common approach is to rely on surrogate models of the objective functions as fast
approximations. In this context, Gaussian process models (or kriging models) are efficient 
because they not only provide predictions of the objectives but they also give the
corresponding uncertainty, resulting in analytic expressions of criteria for sequential
optimization, such as the Expected Improvement. In this talk, we show that conditional 
simulations from kriging models can also be used to find similar results and that
they provide a more flexible framework, leading to a discussion about their relative merits.
Furthermore, we argue that conditional simulations are useful to quantify the uncertainty 
around the estimated Pareto front, paving the way for new promising approaches.

Key words: Kriging, Gaussian Process conditional simulations, Multi-objective black-box
optimization, Uncertainty quantification, Expected Improvement
11:15 Dimo Brockhoff: “Nice Plots and the Question Why the Population of MO-CMA-ES Evolves in a Piece-wise Linear Manner” Slides
11:45 Hossein Mohammadi*, Rodolphe Le Riche and Eric Touboul: “Status of work at EMSE on the NumBBO project” Slides
12:30 Lunch at “Maison du Parc”
14:00 Asma Ines Atamna*, Anne Auger and Nikolaus Hansen: “Exploring Step-Size Control in Evolution Strategies” Slides
14:45 Thanh-Do Tran: “EMO Benchmarking”
15:15 Discussion “Optimization of expensive functions: status of work in NumBBO and things to do?”
16:15 break
16:30 Joint discussion “Multiobjective Optimization” and “Exploratory Landscape Analysis in multiobjective optimization”
18:00 end of meeting
201310-meetingstetienne.txt · Last modified: 2014/01/09 22:08 by brockho
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