Jun 17, 2026 · cs.LGJ/K move · Enter open · S save
Lennert Saerens, Bram Silue, Eleni Litsa, Peter Vrancx+1
Artificial Intelligence Lab, Departement of Computer Science, Vrije Universiteit Brussel, Brussels, Belgium · imec, Leuven, Belgium
Identifying Pareto optimal solutions is critical to support multi-objective decision-making. We introduce the first anytime Multi-Objective Multi-Armed Bandit algorithm for the Pareto Set Identification problem, taking a Bayesian approach: Top-Two Pareto Front Thompson Sampling (TTPFTS). We benchmark TTPFTS against state-of-the-art fixed-budget Pareto Set Identification algorithms on synthetic environments. Next, we demonstrate its practical utility in a challenging multi-objective molecular discovery setting by efficiently exploring an ultra-large synthesis-on-demand molecular library. Furthermore, we introduce a novel uncertainty quantification metric that estimates our algorithm's confidence in the predicted Pareto set. We demonstrate that this metric effectively proxies true performance, yielding a robust methodology for monitoring learning progress in complex settings. Finally, we complement these empirical findings with a theoretical proof of the algorithm's asymptotic correctness.