English
Related papers

Related papers: A Monte Carlo Algorithm for Universally Optimal Ba…

200 papers

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 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

In this paper, we propose an approach for an application of Bayesian optimization using Sequential Monte Carlo (SMC) and concepts from the statistical physics of classical systems. Our method leverages the power of modern machine learning…

Computation · Statistics 2024-09-06 Anton Lebedev , Thomas Warford , M. Emre Şahin

We present a novel preference learning framework to capture participant preferences efficiently within limited interaction rounds. It involves three main contributions. First, we develop a variational Bayesian approach to infer the…

Machine Learning · Computer Science 2025-03-20 Yan Wang , Jiapeng Liu , Milosz Kadziński , Xiuwu Liao

Intelligent systems sometimes need to infer the probable goals of people, cars, and robots, based on partial observations of their motion. This paper introduces a class of probabilistic programs for formulating and solving these problems.…

Artificial Intelligence · Computer Science 2017-04-19 Marco F. Cusumano-Towner , Alexey Radul , David Wingate , Vikash K. Mansinghka

Sequential decision problems are often approximately solvable by simulating possible future action sequences. {\em Metalevel} decision procedures have been developed for selecting {\em which} action sequences to simulate, based on…

Artificial Intelligence · Computer Science 2012-07-26 Nicholas Hay , Stuart Russell , David Tolpin , Solomon Eyal Shimony

Sequential decision problems are often approximately solvable by simulating possible future action sequences. Metalevel decision procedures have been developed for selecting which action sequences to simulate, based on estimating the…

Artificial Intelligence · Computer Science 2014-08-12 Nicholas Hay , Stuart Russell , David Tolpin , Solomon Eyal Shimony

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

All biological and artificial agents must learn and make decisions given limits on their ability to process information. As such, a general theory of adaptive behavior should be able to account for the complex interactions between an…

Machine Learning · Computer Science 2023-05-08 Dilip Arumugam , Mark K. Ho , Noah D. Goodman , Benjamin Van Roy

Real-life agents seldom have unlimited reasoning power. In this paper, we propose and study a new formal notion of computationally bounded strategic ability in multi-agent systems. The notion characterizes the ability of a set of agents to…

Multiagent Systems · Computer Science 2023-10-27 Catalin Dima , Wojciech Jamroga

Agents that interact with other agents often do not know a priori what the other agents' strategies are, but have to maximise their own online return while interacting with and learning about others. The optimal adaptive behaviour under…

Machine Learning · Computer Science 2022-04-19 Luisa Zintgraf , Sam Devlin , Kamil Ciosek , Shimon Whiteson , Katja Hofmann

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

When subjected to automated decision-making, decision subjects may strategically modify their observable features in ways they believe will maximize their chances of receiving a favorable decision. In many practical situations, the…

Computer Science and Game Theory · Computer Science 2022-10-10 Keegan Harris , Valerie Chen , Joon Sik Kim , Ameet Talwalkar , Hoda Heidari , Zhiwei Steven Wu

We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…

Machine Learning · Computer Science 2020-06-30 Divya Grover , Debabrota Basu , Christos Dimitrakakis

Meta-training agents with memory has been shown to culminate in Bayes-optimal agents, which casts Bayes-optimality as the implicit solution to a numerical optimization problem rather than an explicit modeling assumption. Bayes-optimal…

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Memory-based meta-learning is a powerful technique to build agents that adapt fast to any task within a target distribution. A previous theoretical study has argued that this remarkable performance is because the meta-training protocol…

Artificial Intelligence · Computer Science 2020-10-23 Vladimir Mikulik , Grégoire Delétang , Tom McGrath , Tim Genewein , Miljan Martic , Shane Legg , Pedro A. Ortega

Tactical decision making for autonomous driving is challenging due to the diversity of environments, the uncertainty in the sensor information, and the complex interaction with other road users. This paper introduces a general framework for…