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Many existing branch and bound algorithms for multiobjective optimization problems require a significant computational cost to approximate the entire Pareto optimal solution set. In this paper, we propose a new branch and bound algorithm…

Optimization and Control · Mathematics 2024-05-20 Weitian Wu , Xinmin Yang

Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…

Neural and Evolutionary Computing · Computer Science 2022-10-18 Xi Lin , Zhiyuan Yang , Xiaoyuan Zhang , Qingfu Zhang

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed incrementally. Market impact is empirically observed to be a concave function of…

Trading and Market Microstructure · Quantitative Finance 2013-09-30 J. Doyne Farmer , Austin Gerig , Fabrizio Lillo , Henri Waelbroeck

Most learning to rank research has assumed that the utility of different documents is independent, which results in learned ranking functions that return redundant results. The few approaches that avoid this have rather unsatisfyingly…

Machine Learning · Computer Science 2012-09-04 Aleksandrs Slivkins , Filip Radlinski , Sreenivas Gollapudi

In this paper, we introduce the COmbinatorial Multi-Objective Multi-Armed Bandit (COMO-MAB) problem that captures the challenges of combinatorial and multi-objective online learning simultaneously. In this setting, the goal of the learner…

Machine Learning · Computer Science 2018-03-13 Doruk Öner , Altuğ Karakurt , Atilla Eryılmaz , Cem Tekin

Automated experimentation has the potential to revolutionize scientific discovery, but its effectiveness depends on well-defined optimization targets, which are often uncertain or probabilistic in real-world settings. In this work, we…

Machine Learning · Computer Science 2025-04-10 Yu Liu , Sergei V. Kalinin

Multi-objective reinforcement learning (MORL) provides an effective solution for decision-making problems involving conflicting objectives. However, achieving high-quality approximations to the Pareto policy set remains challenging,…

Artificial Intelligence · Computer Science 2026-03-23 Tianmeng Hu , Biao Luo

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

The task of mixture proportion estimation (MPE) is to estimate the weight of a component distribution in a mixture, given observations from both the component and mixture. Previous work on MPE adopts the irreducibility assumption, which…

Machine Learning · Statistics 2023-08-01 Yilun Zhu , Aaron Fjeldsted , Darren Holland , George Landon , Azaree Lintereur , Clayton Scott

This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…

Optimization and Control · Mathematics 2017-12-04 Johannes M. Schumacher

We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

Machine Learning · Statistics 2021-10-12 Pranjal Awasthi , Abhimanyu Das , Rajat Sen , Ananda Theertha Suresh

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

In the domain of multi-objective optimization, evolutionary algorithms are distinguished by their capability to generate a diverse population of solutions that navigate the trade-offs inherent among competing objectives. This has catalyzed…

Neural and Evolutionary Computing · Computer Science 2025-01-07 Yuxin Ma , Zherui Zhang , Ran Cheng , Yaochu Jin , Kay Chen Tan

Multi-modal multi-objective optimization is to locate (almost) equivalent Pareto optimal solutions as many as possible. Some evolutionary algorithms for multi-modal multi-objective optimization have been proposed in the literature. However,…

Neural and Evolutionary Computing · Computer Science 2020-10-02 Ryoji Tanabe , Hisao Ishibuchi

Evaluating the causal impacts of possible interventions is crucial for informing decision-making, especially towards improving access to opportunity. However, if causal effects are heterogeneous and predictable from covariates, personalized…

Machine Learning · Computer Science 2024-04-30 Ezinne Nwankwo , Michael I. Jordan , Angela Zhou

Understanding the relationships between objectives in a multiobjective optimisation problem is important for developing tailored and efficient solving techniques. In particular, when tackling combinatorial optimisation problems with many…

Neural and Evolutionary Computing · Computer Science 2025-10-02 Rodrigo Lankaites Pinheiro , Dario Landa-Silva , Jason Atkin

Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Optimization and Control · Mathematics 2024-09-10 Yunpeng Jinng , Qunfeng Liu

With the increasing pace of automation, modern robotic systems need to act in stochastic, non-stationary, partially observable environments. A range of algorithms for finding parameterized policies that optimize for long-term average…

Machine Learning · Computer Science 2019-09-04 David Nass , Boris Belousov , Jan Peters

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