Related papers: How to Find the Exact Pareto Front for Multi-Objec…
Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…
Multi-Objective Optimization (MOO) is an important problem in real-world applications. However, for a non-trivial problem, no single solution exists that can optimize all the objectives simultaneously. In a typical MOO problem, the goal is…
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…
Many problems in robotics seek to simultaneously optimize several competing objectives under constraints. A conventional approach to solving such multi-objective optimization problems is to create a single cost function comprised of the…
Agents in the real world must often balance multiple objectives, such as speed, stability, and energy efficiency in continuous control. To account for changing conditions and preferences, an agent must ideally learn a Pareto frontier of…
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…
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…
In this paper, we consider black-box multiobjective optimization problems in which all objective functions are not given analytically. In multiobjective optimization, it is important to produce a set of uniformly distributed discrete…
We develop a new Hamiton-Jacobi (HJ) and differential game approach for exploring the Pareto front of (constrained) multi-objective optimization (MOO) problems. Given a preference function, we embed the scalarized MOO problem into the value…
This note proposes an algorithm to generate the Pareto front of a mixed discrete multi-objective optimization problem based on the pruning of irrelevant subproblems. An existing pruning-based method for a mixed discrete bi-objective problem…
We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…
In general, a multi-objective optimization problem does not have a single optimal solution but a set of Pareto optimal solutions, which forms the Pareto front in the objective space. Various evolutionary algorithms have been proposed to…
We give an efficient algorithm to enumerate all elements of a Pareto front in a multi-objective optimization problem in which the space of values is finite for all objectives. Our algorithm uses a feasibility check for a search space…
Many machine learning tasks aim to find models that work well not for a single, but for a group of criteria, often opposing ones. One such example is imbalanced data classification, where, on the one hand, we want to achieve the best…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…
When and why can evolutionary multi-objective optimization (EMO) algorithms cover the entire Pareto set? That is a major concern for EMO researchers and practitioners. A recent theoretical study revealed that (roughly speaking) if the…
Many modern machine learning applications, such as multi-task learning, require finding optimal model parameters to trade-off multiple objective functions that may conflict with each other. The notion of the Pareto set allows us to focus on…
Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…
Designing fair algorithmic decision systems requires balancing model performance with fairness toward affected individuals: More fairness might require sacrificing some performance and vice versa, yet the space of possible trade-offs is…
In this paper, we deal with the Front Steepest Descent algorithm for multi-objective optimization. We point out that the algorithm from the literature is often incapable, by design, of spanning large portions of the Pareto front. We thus…