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There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

The tendency to overestimate immediate utility is a common cognitive bias. As a result people behave inconsistently over time and fail to reach long-term goals. Behavioral economics tries to help affected individuals by implementing…

计算机科学与博弈论 · 计算机科学 2017-08-28 Susanne Albers , Dennis Kraft

Algorithmic fairness has emerged as an important consideration when using machine learning to make high-stakes societal decisions. Yet, improved fairness often comes at the expense of model accuracy. While aspects of the fairness-accuracy…

机器学习 · 统计学 2022-06-02 Camille Olivia Little , Michael Weylandt , Genevera I Allen

A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…

机器学习 · 计算机科学 2021-08-27 Dimitrije Markovic , Hrvoje Stojic , Sarah Schwoebel , Stefan J. Kiebel

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

机器学习 · 计算机科学 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

机器学习 · 统计学 2025-06-05 Ivan Melev , Goeran Kauermann

In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…

最优化与控制 · 数学 2024-02-29 Weitian Wu , Xinmin Yang

We can overcome uncertainty with uncertainty. Using randomness in our choices and in what we control, and hence in the decision making process, could potentially offset the uncertainty inherent in the environment and yield better outcomes.…

综合金融 · 定量金融 2017-10-06 Ravi Kashyap

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…

神经与进化计算 · 计算机科学 2024-01-15 Arash Heidari , Sebastian Rojas Gonzalez , Tom Dhaene , Ivo Couckuyt

Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…

人工智能 · 计算机科学 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

Large language models (LLMs) are increasingly used to simulate or automate human behavior in complex sequential decision-making settings. A natural question is then whether LLMs exhibit similar decision-making behavior to humans, and can…

机器学习 · 计算机科学 2026-05-04 Ziyuan Zhang , Darcy Wang , Ningyuan Chen , Rodrigo Mansur , Vahid Sarhangian

Traditional robust multi-objective optimization methods typically prioritize convergence while treating robustness as a secondary consideration. This approach can yield solutions that are not genuinely robust optimal under noise-affected…

计算工程、金融与科学 · 计算机科学 2025-12-01 Lihong Xu , Wenxiang Jiang

We consider decision problems under uncertainty where the options available to a decision maker and the resulting outcome are related through a causal mechanism which is unknown to the decision maker. We ask how a decision maker can learn…

人工智能 · 计算机科学 2018-07-04 M. Gonzalez-Soto , L. E. Sucar , H. J. Escalante

Biological agents have meaningful interactions with their environment despite the absence of immediate reward signals. In such instances, the agent can learn preferred modes of behaviour that lead to predictable states -- necessary for…

人工智能 · 计算机科学 2021-07-20 Noor Sajid , Panagiotis Tigas , Alexey Zakharov , Zafeirios Fountas , Karl Friston

Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users for information that will lead to better…

机器学习 · 计算机科学 2018-07-04 Manish Raghavan , Aleksandrs Slivkins , Jennifer Wortman Vaughan , Zhiwei Steven Wu

We consider information filtering, in which we face a stream of items too voluminous to process by hand (e.g., scientific articles, blog posts, emails), and must rely on a computer system to automatically filter out irrelevant items. Such…

最优化与控制 · 数学 2015-02-10 Xiaoting Zhao , Peter I. Frazier

To more flexibly balance between exploration and exploitation, a new meta-heuristic method based on Uncertainty Principle concepts is proposed in this paper. UP is is proved effective in multiple branches of science. In the branch of…

神经与进化计算 · 计算机科学 2020-06-18 Mojtaba Moattari , Mohammad Hassan Moradi , Emad Roshandel

The study of intelligent systems explains behaviour in terms of economic rationality. This results in an optimization principle involving a function or utility, which states that the system will evolve until the configuration of maximum…

信息论 · 计算机科学 2024-06-18 Pedro Hack

We study the subtlety of optimal paternalism when a utilitarian planner has the power to design a discrete choice set for a heterogeneous population with bounded rationality. We first consider the planning problem in abstraction. We show…

计量经济学 · 经济学 2026-01-23 Charles F. Manski , Eytan Sheshinski

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,…

机器学习 · 统计学 2019-07-16 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert