paretoinfer
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Paretoinfer
Description
Sequential identification of epsilon-Pareto-optimal alternatives among a finite set with noisy, possibly correlated objectives. Simultaneous anytime-valid confidence sequences for every objective of every alternative (Waudby-Smith and Ramdas, 2024, <doi:10.1093/jrsssb/qkad009>) certify, at any time, which alternatives are epsilon-dominated and which are not, report the estimated frontier, the plausible Pareto set and the certified-dominated set, propose the next alternative to evaluate, and record an auditable result contract.
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