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We consider bi-objective ranking and selection problems, where the goal is to correctly identify the Pareto optimal solutions among a finite set of candidates for which the two objective outcomes have been observed with uncertainty (e.g.,…

Machine Learning · Statistics 2024-03-29 Sebastian Rojas Gonzalez , Juergen Branke , Inneke van Nieuwenhuyse

Statistical model checking delivers quantitative verification results with statistical guarantees by applying Monte Carlo simulation to formal models. It scales to model sizes and model types that are out of reach for exhaustive, analytical…

Logic in Computer Science · Computer Science 2025-11-18 Pedro R. D'Argenio , Arnd Hartmanns , Patrick Wienhöft , Mark van Wijk

In this study, a nondominated-solution-based multi-objective greedy method is proposed and applied to a sensor selection problem based on the multiple indices of the optimal design of experiments. The proposed method simultaneously…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Kumi Nakai , Yasuo Sasaki , Takayuki Nagata , Keigo Yamada , Yuji Saito , Taku Nonomura

We present a new multi-objective optimization approach for synthesizing interpretations that "explain" the behavior of black-box machine learning models. Constructing human-understandable interpretations for black-box models often requires…

Machine Learning · Computer Science 2021-08-18 Hazem Torfah , Shetal Shah , Supratik Chakraborty , S. Akshay , Sanjit A. Seshia

Subset selection is a fundamental problem in combinatorial optimization, which has a wide range of applications such as influence maximization and sparse regression. The goal is to select a subset of limited size from a ground set in order…

Neural and Evolutionary Computing · Computer Science 2026-04-22 Yiheng Xu , Danxuan Liu , Bin Zhang , Weiyong Yang , Chao Qian

An important challenge in multi-objective reinforcement learning is obtaining a Pareto front of policies to attain optimal performance under different preferences. We introduce Iterated Pareto Referent Optimisation (IPRO), which decomposes…

Machine Learning · Computer Science 2025-02-07 Willem Röpke , Mathieu Reymond , Patrick Mannion , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

In this paper, a branch and bound algorithm that incorporates the decision maker's preference information is proposed for multiobjective optimization. In the proposed algorithm, a new discarding test is designed to check whether a box…

Optimization and Control · Mathematics 2023-02-28 Weitian Wu , Xinmin Yang

In the portfolio multiobjective optimization framework, we propose to compare and choose, among all feasible asset portfolios of a given market, the one that maximizes the product of the distances between its values of risk and gain and…

Optimization and Control · Mathematics 2018-01-16 Francesco Cesarone , Lorenzo Lampariello , Simone Sagratella

Multiple-objective optimization (MOO) aims to simultaneously optimize multiple conflicting objectives and has found important applications in machine learning, such as minimizing classification loss and discrepancy in treating different…

Machine Learning · Computer Science 2022-09-16 Eric Enouen , Katja Mathesius , Sean Wang , Arielle Carr , Sihong Xie

In multiobjective optimisation, a set of scalable test problems with a variety of features allow researchers to investigate and evaluate the abilities of different optimisation algorithms, and thus can help them to design and develop more…

Neural and Evolutionary Computing · Computer Science 2022-08-24 Liangli Zhen , Miqing Li , Ran Cheng , Dezhong Peng , Xin Yao

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,…

Machine Learning · Statistics 2019-07-16 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Irrespective of the specific definition of fairness in a machine learning application, pruning the underlying model affects it. We investigate and document the emergence and exacerbation of undesirable per-class performance imbalances,…

Computer Vision and Pattern Recognition · Computer Science 2020-09-22 Michela Paganini

It is a very challenging task to identify the objectives on which a certain decision was based, in particular if several, potentially conflicting criteria are equally important and a continuous set of optimal compromise decisions exists.…

Optimization and Control · Mathematics 2021-03-05 Bennet Gebken , Sebastian Peitz

In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a short time and the…

Neural and Evolutionary Computing · Computer Science 2024-03-20 Miguel Ángel Domínguez-Ríos , Francisco Chicano , Enrique Alba

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Improving the fairness of machine learning models is a nuanced task that requires decision makers to reason about multiple, conflicting criteria. The majority of fair machine learning methods transform the error-fairness trade-off into a…

Neural and Evolutionary Computing · Computer Science 2023-04-25 William G. La Cava

Pareto-optimality plays a central role in evaluating the efficiency of solutions to allocation problems, such as house allocation, school choice, and kidney exchange. We introduce a general linear programming problem subject to…

Optimization and Control · Mathematics 2025-09-23 Bart van Rossum , Twan Dollevoet

When dealing with a multi-objective optimization problem, obtaining a comprehensive representation of the set of Pareto optimal solutions can be computationally expensive. However, identifying the most representative solutions can be…

Optimization and Control · Mathematics 2026-03-23 Tommaso Giovannelli , Marcos Medeiros Raimundo , Luis Nunes Vicente

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Zuzana Křetínská , Jan Křetínský

Simultaneous optimization of multiple objective functions results in a set of trade-off, or Pareto, solutions. Choosing a, in some sense, best solution in this set is in general a challenging task: In the case of three or more objectives…

Optimization and Control · Mathematics 2023-02-01 C. Yalçın Kaya , Helmut Maurer
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