Proof shows imitation of expert's reward and solutions in multi-objective optimization.
problem Multi-objective optimization with reward and solution imitation.
method Wasserstein inverse reinforcement learning.
result Wasserstein inverse reinforcement learning enables imitation of expert's reward and solutions in multi-objective optimization.
Proof of convergence for multi-objective optimization using inverse reinforcement learning.
problem Proving convergence in multi-objective optimization problems.
method Wasserstein inverse reinforcement learning with projective subgradient method and gradient descent.
result Convergence of inverse reinforcement learning for multi-objective optimization.
Pessimistic estimator improves multi-objective policy optimization.
problem Optimizing multi-objective policies from existing data.
method Pessimistic estimator based on inverse propensity scores (IPS).
result Pessimistic estimator outperforms naive IPS estimator in theory and experiments.
Enhances portfolio optimization under uncertainty using robust multi-objective methods.
problem Uncertainties in real-world portfolio optimization scenarios.
method Robust multi-objective optimization with benchmark comparisons.
result More reliable and adaptable portfolio strategies for market uncertainties.
Study on Pareto optimality in multi-objective bandit problems.
problem Pareto optimality in multi-objective multi-armed bandit problems.
method Formulated adversarial multi-objective multi-armed bandit, defined Pareto regrets, presented algorithms, established upper and lower bounds.
result New algorithms are optimal in adversarial settings and nearly optimal in stochastic settings.
Study KKT conditions for multi-objective optimization on Hadamard manifolds.
problem Optimizing multi-objective interval-valued functions on Hadamard manifolds.
method Developed KKT conditions for Pareto optimal solutions under different ordering and convexity notions.
result Results are more general than on Euclidean spaces.
This paper introduces multi-objective hyperparameter optimization in machine learning.
problem Optimizing machine learning pipelines for multiple objectives, not just accuracy.
method Survey of optimization strategies and applications in multi-objective hyperparameter optimization.
result The importance and utility of multi-objective hyperparameter optimization in applied machine learning.
This paper surveys gradient-based multi-objective deep learning methods.
problem Balancing multiple conflicting objectives in deep learning models.
method Gradient-based techniques adapted from Multi-Objective Optimization.
result Comprehensive survey of gradient-based multi-objective deep learning algorithms.
New method improves neural architecture search by optimizing for both performance and diversity.
problem Traditional multi-objective NAS fails to address practical constraints and niches.
method Formulated as quality diversity optimization, introduces multifidelity optimizers.
result Quality diversity NAS outperforms multi-objective NAS in quality and efficiency.
A new Adamize method improves multi-objective recommender systems.
problem Improving recommendation systems with multiple conflicting objectives.
method Developed a multi-objective model-agnostic Adamize method that corrects and stabilizes gradients.
result Significant improvements in recommendation systems, measured by hypervolume, coverage, and spacing.
Develops a new method to improve performance in multi-objective learning problems.
problem Gradient bias in multi-objective learning leading to degraded performance.
method Stochastic Multi-objective gradient Correction (MoCo) method that guarantees convergence without increasing batch size.
result Demonstrates effectiveness of MoCo method in simulations on multi-task learning.
A new method for multi-objective Bayesian optimization.
problem Finding optimal compromises between competing objectives.
method Joint Entropy Search (JES) acquisition function for multi-objective Bayesian optimization.
result JES outperforms existing methods in terms of hypervolume and its variants.
This paper develops a method to approximate the whole Pareto set for expensive multi-objective optimization.
problem Finding an approximate Pareto front with limited expensive evaluations.
method A novel learning-based method to approximate the whole Pareto set for multi-objective Bayesian optimization (MOBO).
result The method approximates the whole Pareto set, not just a finite set, for MOBO.
This work fills the gap in understanding multi-objective learning generalization.
problem Lack of statistical learning theory insights into multi-objective learning generalization.
method Established generalization bounds and excess bounds for multi-objective learning.
result Showed that all Pareto-optimal solutions can be approximated by empirically Pareto-optimal ones, but not vice versa.
FanG-HPO optimizes machine learning models for fairness and low energy consumption.
problem Bias in machine learning models and high energy consumption in hyperparameter optimization.
method Combines multi-objective and multiple information source Bayesian optimization.
result FanG-HPO identifies fair and energy-efficient machine learning models.
MO-CBO optimizes multiple outcomes in causal systems with minimal data.
problem Optimizing multiple outcomes in causal systems with limited data.
method Decomposes MO-CBO into multi-objective optimization tasks and uses relative hypervolume improvement for sequential intervention balancing.
result MO-CBO outperforms traditional multi-objective Bayesian optimization in causal settings.
Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas in recent years, Bayesian optimization for multi-objective optimization or multi…
A new parallel BO method with exact gradients for multi-objective optimization.
problem Efficiently optimizing multiple objectives in a sample-efficient manner.
method Derive q-Expected Hypervolume Improvement (qEHVI) for parallel, constrained evaluation.
result qEHVI is computationally tractable and outperforms state-of-the-art methods.
MESMOC optimizes constrained multi-objective problems efficiently.
problem Constrained multi-objective optimization with expensive function evaluations.
method Max-value Entropy Search in the output space.
result MESMOC selects high-quality Pareto solutions efficiently.
The paper classifies various higher moments portfolio optimization methods.
problem Optimizing portfolios with higher moments like skewness and kurtosis.
method Review of different optimization paradigms including utility and multi-objective approaches.
result Comparison of advantages and disadvantages of various methods.
MOSS optimizes decision rules for accuracy and stability.
problem Constructing stable sets of decision rules.
method Multi-objective optimization framework incorporating sparsity, accuracy, and stability.
result MOSS outperforms state-of-the-art rule ensembles in predictive performance and stability.
This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to evaluate. As a consequence, the number of evaluations that can be used to carry ou…
Many real world applications can be framed as multi-objective optimization problems, where we wish to simultaneously optimize for multiple criteria. Bayesian optimization techniques for the multi-objective setting are pertinent when the evaluation of the functions in question are expensive. Traditional methods for mult…
YAHPO Gym introduces a new benchmark for evaluating hyperparameter optimization methods.
problem Evaluating and comparing hyperparameter optimization methods on well-curated benchmark suites.
method Surrogate-based benchmark collection of 14 scenarios, each with multi-fidelity and multi-objective hyperparameter optimization problems.
result Surrogate-based benchmarks produce more faithful results than tabular benchmarks.
The paper introduces a new metric to quantify uncertainty's impact on multiple objectives.
problem Quantifying the impact of uncertainty on multiple objectives in complex systems.
method Proposes the mean multi-objective cost of uncertainty (multi-objective MOCU) to quantify uncertainty.
result Demonstrates the effectiveness of the multi-objective MOCU in real-world applications.
MORBO improves multi-objective BO for high-dimensional problems.
problem Optimizing multiple objectives in high-dimensional spaces with expensive evaluations.
method Parallel local BO in multiple regions with coordinated strategy.
result Significant improvement in sample efficiency for high-dimensional problems.
MWGraD solves multi-objective distributional optimization using particle-based gradient descent.
problem Simultaneously minimize multiple objective functionals over probability distributions.
method Iterative particle-based algorithm MWGraD, estimating and aggregating Wasserstein gradients.
result Demonstrates effectiveness on synthetic and real-world datasets.
Proposes MOGFNs for generating diverse Pareto optimal solutions in multi-objective optimization.
problem Generating diverse candidates in multi-objective optimization with conflicting objectives.
method Introduces MOGFNs based on GFlowNets, with two variants: MOGFN-PC and MOGFN-AL.
result Improved candidate diversity compared to existing methods.
Improved MESMOC+ optimizes constrained multi-objective problems efficiently.
problem Optimizing constrained multi-objective problems with expensive evaluations.
method Minimizes entropy of Pareto frontier to guide search, using linear cost and decoupled evaluation.
result Significantly faster than alternatives, with more accurate entropy estimation.
A new method for diverse Pareto solutions in multi-objective learning.
problem Maximizing diversity while maximizing hypervolume in Pareto solutions.
method Annealed Stein Variational Gradient Descent (SVGD) with diverse gradient directions.
result SVH-MOL achieves superior performance in multi-objective and multi-task learning.
Framework optimizes multiple objectives considering input uncertainty.
problem Efficiently optimizing multiple objectives with input uncertainty.
method Robust Gaussian Process model and two-stage Bayesian optimization process.
result Found a robust Pareto frontier considering input uncertainty.
Student-t processes have recently been proposed as an appealing alternative non-parameteric function prior. They feature enhanced flexibility and predictive variance. In this work the use of Student-t processes are explored for multi-objective Bayesian optimization. In particular, an analytical expression for the h…
New research shows Multi-Task Learning does not behave like Multi-Objective Optimization.
problem Applying MOO methods to MTL problems is not equivalent.
method Comparing MTL and MOO approaches on Multi-Fashion-MNIST datasets.
result A single model can perform as well as optimizing multiple objectives.
Many real-world applications are characterized by a number of conflicting performance measures. As optimizing in a multi-objective setting leads to a set of non-dominated solutions, a preference function is required for selecting the solution with the appropriate trade-off between the objectives. The question is: how g…
PAC-MOO optimizes constrained multi-objective problems with preferences.
problem Optimizing with constraints and practitioner preferences over objectives.
method Preference-aware constrained multi-objective Bayesian optimization.
result Efficacy demonstrated on real-world analog circuit design problems.
This paper introduces a new scalarization method for multi-objective optimization.
problem Efficiently optimizing multiple conflicting objectives in black box settings.
method Introduces a novel hypervolume scalarization function and uses it to approximate the hypervolume indicator metric.
result Provable convergence to the entire Pareto frontier using random scalarizations and Bayesian optimization.
MO-PaDGAN improves multi-objective optimization by generating diverse and high-performing designs.
problem Challenges in parameterizing engineering designs for multi-objective optimization.
method MO-PaDGAN uses a generative adversarial network with a Determinantal Point Processes loss function to address these challenges.
result MO-PaDGAN generates designs with improved performance and coverage, even surpassing training data.
A new method for incorporating preferences in multi-objective Bayesian optimization.
problem Incorporating preferences in computationally expensive multi-objective optimization problems.
method Building independent surrogate models on each objective function and using Generalised value distribution to approximate the scalarizing function.
result The proposed multi-surrogate approach outperforms the mono-surrogate approach on benchmark and real-world problems.
Simulated annealing improves candidate optimization for multi-objective Bayesian optimization.
problem Efficient candidate optimization for multi-objective acquisition functions in Bayesian optimization.
method Simulated annealing-based approach for batch acquisition function optimization.
result Simulated annealing outperforms SLSQP in most multi-objective optimization problems, achieving higher hypervolume values and better convergence characteristics.
In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise is to optimize a proxy objective that minimizes a weighted linear combination o…
MOBO-OSD optimizes multi-objective functions using orthogonal search directions.
problem Challenging multi-objective optimization problem.
method Solves multiple constrained optimization problems along orthogonal search directions.
result Consistently outperforms state-of-the-art algorithms.
USeMOC framework reduces expensive simulations for MO optimization with constraints.
problem Efficiently optimizing multi-objective problems with constraints using expensive function evaluations.
method USeMOC framework uses surrogate models to identify promising candidates and selects the best based on uncertainty.
result USeMOC achieves more than 90% reduction in function evaluations for circuit optimization.
A new method for faster multi-objective optimization by evaluating objectives separately.
problem Finding the Pareto front of trade-offs between multiple objectives efficiently.
method Knowledge Gradient with decoupled evaluations, accounting for different costs.
result The method significantly outperforms existing approaches in terms of evaluation cost.
Proposes baselines for joint NAS and HPO optimization.
problem Joint optimization of neural architecture and hyperparameters for multiple objectives.
method Extends existing methods to jointly optimize with multiple objectives.
result Serves as simple baselines for future multi-objective joint NAS + HPO research.
Proposes new stochastic algorithms for multi-objective optimization.
problem Multi-objective optimization in machine learning problems.
method Direction-oriented multi-objective formulation and Stochastic Direction-oriented Multi-objective Gradient descent (SDMGrad).
result Stochastic algorithms converge to Pareto stationary points with improved complexities.
BOAT optimizes multiple antibody properties efficiently.
problem Balancing multiple drug-like properties in antibody design.
method Bayesian optimization framework coupling surrogate modeling and genetic algorithm.
result Competitive performance with state-of-the-art multi-objective protein optimization methods.
Proposes a fairness criterion for multi-objective optimization in classification.
problem Ensuring fairness in classification models across different groups.
method Formulates a minimax Pareto fairness criterion and provides an optimization algorithm.
result Demonstrates improved fairness compared to existing methods on various real-world datasets.
New portfolio optimization method considers both asset-specific and systemic risks for financial networks.
problem Optimizing portfolios with both idiosyncratic and systemic risks in financial networks.
method Developed a multi-objective optimization model that incorporates idiosyncratic variance and network clustering coefficient.
result Optimal portfolios outperform in terms of return measures and have less drawdown compared to traditional strategies.