# Multi-Objective Non-parametric Sequential Prediction

arXiv: https://arxiv.org/abs/1703.01680 · HTML: https://mlsanity.com/paper/1703.01680/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 5 Mar 2017.

## Built on by (most cited first, 1 of 1)

- [Multi-Objective textitmin-max Online Convex Optimization](https://mlsanity.com/paper/2510.13560/) (2025)

## Abstract (arXiv)

Online-learning research has mainly been focusing on minimizing one objective function. In many real-world applications, however, several objective functions have to be considered simultaneously. Recently, an algorithm for dealing with several objective functions in the i.i.d. case has been presented. In this paper, we extend the multi-objective framework to the case of stationary and ergodic processes, thus allowing dependencies among observations. We first identify an asymptomatic lower bound for any prediction strategy and then present an algorithm whose predictions achieve the optimal solution while fulfilling any continuous and convex constraining criterion.