Related papers: QUIVER: Cost-Aware Adaptive Preference Querying in…

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Surrogate assisted evolutionary algorithms (EA) are rapidly gaining popularity where applications of EA in complex real world problem domains are concerned. Although EAs are powerful global optimizers, finding optimal solution to complex…

Many decision-making problems feature multiple objectives. In such problems, it is not always possible to know the preferences of a decision-maker for different objectives. However, it is often possible to observe the behavior of…

Finding specific preference-guided Pareto solutions that represent different trade-offs among multiple objectives is critical yet challenging in multi-objective problems. Existing methods are restrictive in preference definitions and/or…

A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…

Tuning control policies manually to meet high-level objectives is often time-consuming. Bayesian optimization provides a data-efficient framework for automating this process using numerical evaluations of an objective function. However,…

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Complex planning and scheduling problems have long been solved using various optimization or heuristic approaches. In recent years, imitation learning that aims to learn from expert demonstrations has been proposed as a viable alternative…

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Multi-Objective Evolutionary Algorithms (MOEAs) have proven effective at solving Multi-Objective Optimisation Problems (MOOPs). However, their performance can be significantly hindered when applied to computationally intensive industrial…

Bilevel optimization poses a significant computational challenge due to its nested structure, where each upper-level candidate solution requires solving a corresponding lower-level problem. While evolutionary algorithms (EAs) are effective…

Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we consider ambiguity in choice functions over a multi-attribute prospect space. Our main result is a robust…

Decision support systems often rely on solving complex optimization problems that may require to estimate uncertain parameters beforehand. Recent studies have shown how using traditionally trained estimators for this task can lead to…

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision…

In offline data-driven multi-objective optimization (MOO), optimization is performed using surrogate models trained only on an offline dataset. These surrogate models contain inherent errors and uncertainty. This epistemic uncertainty can…

Sampling multiple responses improves language model reasoning, but uniform compute allocation is inefficient: easy questions are over-sampled while hard questions remain under-explored. We propose Uncertainty-Aware Budget Allocation (UAB),…

Optimization algorithms are very different from human optimizers. A human being would gain more experiences through problem-solving, which helps her/him in solving a new unseen problem. Yet an optimization algorithm never gains any…

Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…

We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…

Expensive optimization problems (EOPs) are prevalent in real-world applications, where the evaluation of a single solution requires a significant amount of resources. In our study of surrogate-assisted evolutionary algorithms (SAEAs) in…