Related papers: Multi-Task Learning as Multi-Objective Optimizatio…
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…
In decision-making systems, algorithmic recourse aims to identify minimal-cost actions to alter an individual features, thereby obtaining a desired outcome. This empowers individuals to understand, question, or alter decisions that…
Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…
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…
We consider multi-task learning, which simultaneously learns related prediction tasks, to improve generalization performance. We factorize a coefficient matrix as the product of two matrices based on a low-rank assumption. These matrices…
In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…
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…
Multimodal learning methods with targeted unimodal learning objectives have exhibited their superior efficacy in alleviating the imbalanced multimodal learning problem. However, in this paper, we identify the previously ignored gradient…
Recently, there has been an increasing interest in the application of multiobjective optimization (MOO) in machine learning (ML). This interest is driven by the numerous real-life situations where multiple objectives must be optimized…
Bias originates from both data and algorithmic design, often exacerbated by traditional fairness methods that fail to address the subtle impacts of protected attributes. This study introduces an approach to mitigate bias in machine learning…
Mathematical optimization is widely used in various research fields. With a carefully-designed objective function, mathematical optimization can be quite helpful in solving many problems. However, objective functions are usually…
A learning task, understood as the problem of fitting a parametric model from supervised data, fundamentally requires the dataset to be large enough to be representative of the underlying distribution of the source. When data is limited,…
An important challenge in multi-objective reinforcement learning is obtaining a Pareto front of policies to attain optimal performance under different preferences. We introduce Iterated Pareto Referent Optimisation (IPRO), which decomposes…
In this work, we study the problem of finding Pareto optimal policies in multi-agent reinforcement learning problems with cooperative reward structures. We show that any algorithm where each agent only optimizes their reward is subject to…
This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…
Optimizing multiple objectives simultaneously is an important task for recommendation platforms to improve their performance. However, this task is particularly challenging since the relationships between different objectives are…
Conventional online multi-task learning algorithms suffer from two critical limitations: 1) Heavy communication caused by delivering high velocity of sequential data to a central machine; 2) Expensive runtime complexity for building task…
Multi-Objective Optimization (MOO) techniques have become increasingly popular in recent years due to their potential for solving real-world problems in various fields, such as logistics, finance, environmental management, and engineering.…
Multiobjective combinatorial optimization (MOCO) problems can be found in many real-world applications. However, exactly solving these problems would be very challenging, particularly when they are NP-hard. Many handcrafted heuristic…
This paper presents a novel deep learning framework for solving multiple optimal stopping problems in high dimensions. While deep learning has recently shown promise for single stopping problems, the multiple exercise case involves complex…