Table 2 Details about the surrogate model (Gaussian process regressor) and the acquisition function (expected hypervolume improvement)
Gaussian process regressor |
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GPR(\(\mu (x)\), \(k({x}^{\left(1\right)},{x}^{\left(2\right)})\)) |
\(\mu (x)\): constant mean function |
\(k\left({x}^{\left(1\right)},{x}^{\left(2\right)}\right)={\sigma }^{2}\left(1+\frac{\sqrt{5}d}{l}+\frac{5{d}^{2}}{3{l}^{2}}\right)\exp \left(-\frac{\sqrt{5}d}{l}\right)\) (1) |
Expected hypervolume improvement |
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\({\rm{EHVI}}=\mathop{\sum }\limits_{i=1}^{N}\varTheta ({l}_{1}^{(i)},{u}_{1}^{(i)},{\mu }_{1},{\sigma }_{1})\cdot \varPsi ({l}_{2}^{(i)},{l}_{2}^{(i)},{\mu }_{2},{\sigma }_{2})+\mathop{\sum }\limits_{i=1}^{N}(\varPsi ({l}_{1}^{(i)},{l}_{1}^{(i)},{\mu }_{1},{\sigma }_{1})-\varPsi ({l}_{1}^{(i)},{u}_{1}^{(i)},{\mu }_{1},{\sigma }_{1}))\cdot \varPsi ({l}_{2}^{(i)},{l}_{2}^{(i)},{\mu }_{2},{\sigma }_{2})\)(2) |
\(\varTheta (x,y,z,w)=(y-x)\left[1-\varPhi \left(\frac{y-z}{w}\right)\right]\) (3) |
\(\varPsi (x,y,z,w)=w\phi \left(\frac{y-z}{w}\right)+(z-x)\left[1-\varPhi \left(\frac{y-z}{w}\right)\right]\) (4) |