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Related papers: Bayesian preference elicitation for multiobjective…

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We consider Bayesian optimization of expensive-to-evaluate experiments that generate vector-valued outcomes over which a decision-maker (DM) has preferences. These preferences are encoded by a utility function that is not known in closed…

Machine Learning · Computer Science 2022-03-23 Zhiyuan Jerry Lin , Raul Astudillo , Peter I. Frazier , Eytan Bakshy

We present a novel approach to help decision-makers efficiently identify preferred solutions from the Pareto set of a multi-objective optimization problem. Our method uses a Bayesian model to estimate the decision-maker's utility function…

Machine Learning · Statistics 2025-11-13 Felix Huber , Sebastian Rojas Gonzalez , Raul Astudillo

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

This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian…

Artificial Intelligence · Computer Science 2025-08-08 Majid Mohammadi

We consider black-box global optimization of time-consuming-to-evaluate functions on behalf of a decision-maker (DM) whose preferences must be learned. Each feasible design is associated with a time-consuming-to-evaluate vector of…

Machine Learning · Statistics 2020-03-05 Raul Astudillo , Peter I. Frazier

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

Preference-based many-objective optimization faces two obstacles: an expanding space of trade-offs and heterogeneous, context-dependent human value structures. Towards this, we propose a Bayesian framework that learns a small set of latent…

Machine Learning · Computer Science 2026-03-31 Manisha Dubey , Sebastiaan De Peuter , Wanrong Wang , Samuel Kaski

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…

Machine Learning · Statistics 2020-08-17 Petrus Mikkola , Milica Todorović , Jari Järvi , Patrick Rinke , Samuel Kaski

Real-life combinatorial optimization problems often involve several conflicting objectives, such as price, product quality and sustainability. A computationally-efficient way to tackle multiple objectives is to aggregate them into a…

Artificial Intelligence · Computer Science 2025-08-28 Marianne Defresne , Jayanta Mandi , Tias Guns

We introduce a multiple criteria Bayesian preference learning framework incorporating behavioral cues for decision aiding. The framework integrates pairwise comparisons, response time, and attention duration to deepen insights into…

Applications · Statistics 2025-04-22 Jiaxuan Jiang , Jiapeng Liu , Miłosz Kadziński , Xiuwu Liao , Jingyu Dong

Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…

Machine Learning · Statistics 2011-12-30 Neil Houlsby , Ferenc Huszár , Zoubin Ghahramani , Máté Lengyel

Limited by cognitive abilities, decision-makers (DMs) may struggle to evaluate decision alternatives based on all criteria in multiple criteria decision-making problems. This paper proposes an embedded criteria selection method derived from…

Optimization and Control · Mathematics 2025-06-10 Kun Zhou , Zaiwu Gong , Guo Wei , Roman Slowinski

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…

In this paper we propose an approach to preference elicitation that is suitable to large configuration spaces beyond the reach of existing state-of-the-art approaches. Our setwise max-margin method can be viewed as a generalization of…

Machine Learning · Statistics 2016-04-21 Stefano Teso , Andrea Passerini , Paolo Viappiani

Decision-making is a cognitively intensive task that requires synthesizing relevant information from multiple unstructured sources, weighing competing factors, and incorporating subjective user preferences. Existing methods, including large…

Computation and Language · Computer Science 2026-04-21 Akriti Jain , Anish Mulay , Divyansh Verma , Aishani Pandey , Pritika Ramu , Aparna Garimella

We present a novel preference learning framework to capture participant preferences efficiently within limited interaction rounds. It involves three main contributions. First, we develop a variational Bayesian approach to infer the…

Machine Learning · Computer Science 2025-03-20 Yan Wang , Jiapeng Liu , Milosz Kadziński , Xiuwu Liao

In multi-objective decision planning and learning, much attention is paid to producing optimal solution sets that contain an optimal policy for every possible user preference profile. We argue that the step that follows, i.e, determining…

Machine Learning · Computer Science 2018-02-22 Luisa M Zintgraf , Diederik M Roijers , Sjoerd Linders , Catholijn M Jonker , Ann Nowé

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

This paper introduces a novel incremental preference elicitation-based approach to learning potentially non-monotonic preferences in multi-criteria sorting (MCS) problems, enabling decision makers to progressively provide assignment example…

Artificial Intelligence · Computer Science 2024-09-05 Zhuolin Li , Zhen Zhang , Witold Pedrycz
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