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- W4295111818 abstract "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 good do estimations of these objectives have to be in order for the solution maximizing the preference function to remain unchanged? In this paper, we introduce the concept of preference radius to characterize the robustness of the preference function and provide guidelines for controlling the quality of estimations in the multi-objective setting. More specifically, we provide a general formulation of multi-objective optimization under the bandits setting. We show how the preference radius relates to the optimal gap and we use this concept to provide a theoretical analysis of the Thompson sampling algorithm from multivariate normal priors. We finally present experiments to support the theoretical results and highlight the fact that one cannot simply scalarize multi-objective problems into single-objective problems." @default.
- W4295111818 created "2022-09-10" @default.
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- W4295111818 date "2017-01-04" @default.
- W4295111818 modified "2023-09-28" @default.
- W4295111818 title "Estimating Quality in Multi-Objective Bandits Optimization" @default.
- W4295111818 doi "https://doi.org/10.48550/arxiv.1701.01095" @default.
- W4295111818 hasPublicationYear "2017" @default.
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