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Rule ensembles are designed to provide a useful trade-off between predictive accuracy and model interpretability. However, the myopic and random search components of current rule ensemble methods can compromise this goal: they often need…

Machine Learning · Computer Science 2021-01-22 Mario Boley , Simon Teshuva , Pierre Le Bodic , Geoffrey I Webb

A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating the Pareto optimal set and the associated efficient frontier…

Optimization and Control · Mathematics 2025-06-06 Hao Huang , Zelda B. Zabinsky

Automated machine learning has gained a lot of attention recently. Building and selecting the right machine learning models is often a multi-objective optimization problem. General purpose machine learning software that simultaneously…

Machine Learning · Computer Science 2019-08-15 Steven Gardner , Oleg Golovidov , Joshua Griffin , Patrick Koch , Wayne Thompson , Brett Wujek , Yan Xu

In decision-making under uncertainty, Contextual Robust Optimization (CRO) provides reliability by minimizing the worst-case decision loss over a prediction set. While recent advances use conformal prediction to construct prediction sets…

Machine Learning · Statistics 2025-12-25 Yajie Bao , Yang Hu , Haojie Ren , Peng Zhao , Changliang Zou

Many complex systems obey to optimality conditions that are usually not simple. Conflicting traits often interact making a Multi Objective Optimization (MOO) approach necessary. Recent MOO research on complex systems report about the Pareto…

Physics and Society · Physics 2015-09-16 Luís F. Seoane , Ricard Solé

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Machine Learning · Computer Science 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang

Our goal is to build robust optimization problems for making decisions based on complex data from the past. In robust optimization (RO) generally, the goal is to create a policy for decision-making that is robust to our uncertainty about…

Optimization and Control · Mathematics 2014-07-07 Theja Tulabandhula , Cynthia Rudin

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…

Machine Learning · Computer Science 2025-10-27 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Many real-world decision-making problems involve optimizing multiple objectives simultaneously, rendering the selection of the most preferred solution a non-trivial problem: All Pareto optimal solutions are viable candidates, and it is…

Artificial Intelligence · Computer Science 2025-11-17 Niclas Boehmer , Maximilian T. Wittmann

Robust motion planning is a well-studied problem in the robotics literature, yet current algorithms struggle to operate scalably and safely in the presence of other moving agents, such as humans. This paper introduces a novel framework for…

This paper presents an algorithm for multiobjective optimization that blends together a number of heuristics. A population of agents combines heuristics that aim at exploring the search space both globally and in a neighborhood of each…

Computational Engineering, Finance, and Science · Computer Science 2012-06-07 Massimiliano Vasile , Federico Zuiani

Mixture-of-Experts (MoE) models scale large language models efficiently by sparsely activating experts, but once an expert is selected, it is executed fully. Hence, the trade-off between accuracy and computation in an MoE model typically…

Machine Learning · Computer Science 2026-02-09 Nurbek Tastan , Stefanos Laskaridis , Karthik Nandakumar , Samuel Horvath

Software configuration tuning is essential for optimizing a given performance objective (e.g., minimizing latency). Yet, due to the software's intrinsically complex configuration landscape and expensive measurement, there has been a rather…

Software Engineering · Computer Science 2024-03-18 Pengzhou Chen , Tao Chen , Miqing Li

Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods…

Machine Learning · Statistics 2012-04-09 Suvrit Sra

Agreeing suitability for purpose and procurement decisions depend on assessment of real or simulated performances of sonar systems against user requirements for particular scenarios. There may be multiple pertinent aspects of performance…

Statistics Theory · Mathematics 2010-11-10 C. M. Reed , A. J. Fenwick

Automatically generating test suites is intrinsically a multi-objective problem, as any of the testing targets (e.g, statements to execute or mutants to kill) is an objective on its own. Test suite generation has peculiarities that are…

Software Engineering · Computer Science 2019-01-08 Andrea Arcuri

We consider the problem of multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions while minimizing the number of function evaluations. For example,…

Machine Learning · Computer Science 2022-04-13 Syrine Belakaria , Aryan Deshwal , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li