Slides and Jupyter-Notebook of ACM GECCO Talk About „SMBO with Desirability for Multi-Objective Optimization“ Available Online

Prof. Bartz-Beielstein’s talk „Surrogate Model-Based Multi-Objective Optimization Using Desirability
Functions“ was presented at ACM Genetic and Evolutionary Computation Conference in Malaga.

Abstract:
The desirability function approach is an established and widely adopted method in industry for optimizing multiple response processes. It is seldomly used in multi-criteria hyperparameter tuning. This article fills this gap. It provides an introduction to the desirability function approach to multi-objective optimization (direct and surrogate model-based), and multi-objective hyperparameter tuning.
This work is based on the paper by Kuhn (2026).
It presents a Python implementation of Kuhn’s R package „desirability“. After the desirability-function approach is introduced, two examples are given that demonstrate how to use desirability
functions for classical optimization via response surface modeling and hyperparameter tuning of a neural network, which is implemented in PyTorch.
The article discusses the following research questions:

  • How can the desirability function approach be used for multi-objective optimization and hyperparameter tuning?
  • What are advantages and disadvantages of the desirability function approach compared to other multi-objective optimization methods?
  • How can the desirability function approach be improved?

References:

Slides and Notebook: