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Real-world engineering systems are typically compared and contrasted using multiple metrics. For practical machine learning systems, performance tuning is often more nuanced than minimizing a single expected loss objective, and it may be…

Optimization and Control · Mathematics 2016-12-19 Ian Dewancker , Michael McCourt , Samuel Ainsworth

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

Preference elicitation is the task of suggesting a highly preferred configuration to a decision maker. The preferences are typically learned by querying the user for choice feedback over pairs or sets of objects. In its constructive…

Artificial Intelligence · Computer Science 2018-05-08 Paolo Dragone , Stefano Teso , Andrea Passerini

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 introduce a new incremental preference elicitation procedure able to deal with noisy responses of a Decision Maker (DM). The originality of the contribution is to propose a Bayesian approach for determining a preferred solution in a…

Artificial Intelligence · Computer Science 2020-07-30 Nadjet Bourdache , Patrice Perny , Olivier Spanjaard

We study the problem of eliciting the preferences of a decision-maker through a moderate number of pairwise comparison queries to make them a high quality recommendation for a specific problem. We are motivated by applications in high…

Optimization and Control · Mathematics 2021-12-09 Phebe Vayanos , Yingxiao Ye , Duncan McElfresh , John Dickerson , Eric Rice

Bidders in combinatorial auctions face significant challenges when describing their preferences to an auctioneer. Classical work on preference elicitation focuses on query-based techniques inspired from proper learning--often via proxies…

Computer Science and Game Theory · Computer Science 2025-12-23 David Huang , Francisco Marmolejo-Cossío , Edwin Lock , David Parkes

Designing the objective function in Model Predictive Control (MPC) is challenging when performance assessment criteria are available only from human judgment. We adopt a preference-based learning (PbL) approach to learn the MPC objective…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Hasna El Hasnaouy , Pablo Krupa , Mario Zanon , Alberto Bemporad

It is challenging to quantify numerical preferences for different objectives in a multi-objective decision-making problem. However, the demonstrations of a user are often accessible. We propose an algorithm to infer linear preference…

Artificial Intelligence · Computer Science 2023-04-28 Junlin Lu

We tackle the problem of constructive preference elicitation, that is the problem of learning user preferences over very large decision problems, involving a combinatorial space of possible outcomes. In this setting, the suggested…

Machine Learning · Statistics 2018-05-08 Paolo Dragone , Stefano Teso , Mohit Kumar , Andrea Passerini

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

We study the problem of achieving high efficiency in iterative combinatorial auctions (ICAs). ICAs are a kind of combinatorial auction where the auctioneer interacts with bidders to gather their valuation information using a limited number…

Computer Science and Game Theory · Computer Science 2024-09-24 Ryota Maruo , Hisashi Kashima

Black-box optimization refers to the optimization problem whose objective function and/or constraint sets are either unknown, inaccessible, or non-existent. In many applications, especially with the involvement of humans, the only way to…

Aligning large language models (LLMs) depends on high-quality datasets of human preference labels, which are costly to collect. Although active learning has been studied to improve sample efficiency relative to passive collection, many…

Machine Learning · Computer Science 2026-02-03 Yao Zhao , Kwang-Sung Jun

We address the problem of learning a ranking by using adaptively chosen pairwise comparisons. Our goal is to recover the ranking accurately but to sample the comparisons sparingly. If all comparison outcomes are consistent with the ranking,…

Machine Learning · Statistics 2017-06-16 Lucas Maystre , Matthias Grossglauser

Designing recommendation systems with limited or no available training data remains a challenge. To that end, a new combinatorial optimization problem is formulated to generate optimized item selection for experimentation with the goal to…

Information Retrieval · Computer Science 2021-12-07 Bernard Kleynhans , Xin Wang , Serdar Kadıoğlu

Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. However, expressing one's preferences can require bidding on all…

Computer Science and Game Theory · Computer Science 2007-05-23 Benoit Hudson , Tuomas Sandholm

When faced with complex choices, users refine their own preference criteria as they explore the catalogue of options. In this paper we propose an approach to preference elicitation suited for this scenario. We extend Coactive Learning,…

Artificial Intelligence · Computer Science 2016-12-07 Stefano Teso , Paolo Dragone , Andrea Passerini

Given a learning problem with real-world tradeoffs, which cost function should the model be trained to optimize? This is the metric selection problem in machine learning. Despite its practical interest, there is limited formal guidance on…

Machine Learning · Statistics 2022-08-22 Gaurush Hiranandani

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
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