Constraint Active Search for Human-in-the-Loop Optimization with Gustavo Malkomes

Today we continue our ICML series joined by Gustavo Malkomes, a research engineer at Intel via their recent acquisition of SigOpt. In our conversation with Gustavo, we explore his paper Beyond the Pareto Efficient Frontier: Constraint Active Search for Multiobjective Experimental Design, which focuses on a novel algorithmic solution for the iterative model search process. This new algorithm empowers teams to run experiments where they are not optimizing particular metrics but instead identifying parameter configurations that satisfy constraints in the metric space. This allows users to efficiently explore multiple metrics at once in an efficient, informed, and intelligent way that lends itself to real-world, human-in-the-loop scenarios.