Ranking-and-Selection with Multiple Correct Answers and Non-Answerable Estimates

Wang, Qiaoqiao, You, Wei

arXiv.org Machine Learning 

Many ranking-and-selection (R&S) problems arise in settings where information is noisy, structured, and expensive. In multi-fidelity experimentation, one can query cheap but biased proxies or expensive high-fidelity measurements; in dueling bandits, feedback arrives only through pairwise comparisons rather than direct rewards. These models are increasingly natural in engineering design, simulation optimization, preference learning for LLMs, and human-in-the-loop evaluation, where absolute scores are often unavailable or prohibitively costly and decisions must be made with a prescribed level of confidence. What makes these settings especially challenging is that the usual single-winner template is no longer sufficient. First, the answer map may be set-valued: in good-alternative or subset-selection problems, several answers can be simultaneously correct. Second, even when the true instance is answerable, a noisy estimate may temporarily fall outside the answerable set.

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