Generalization In Multi-Objective Machine Learning
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Abstract (arXiv)
Modern machine learning tasks often require considering not just one but multiple objectives. For example, besides the prediction quality, this could be the efficiency, robustness or fairness of the learned models, or any of their combinations. Multi-objective learning offers a natural framework for handling such problems without having to commit to early trade-offs. Surprisingly, statistical learning theory so far offers almost no insight into the generalization properties of multi-objective learning. In this work, we make first steps to fill this gap: we establish foundational generalization bounds for the multi-objective setting as well as generalization and excess bounds for learning with scalarizations. We also provide the first theoretical analysis of the relation between the Pareto-optimal sets of the true objectives and the Pareto-optimal sets of their empirical approximations from training data. In particular, we show a surprising asymmetry: all Pareto-optimal solutions can be approximated by empirically Pareto-optimal ones, but not vice versa.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 31 of its 96 references that are in the map. First posted on arXiv 29 Aug 2022.
Builds on
31 of 96 references.
References · 31
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19 more
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Built on by
Citing papers per year: 2023: 1; 2024: 1; 2025: 2.
4 papers.
- 2023Three-Way Trade-Off in Multi-Objective Learning: Optimization, Generalization and Conflict-Avoidancecited by 35
- 2025Gradient-Based Multi-Objective Deep Learning: Algorithms, Theories, Applications, and Beyondcited by 15
- 2024Towards Stable Machine Learning Model Retraining via Slowly Varying Sequencescited by 2
- 2025Learning Pareto manifolds in high dimensions: How can regularization help?cited by 1
- 2025Learning Pareto manifolds in high dimensions: How can regularization help?11 Mar 2025
- 2025Gradient-Based Multi-Objective Deep Learning: Algorithms, Theories, Applications, and Beyond19 Jan 2025
- 2024Towards Stable Machine Learning Model Retraining via Slowly Varying Sequences28 Mar 2024
- 2023Three-Way Trade-Off in Multi-Objective Learning: Optimization, Generalization and Conflict-Avoidance31 May 2023