Preference Elicitation for Multi-objective Combinatorial Optimization with Active Learning and Maximum Likelihood Estimation

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Defresne, Marianne, Mandi, Jayanta, Guns, Tias
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866915464893956096
author Defresne, Marianne
Mandi, Jayanta
Guns, Tias
author_facet Defresne, Marianne
Mandi, Jayanta
Guns, Tias
contents Real-life combinatorial optimization problems often involve several conflicting objectives, such as price, product quality and sustainability. A computationally-efficient way to tackle multiple objectives is to aggregate them into a single-objective function, such as a linear combination. However, defining the weights of the linear combination upfront is hard; alternatively, the use of interactive learning methods that ask users to compare candidate solutions is highly promising. The key challenges are to generate candidates quickly, to learn an objective function that leads to high-quality solutions and to do so with few user interactions. We build upon the Constructive Preference Elicitation framework and show how each of the three properties can be improved: to increase the interaction speed we investigate using pools of (relaxed) solutions, to improve the learning we adopt Maximum Likelihood Estimation of a Bradley-Terry preference model; and to reduce the number of user interactions, we select the pair of candidates to compare with an ensemble-based acquisition function inspired from Active Learning. Our careful experimentation demonstrates each of these improvements: on a PC configuration task and a realistic multi-instance routing problem, our method selects queries faster, needs fewer queries and synthesizes higher-quality combinatorial solutions than previous CPE methods.
format Preprint
id arxiv_https___arxiv_org_abs_2503_11435
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Preference Elicitation for Multi-objective Combinatorial Optimization with Active Learning and Maximum Likelihood Estimation
Defresne, Marianne
Mandi, Jayanta
Guns, Tias
Artificial Intelligence
Machine Learning
Real-life combinatorial optimization problems often involve several conflicting objectives, such as price, product quality and sustainability. A computationally-efficient way to tackle multiple objectives is to aggregate them into a single-objective function, such as a linear combination. However, defining the weights of the linear combination upfront is hard; alternatively, the use of interactive learning methods that ask users to compare candidate solutions is highly promising. The key challenges are to generate candidates quickly, to learn an objective function that leads to high-quality solutions and to do so with few user interactions. We build upon the Constructive Preference Elicitation framework and show how each of the three properties can be improved: to increase the interaction speed we investigate using pools of (relaxed) solutions, to improve the learning we adopt Maximum Likelihood Estimation of a Bradley-Terry preference model; and to reduce the number of user interactions, we select the pair of candidates to compare with an ensemble-based acquisition function inspired from Active Learning. Our careful experimentation demonstrates each of these improvements: on a PC configuration task and a realistic multi-instance routing problem, our method selects queries faster, needs fewer queries and synthesizes higher-quality combinatorial solutions than previous CPE methods.
title Preference Elicitation for Multi-objective Combinatorial Optimization with Active Learning and Maximum Likelihood Estimation
topic Artificial Intelligence
Machine Learning
url https://arxiv.org/abs/2503.11435