Pareto optimality
Not pareto dominated by anything
Pareto dominating
Better at at least something and not worst at the rest
Naive approaches for MOHPO
Scalarization, transform into single objective (e.g. weighted sum)
Random/grid search
Evolutionary approach
Selection using Pareto dominance
MO-BO
Multi objective bayesian optimization
Use scalarization or use multiple surrogates
ParEGO
Scalarization based MO-BO
First needs weights for all objectives
EHI
Surrogate model per objective