Related papers: Distributionally Robust Multi-Objective Optimizati…
Many real-world multi-objective optimisation problems rely on computationally expensive function evaluations. Multi-objective Bayesian optimisation (BO) can be used to alleviate the computation time to find an approximated set of Pareto…
Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…
Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…
In offline multi-objective optimization (MOO), we leverage an offline dataset of designs and their associated labels to simultaneously minimize multiple objectives. This setting more closely mirrors complex real-world problems compared to…
This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…
We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…
Distribution shifts and minority subpopulations frequently undermine the reliability of deep neural networks trained using Empirical Risk Minimization (ERM). Distributionally Robust Optimization (DRO) addresses this by optimizing for the…
This paper presents a new implementation of deterministic multiobjective (MO) optimization called Multiobjective Fractal Decomposition Algorithm (Mo-FDA). The original algorithm was designed for mono-objective large scale continuous…
We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…
In this paper, we propose a generalized conditional gradient method for multiobjective optimization, which can be viewed as an improved extension of the classical Frank-Wolfe (conditional gradient) method for single-objective optimization.…
Optimizing the performance of many objectives (instantiated by tasks or clients) jointly with a few Pareto stationary solutions (models) is critical in machine learning. However, previous multi-objective optimization methods often focus on…
We study a federated version of multi-objective optimization (MOO), where a single model is trained to optimize multiple objective functions. MOO has been extensively studied in the centralized setting but is less explored in federated or…
Post-training of LLMs with RLHF, and subsequently preference optimization algorithms such as DPO, IPO, etc., made a big difference in improving human alignment. However, all such techniques can only work with a single (human) objective. In…
Meta learning with multiple objectives can be formulated as a Multi-Objective Bi-Level optimization Problem (MOBLP) where the upper-level subproblem is to solve several possible conflicting targets for the meta learner. However, existing…
Multi-objective preference alignment of large language models (LLMs) is critical for developing AI systems that are more configurable, personalizable, helpful, and safe. However, optimizing model outputs to satisfy diverse objectives with…
We study two-stage distributionally robust optimization (DRO) problems with decision-dependent information discovery (DDID) wherein (a portion of) the uncertain parameters are revealed only if an (often costly) investment is made in the…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…
We consider a distributionally robust stochastic optimization problem and formulate it as a stochastic two-level composition optimization problem with the use of the mean--semideviation risk measure. In this setting, we consider a single…
We review distributionally robust optimization (DRO), a principled approach for constructing statistical estimators that hedge against the impact of deviations in the expected loss between the training and deployment environments. Many…
As machine learning (ML) applications grow increasingly complex in recent years, modern ML frameworks often need to address multiple potentially conflicting objectives with coupled decision variables across different layers. This creates a…