Related papers: MMD-Newton Method for Multi-objective Optimization

In this article, we present an efficient descent method for locally Lipschitz continuous multiobjective optimization problems (MOPs). The method is realized by combining a theoretical result regarding the computation of descent directions…

Multi-objective optimization (MOO) has received growing attention in applications that require learning under multiple criteria. However, the existing MOO formulations do not explicitly account for distributional shifts in the data. We…

Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…

High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…

Maximum Mean Discrepancy (MMD) is a widely used concept in machine learning research which has gained popularity in recent years as a highly effective tool for comparing (finite-dimensional) distributions. Since it is designed as a…

Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…

A multi-modal multi-objective optimization problem is a special kind of multi-objective optimization problem with multiple Pareto subsets. In this paper, we propose an efficient multi-modal multi-objective optimization algorithm based on…

In this article we develop a gradient-based algorithm for the solution of multiobjective optimization problems with uncertainties. To this end, an additional condition is derived for the descent direction in order to account for…

In this paper, we consider the maximum a posteriori (MAP) estimation for the multiple measurement vectors (MMV) problem with application to direction-of-arrival (DOA) estimation, which is classically formulated as a regularized…

The Maximum Mean Discrepancy (MMD) is a widely used multivariate distance metric for two-sample testing. The standard MMD test statistic has an intractable null distribution typically requiring costly resampling or permutation approaches…

We propose a simple neural network model to deal with the domain adaptation problem in object recognition. Our model incorporates the Maximum Mean Discrepancy (MMD) measure as a regularization in the supervised learning to reduce the…

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

This paper is devoted to fair optimization in Multiobjective Markov Decision Processes (MOMDPs). A MOMDP is an extension of the MDP model for planning under uncertainty while trying to optimize several reward functions simultaneously. This…

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

In many real-world applications, from robotics to pedestrian trajectory prediction, there is a need to predict multiple real-valued outputs to represent several potential scenarios. Current deep learning techniques to address…

This paper addresses the challenge of developing efficient algorithms for large-scale nonconvex multiobjective optimization problems (MOPs). While quasi-Newton methods are effective, their traditional application to MOPs is computationally…

Multi-objective optimization (MOO) problems require balancing competing objectives, often under constraints. The Pareto optimal solution set defines all possible optimal trade-offs over such objectives. In this work, we present a novel…