Matlab implementation of the Max-value Entropy Search for Multi-Objective Bayesian Optimization method [1].
To run the code, you should get PlatEMO from https://github.com/BIMK/PlatEMO
The GP-stuff package is supplied in the .zip file. Or you could get the latest version of GP-stuff from: https://github.com/gpstuff-dev/gpstuff
Part of the codes are taken from https://github.com/zi-w/Max-value-Entropy-Search, which implements the Max-value Entropy Search for Efficient Bayesian Optimization [2].
I am not responsible for the correctness of the code. But I am glad to fix the bugs if you report it.
Please do not hesitate to contact me if you have any questions on the implementation. Email:[email protected]
[1] Belakaria S, Deshwal A, Doppa JR (2019) Max-value Entropy Search for Multi-Objective Bayesian Optimization. In: Wallach H, Larochelle H, Beygelzimer A, et al (eds) Advances in Neural Information Processing Systems 32. Curran Associates, Inc., pp 7825โ7835
[2] Wang Z, Jegelka S (2017) Max-value entropy search for efficient Bayesian optimization. In: 34th International Conference on Machine Learning, ICML 2017. pp 5530โ5543