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The feature subset selection problem aims at selecting the relevant subset of features to improve the performance of a Machine Learning (ML) algorithm on training data. Some features in data can be inherently noisy, costly to compute,…

Neural and Evolutionary Computing · Computer Science 2022-05-04 Ayaz Ur Rehman , Anas Nadeem , Muhammad Zubair Malik

We consider bi-objective ranking and selection problems, where the goal is to correctly identify the Pareto optimal solutions among a finite set of candidates for which the two objective outcomes have been observed with uncertainty (e.g.,…

Machine Learning · Statistics 2024-03-29 Sebastian Rojas Gonzalez , Juergen Branke , Inneke van Nieuwenhuyse

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

The challenge of noisy multi-objective optimization lies in the constant trade-off between exploring new decision points and improving the precision of known points through resampling. This decision should take into account both the…

Machine Learning · Computer Science 2025-04-25 Timo Budszuhn , Mark Joachim Krallmann , Daniel Horn

A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating the Pareto optimal set and the associated efficient frontier…

Optimization and Control · Mathematics 2025-06-06 Hao Huang , Zelda B. Zabinsky

In this work, we propose a novel method to tackle the problem of multiobjective optimization under parameteric uncertainties, by considering the Conditional Pareto Sets and Conditional Pareto Fronts. Based on those quantities we can define…

Optimization and Control · Mathematics 2026-01-15 Victor Trappler , Céline Helbert , Rodolphe Le Riche

Many real-world decision-making problems involve optimizing multiple objectives simultaneously, rendering the selection of the most preferred solution a non-trivial problem: All Pareto optimal solutions are viable candidates, and it is…

Artificial Intelligence · Computer Science 2025-11-17 Niclas Boehmer , Maximilian T. Wittmann

Both feature selection and hyperparameter tuning are key tasks in machine learning. Hyperparameter tuning is often useful to increase model performance, while feature selection is undertaken to attain sparse models. Sparsity may yield…

Machine Learning · Statistics 2020-02-14 Martin Binder , Julia Moosbauer , Janek Thomas , Bernd Bischl

In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly…

Machine Learning · Computer Science 2022-03-21 Suyun Liu , Luis Nunes Vicente

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Subset selection with cost constraints aims to select a subset from a ground set to maximize a monotone objective function without exceeding a given budget, which has various applications such as influence maximization and maximum coverage.…

Data Structures and Algorithms · Computer Science 2024-09-10 Dan-Xuan Liu , Chao Qian

We consider $(\epsilon,\delta)$-PAC maximum-selection and ranking for general probabilistic models whose comparisons probabilities satisfy strong stochastic transitivity and stochastic triangle inequality. Modifying the popular knockout…

Machine Learning · Computer Science 2017-05-16 Moein Falahatgar , Alon Orlitsky , Venkatadheeraj Pichapati , Ananda Theertha Suresh

This paper discusses the challenge when evaluating multi-objective optimisation algorithms under noise, and argues that decision maker preferences need to be taken into account. It demonstrates that commonly used performance metrics are…

Optimization and Control · Mathematics 2023-03-01 Juergen Branke

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

We consider a multi-objective optimization problem with objective functions that are expensive to evaluate. The decision maker (DM) has unknown preferences, and so the standard approach is to generate an approximation of the Pareto front…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Mariapia Marchi , Teresa Montrone , Juergen Branke

Query plans are compared according to multiple cost metrics in multi-objective query optimization. The goal is to find the set of Pareto plans realizing optimal cost tradeoffs for a given query. So far, only algorithms with exponential…

Databases · Computer Science 2016-03-02 Immanuel Trummer , Christoph Koch

We consider the problem of selecting a subset of alternatives given noisy evaluations of the relative strength of different alternatives. We wish to select a k-subset (for a given k) that provides a maximum likelihood estimate for one of…

Artificial Intelligence · Computer Science 2012-10-19 Ariel D. Procaccia , Sashank J. Reddi , Nisarg Shah

This work studies the behavior of three elitist multi- and many-objective evolutionary algorithms generating a high-resolution approximation of the Pareto optimal set. Several search-assessment indicators are defined to trace the dynamics…

Neural and Evolutionary Computing · Computer Science 2014-09-29 Hernan Aguirre , Arnaud Liefooghe , Sébastien Verel , Kiyoshi Tanaka

Multi-objective symbolic regression has the advantage that while the accuracy of the learned models is maximized, the complexity is automatically adapted and need not be specified a-priori. The result of the optimization is not a single…

Machine Learning · Computer Science 2021-09-02 Michael Kommenda , Andreas Beham , Michael Affenzeller , Gabriel Kronberger

A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…

Robotics · Computer Science 2023-09-26 Patrick Zhong , Federico Rossi , Dylan A. Shell
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