Approximate Bayesian Computation of B\'ezier Simplices

• URL: http://arxiv.org/abs/2104.04679v2
• Date: Tue, 13 Apr 2021 01:44:44 GMT
• Title: Approximate Bayesian Computation of B\'ezier Simplices
• Authors: Akinori Tanaka, Akiyoshi Sannai, Ken Kobayashi, and Naoki Hamada
• Abstract summary: We extend the B'ezier simplex model to a probabilistic one and propose a new learning algorithm of it. An experimental evaluation on publicly available problem instances shows that the new algorithm converges on a finite sample.
• Score: 13.105764669733093
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto sets/fronts when sample points exactly lie on the Pareto set/front. However, if the sample points scatter away from the Pareto set/front, those methods often likely suffer from over-fitting. To overcome this issue, in this paper, we extend the B\'ezier simplex model to a probabilistic one and propose a new learning algorithm of it, which falls into the framework of approximate Bayesian computation (ABC) based on the Wasserstein distance. We also study the convergence property of the Wasserstein ABC algorithm. An extensive experimental evaluation on publicly available problem instances shows that the new algorithm converges on a finite sample. Moreover, it outperforms the deterministic fitting methods on noisy instances.

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