Abstract We propose a novel Mixed-Integer Nonlinear Programming (MINLP) model for sparse optimization based on the polyhedral k-norm. put special emphasis application of in Feature Selection Support Vector Machine (SVM) classification. address continuous relaxation problem, which comes out form fractional programming problem (FPP). In particular, we consider possible way tackling FPP by reformu...

In interactive multi-objective reinforcement learning (MORL), an agent has to simultaneously learn about the environment and preferences of user, in order quickly zoom on those decisions that are likely be preferred by user. this paper we study MORL context multi-armed bandits. Contrary earlier approaches force utility user expressed as a weighted sum values for each objective, do not make such...