# Adaptive Algorithms for Relaxed Pareto Set Identification

arXiv: https://arxiv.org/abs/2307.00424 · HTML: https://mlsanity.com/paper/2307.00424/

## Key facts

- Cited by 15 papers in the map (data through 14 Oct 2026).
- Builds on 9 of its 29 references that are in the map.
- First posted on arXiv 1 Jul 2023.

## Builds on (most cited first, 9 of 9)

- [On the Complexity of Best Arm Identification in Multi-Armed Bandit Models](https://mlsanity.com/paper/1407.4443/) (2014)
- [Optimal Best Arm Identification with Fixed Confidence](https://mlsanity.com/paper/1602.04589/) (2016)
- [lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits](https://mlsanity.com/paper/1312.7308/) (2013)
- [Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals](https://mlsanity.com/paper/1811.11419/) (2018)
- [Pure Exploration with Multiple Correct Answers](https://mlsanity.com/paper/1902.03475/) (2019)
- [Top Two Algorithms Revisited](https://mlsanity.com/paper/2206.05979/) (2022)
- [The Simulator: Understanding Adaptive Sampling in the Moderate-Confidence Regime](https://mlsanity.com/paper/1702.05186/) (2017)
- [PAC Identification of Many Good Arms in Stochastic Multi-Armed Bandits](https://mlsanity.com/paper/1901.08386/) (2019)
- [Vector Optimization with Stochastic Bandit Feedback](https://mlsanity.com/paper/2110.12311/) (2021)

## Built on by (most cited first, 15 of 15)

- [Sequential Learning of the Pareto Front for Multi-objective Bandits](https://mlsanity.com/paper/2501.17513/) (2025)
- [Bandit Pareto Set Identification: the Fixed Budget Setting](https://mlsanity.com/paper/2311.03992/) (2023)
- [Preference-based Pure Exploration](https://mlsanity.com/paper/2412.02988/) (2024)
- [FraPPE: Fast and Efficient Preference-based Pure Exploration](https://mlsanity.com/paper/2508.16487/) (2025)
- [Cost-Aware Multi-Objective Bandits: Theory and Application to Budgeted LLM Configuration Evaluation](https://mlsanity.com/paper/2608.04333/) (2026)
- [Constrained Pareto Set Identification with Bandit Feedback](https://mlsanity.com/paper/2506.08127/) (2025)
- [Bandit Pareto Set Identification in a Multi-Output Linear Model](https://mlsanity.com/paper/2507.04255/) (2025)
- [Multi-thresholding Good Arm Identification with Bandit Feedback](https://mlsanity.com/paper/2503.10386/) (2025)
- [Pure Exploration via Frank-Wolfe Self-Play](https://mlsanity.com/paper/2509.19901/) (2025)
- [Risk-Averse Best Arm Set Identification with Fixed Budget and Fixed Confidence](https://mlsanity.com/paper/2506.22253/) (2025)
- [Vector preference-based contextual bandits under distributional shifts](https://mlsanity.com/paper/2508.15966/) (2025)
- [Bayesian Anytime Pareto Set Identification for Multi-Objective Multi-Armed Bandits](https://mlsanity.com/paper/2606.18785/) (2026)
- [Top-k Pareto Bandits: Hypervolume Regret for Multi-Objective Slate Selection](https://mlsanity.com/paper/2607.26273/) (2026)
- [Few-for-Many Best-Arm Identification in Multi-Objective Bandits](https://mlsanity.com/paper/2610.16840/) (2026)
- [When More Objectives Make Identification Easier: The Role of Preferences and Feedback](https://mlsanity.com/paper/2610.18577/) (2026)

## Abstract (arXiv)

In this paper we revisit the fixed-confidence identification of the Pareto optimal set in a multi-objective multi-armed bandit model. As the sample complexity to identify the exact Pareto set can be very large, a relaxation allowing to output some additional near-optimal arms has been studied. In this work we also tackle alternative relaxations that allow instead to identify a relevant subset of the Pareto set. Notably, we propose a single sampling strategy, called Adaptive Pareto Exploration, that can be used in conjunction with different stopping rules to take into account different relaxations of the Pareto Set Identification problem. We analyze the sample complexity of these different combinations, quantifying in particular the reduction in sample complexity that occurs when one seeks to identify at most k Pareto optimal arms. We showcase the good practical performance of Adaptive Pareto Exploration on a real-world scenario, in which we adaptively explore several vaccination strategies against Covid-19 in order to find the optimal ones when multiple immunogenicity criteria are taken into account.
