Related papers: Uncertainty quantification and exploration-exploit…

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…

The tendency to overestimate immediate utility is a common cognitive bias. As a result people behave inconsistently over time and fail to reach long-term goals. Behavioral economics tries to help affected individuals by implementing…

Algorithmic fairness has emerged as an important consideration when using machine learning to make high-stakes societal decisions. Yet, improved fairness often comes at the expense of model accuracy. While aspects of the fairness-accuracy…

A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…

We can overcome uncertainty with uncertainty. Using randomness in our choices and in what we control, and hence in the decision making process, could potentially offset the uncertainty inherent in the environment and yield better outcomes.…

Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…

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…

Large language models (LLMs) are increasingly used to simulate or automate human behavior in complex sequential decision-making settings. A natural question is then whether LLMs exhibit similar decision-making behavior to humans, and can…

Traditional robust multi-objective optimization methods typically prioritize convergence while treating robustness as a secondary consideration. This approach can yield solutions that are not genuinely robust optimal under noise-affected…

We consider decision problems under uncertainty where the options available to a decision maker and the resulting outcome are related through a causal mechanism which is unknown to the decision maker. We ask how a decision maker can learn…

Biological agents have meaningful interactions with their environment despite the absence of immediate reward signals. In such instances, the agent can learn preferred modes of behaviour that lead to predictable states -- necessary for…

Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users for information that will lead to better…

We consider information filtering, in which we face a stream of items too voluminous to process by hand (e.g., scientific articles, blog posts, emails), and must rely on a computer system to automatically filter out irrelevant items. Such…

To more flexibly balance between exploration and exploitation, a new meta-heuristic method based on Uncertainty Principle concepts is proposed in this paper. UP is is proved effective in multiple branches of science. In the branch of…

The study of intelligent systems explains behaviour in terms of economic rationality. This results in an optimization principle involving a function or utility, which states that the system will evolve until the configuration of maximum…

We study the subtlety of optimal paternalism when a utilitarian planner has the power to design a discrete choice set for a heterogeneous population with bounded rationality. We first consider the planning problem in abstraction. We show…

Optimizing nonlinear systems involving expensive computer experiments with regard to conflicting objectives is a common challenge. When the number of experiments is severely restricted and/or when the number of objectives increases,…