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This paper addresses the problem of approximating the set of all solutions for Multi-objective Markov Decision Processes. We show that in the vast majority of interesting cases, the number of solutions is exponential or even infinite. In…

Machine Learning · Computer Science 2020-09-18 L. Mandow , J. L. Pérez de la Cruz , N. Pozas

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…

Artificial Intelligence · Computer Science 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

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

According to the published papers and books since the turn of the century, Pareto optimization is the dominating assessment method for multi-objective nonlinear optimization problems treated by population-based optimizers like Evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-03-08 Wilfried Jakob , Christian Blume

The ultimate goal of multi-objective optimisation is to help a decision maker (DM) identify solution(s) of interest (SOI) achieving satisfactory trade-offs among multiple conflicting criteria. This can be realised by leveraging DM's…

Neural and Evolutionary Computing · Computer Science 2019-10-01 Ke Li , Minhui Liao , Kalyanmoy Deb , Geyong Min , Xin Yao

It is a very challenging task to identify the objectives on which a certain decision was based, in particular if several, potentially conflicting criteria are equally important and a continuous set of optimal compromise decisions exists.…

Optimization and Control · Mathematics 2021-03-05 Bennet Gebken , Sebastian Peitz

Many systems require optimisation over multiple objectives, where objectives are characteristics of the system such as energy consumed or increase in time to perform the work. Optimisation is performed by selecting the `best' set of input…

Performance · Computer Science 2019-10-08 Alexander J. M. Kell , Matthew Forshaw , A. Stephen McGough

Dealing with multi-objective problems by using generation methods has some interesting advantages since it provides the decision-maker with the complete information about the set of non-dominated points (Pareto front) and a clear overview…

Optimization and Control · Mathematics 2022-09-09 Mariana Mesquita-Cunha , José Rui Figueira , Ana Paula Barbosa-Póvoa

Although synthetic test problems are widely used for the performance assessment of evolutionary multi-objective optimization algorithms, they are likely to include unrealistic properties which may lead to overestimation/underestimation. To…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ryoji Tanabe , Hisao Ishibuchi

Classification, recommendation, and ranking problems often involve competing goals with additional constraints (e.g., to satisfy fairness or diversity criteria). Such optimization problems are quite challenging, often involving non-convex…

Machine Learning · Computer Science 2021-02-16 Gurpreet Singh , Soumyajit Gupta , Matthew Lease , Clint Dawson

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Recently, evolutionary multitasking has been employed to generate a ``set of Pareto sets" (SOS) for machine learning models, addressing diverse task settings across heterogeneous environments. This involves creating a repository of compact,…

Neural and Evolutionary Computing · Computer Science 2026-04-07 Jiao Liu , Yew Soon Ong , Melvin Wong

The balance between convergence and diversity is a key issue of evolutionary multi-objective optimization. The recently proposed stable matching-based selection provides a new perspective to handle this balance under the framework of…

Neural and Evolutionary Computing · Computer Science 2017-01-26 Mengyuan Wu , Ke Li , Sam Kwong , Yu Zhou , Qingfu Zhang

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

Solutions to multi-objective optimization problems can generally not be compared or ordered, due to the lack of orderability of the single objectives. Furthermore, decision-makers are often made to believe that scaled objectives can be…

Optimization and Control · Mathematics 2022-05-31 Sebastian Hönel , Welf Löwe

Existing studies on dynamic multi-objective optimization focus on problems with time-dependent objective functions, while the ones with a changing number of objectives have rarely been considered in the literature. Instead of changing the…

Neural and Evolutionary Computing · Computer Science 2017-02-20 Renzhi Chen , Ke Li , Xin Yao

Population-based evolutionary algorithms are often considered when approaching computationally expensive black-box optimization problems. They employ a selection mechanism to choose the best solutions from a given population after comparing…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Judith Echevarrieta , Etor Arza , Aritz Pérez

Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…

Machine Learning · Statistics 2025-04-01 Vikram Singh , Min Sun

For effective decision support in scenarios with conflicting objectives, sets of potentially optimal solutions can be presented to the decision maker. We explore both what policies these sets should contain and how such sets can be computed…

Artificial Intelligence · Computer Science 2023-07-19 Willem Röpke , Conor F. Hayes , Patrick Mannion , Enda Howley , Ann Nowé , Diederik M. Roijers

In evolutionary algorithms, a preselection operator aims to select the promising offspring solutions from a candidate offspring set. It is usually based on the estimated or real objective values of the candidate offspring solutions. In a…

Neural and Evolutionary Computing · Computer Science 2017-08-04 Jinyuan Zhang , Aimin Zhou , Ke Tang , Guixu Zhang