scholarly journals Scaling-invariant maximum margin preference learning

2021 ◽  
Vol 128 ◽  
pp. 69-101
Author(s):  
Mojtaba Montazery ◽  
Nic Wilson
Author(s):  
Mojtaba Montazery ◽  
Nic Wilson

In the task of preference learning, there can be natural invariance properties that one might often expect a method to satisfy. These include (i) invariance to scaling of a pair of alternatives, e.g., replacing a pair (a,b) by (2a,2b); and (ii) invariance to rescaling of features across all alternatives. Maximum margin learning approaches satisfy such invariance properties for pairs of test vectors, but not for the preference input pairs, i.e., scaling the inputs in a different way could result in a different preference relation. In this paper we define and analyse more cautious preference relations that are invariant to the scaling of features, or inputs, or both simultaneously; this leads to computational methods for testing dominance with respect to the induced relations, and for generating optimal solutions among a set of alternatives. In our experiments, we compare the relations and their associated optimality sets based on their decisiveness, computation time and cardinality of the optimal set. We also discuss connections with imprecise probability.


2011 ◽  
Vol 36 (12) ◽  
pp. 1661-1673
Author(s):  
Jun GAO ◽  
Shi-Tong WANG ◽  
Xiao-Ming WANG

2020 ◽  
Author(s):  
Alberto Bemporad ◽  
Dario Piga

AbstractThis paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as “this is better than that” between two candidate decision vectors. The algorithm described in this paper aims at reaching the global optimizer by iteratively proposing the decision maker a new comparison to make, based on actively learning a surrogate of the latent (unknown and perhaps unquantifiable) objective function from past sampled decision vectors and pairwise preferences. A radial-basis function surrogate is fit via linear or quadratic programming, satisfying if possible the preferences expressed by the decision maker on existing samples. The surrogate is used to propose a new sample of the decision vector for comparison with the current best candidate based on two possible criteria: minimize a combination of the surrogate and an inverse weighting distance function to balance between exploitation of the surrogate and exploration of the decision space, or maximize a function related to the probability that the new candidate will be preferred. Compared to active preference learning based on Bayesian optimization, we show that our approach is competitive in that, within the same number of comparisons, it usually approaches the global optimum more closely and is computationally lighter. Applications of the proposed algorithm to solve a set of benchmark global optimization problems, for multi-objective optimization, and for optimal tuning of a cost-sensitive neural network classifier for object recognition from images are described in the paper. MATLAB and a Python implementations of the algorithms described in the paper are available at http://cse.lab.imtlucca.it/~bemporad/glis.


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