Tag: pareto
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Constrained Pareto Set Identification with Bandit Feedback
Constrained Pareto Set Identification with Bandit Feedback arXiv:2506.08127v1 Announce Type: new Abstract: In this paper, we address the problem of identifying the Pareto Set under feasibility constraints in a multivariate bandit setting. Specifically, given a $K$-armed bandit with unknown means $mu_1, dots, mu_K in mathbb{R}^d$, the goal is to identify the set of arms whose…
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Sequential Learning of the Pareto Front for Multi-objective Bandits
Sequential Learning of the Pareto Front for Multi-objective Bandits arXiv:2501.17513v1 Announce Type: new Abstract: We study the problem of sequential learning of the Pareto front in multi-objective multi-armed bandits. An agent is faced with K possible arms to pull. At each turn she picks one, and receives a vector-valued reward. When she thinks she has…