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Optimization of hyper-parameters in reinforcement learning (RL) algorithms is a key task, because they determine how the agent will learn its policy by interacting with its environment, and thus what data is gathered. In this work, an…

Machine Learning · Computer Science 2019-09-19 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto Martínez

Bayes-optimal behavior, while well-defined, is often difficult to achieve. Recent advances in the use of Monte-Carlo tree search (MCTS) have shown that it is possible to act near-optimally in Markov Decision Processes (MDPs) with very large…

Artificial Intelligence · Computer Science 2012-02-20 John Asmuth , Michael L. Littman

Reinforcement learning techniques achieved human-level performance in several tasks in the last decade. However, in recent years, the need for interpretability emerged: we want to be able to understand how a system works and the reasons…

Machine Learning · Computer Science 2023-01-13 Leonardo Lucio Custode , Giovanni Iacca

We analyze a tree search problem with an underlying Markov decision process, in which the goal is to identify the best action at the root that achieves the highest cumulative reward. We present a new tree policy that optimally allocates a…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Yunchuan Li , Michael C. Fu , Jie Xu

We derive ensembles of decision trees through a nonparametric Bayesian model, allowing us to view random forests as samples from a posterior distribution. This insight provides large gains in interpretability, and motivates a class of…

Applications · Statistics 2015-05-19 Matt Taddy , Chun-Sheng Chen , Jun Yu , Mitch Wyle

Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. In this survey, we provide an in-depth review of the role of Bayesian methods…

Artificial Intelligence · Computer Science 2016-09-16 Mohammad Ghavamzadeh , Shie Mannor , Joelle Pineau , Aviv Tamar

In the context of tree-search stochastic planning algorithms where a generative model is available, we consider on-line planning algorithms building trees in order to recommend an action. We investigate the question of avoiding re-planning…

Machine Learning · Computer Science 2019-02-14 Erwan Lecarpentier , Guillaume Infantes , Charles Lesire , Emmanuel Rachelson

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Decision trees remain one of the most popular machine learning models today, largely due to their out-of-the-box performance and interpretability. In this work, we present a Bayesian approach to decision tree induction via maximum a…

Machine Learning · Computer Science 2023-12-21 Colin Sullivan , Mo Tiwari , Sebastian Thrun

Robot learning is often difficult due to the expense of gathering data. The need for large amounts of data can, and should, be tackled with effective algorithms and leveraging expert information on robot dynamics. Bayesian reinforcement…

Robotics · Computer Science 2023-07-25 Hai Nguyen , Sammie Katt , Yuchen Xiao , Christopher Amato

We propose a reinforcement-learning algorithm to tackle the challenge of reconstructing phylogenetic trees. The search for the tree that best describes the data is algorithmically challenging, thus all current algorithms for phylogeny…

Populations and Evolution · Quantitative Biology 2023-03-14 Dana Azouri , Oz Granit , Michael Alburquerque , Yishay Mansour , Tal Pupko , Itay Mayrose

We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We…

Machine Learning · Statistics 2023-11-13 Justin Alsing , Thomas D. P. Edwards , Benjamin Wandelt

Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…

Machine Learning · Computer Science 2020-01-22 Philippe Morere , Gilad Francis , Tom Blau , Fabio Ramos

This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct an optimistic policy. Secondly,…

Machine Learning · Computer Science 2016-11-18 Christos Dimitrakakis

We report on work towards flexible algorithms for solving decision problems represented as influence diagrams. An algorithm is given to construct a tree structure for each decision node in an influence diagram. Each tree represents a…

Artificial Intelligence · Computer Science 2013-02-18 Michael C. Horsch , David L. Poole

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Machine Learning · Statistics 2025-05-06 Jiaqi Guo , Chon Wai Ho , Sumeetpal S. Singh

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

In Reinforcement Learning (RL), agents aim at maximizing cumulative rewards in a given environment. During the learning process, RL agents face the dilemma of exploitation and exploration: leveraging existing knowledge to acquire rewards or…

Machine Learning · Computer Science 2023-10-24 Chenfan Weng , Zhongguo Li

Reinforcement learning methods are increasingly used to optimise dialogue policies from experience. Most current techniques are model-free: they directly estimate the utility of various actions, without explicit model of the interaction…

Artificial Intelligence · Computer Science 2013-04-09 Pierre Lison

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…