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The content ranking problem in a social news website, is typically a function that maximizes a scalar metric of interest like dwell-time. However, like in most real-world applications we are interested in more than one metric---for instance simultaneously maximizing click-through rate, monetization metrics, dwell-time---and also satisfy the traffic requirements promised to different publishers. All this needs to be done on online data and under the settings where the objective function and the constraints can dynamically change; this could happen if for instance new publishers are added, some contracts are adjusted, or if some contracts are over. In this paper, we formulate this problem as a constrained, dynamic, multi-objective optimization problem. We propose a novel framework that extends a successful genetic optimization algorithm, NSGA-II, to solve this online, data-driven problem. We design the modules of NSGA-II to suit our problem. We evaluate optimization performance using Hypervolume and introduce a confidence interval metric for assessing the practicality of a solution. We demonstrate the application of this framework on a real-world Article Ranking problem. We observe that we make considerable improvements in both time and performance over a brute-force baseline technique that is currently in production.
Dynamic Multi-objective Optimization Problems (DMOPs) refer to optimization problems that objective functions will change with time. Solving DMOPs implies that the Pareto Optimal Set (POS) at different moments can be accurately found, and this is a v
When solving constrained multi-objective optimization problems, an important issue is how to balance convergence, diversity and feasibility simultaneously. To address this issue, this paper proposes a parameter-free constraint handling technique, two
We study the novel problem of blackbox optimization of multiple objectives via multi-fidelity function evaluations that vary in the amount of resources consumed and their accuracy. The overall goal is to approximate the true Pareto set of solutions b
Dynamic multi-objective optimization problems (DMOPs) remain a challenge to be settled, because of conflicting objective functions change over time. In recent years, transfer learning has been proven to be a kind of effective approach in solving DMOP
In the standard setting of approachability there are two players and a target set. The players play repeatedly a known vector-valued game where the first player wants to have the average vector-valued payoff converge to the target set which the other