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Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

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

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

Robots operate in environments with varying implicit structure. For instance, a helicopter flying over terrain encounters a very different arrangement of obstacles than a robotic arm manipulating objects on a cluttered table top.…

Robotics · Computer Science 2017-11-21 Sanjiban Choudhury , Siddhartha Srinivasa , Sebastian Scherer

Robotic motion-planning problems, such as a UAV flying fast in a partially-known environment or a robot arm moving around cluttered objects, require finding collision-free paths quickly. Typically, this is solved by constructing a graph,…

Robotics · Computer Science 2017-06-29 Sanjiban Choudhury , Shervin Javdani , Siddhartha Srinivasa , Sebastian Scherer

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

We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…

Optimization and Control · Mathematics 2017-04-12 Angelia Nedić , Alex Olshevsky , César A. Uribe

Hard visual attention is a promising approach to reduce the computational burden of modern computer vision methodologies. Hard attention mechanisms are typically non-differentiable. They can be trained with reinforcement learning but the…

Machine Learning · Computer Science 2020-06-16 William Harvey , Michael Teng , Frank Wood

We consider in this paper the problem of optimal experiment design where a decision maker can choose which points to sample to obtain an estimate $\hat{\beta}$ of the hidden parameter $\beta^{\star}$ of an underlying linear model. The key…

Machine Learning · Statistics 2021-01-01 Xavier Fontaine , Pierre Perrault , Michal Valko , Vianney Perchet

Active search is a learning paradigm for actively identifying as many members of a given class as possible. A critical target scenario is high-throughput screening for scientific discovery, such as drug or materials discovery. In this…

Machine Learning · Computer Science 2018-11-27 Shali Jiang , Gustavo Malkomes , Benjamin Moseley , Roman Garnett

Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently…

A wide range of machine learning algorithms iteratively add data to the training sample. Examples include semi-supervised learning, active learning, multi-armed bandits, and Bayesian optimization. We embed this kind of data addition into…

Machine Learning · Statistics 2024-06-25 Julian Rodemann

Obtaining labeled data for machine learning tasks can be prohibitively expensive. Active learning mitigates this issue by exploring the unlabeled data space and prioritizing the selection of data that can best improve the model performance.…

Machine Learning · Computer Science 2021-04-21 Vineeth Rakesh , Swayambhoo Jain

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

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

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

We study the problem of robust information selection for a Bayesian hypothesis testing / classification task, where the goal is to identify the true state of the world from a finite set of hypotheses based on observations from the selected…

Machine Learning · Statistics 2025-02-24 Jayanth Bhargav , Shreyas Sundaram , Mahsa Ghasemi

Several recent papers investigate Active Learning (AL) for mitigating the data dependence of deep learning for natural language processing. However, the applicability of AL to real-world problems remains an open question. While in…

Computation and Language · Computer Science 2018-09-25 Aditya Siddhant , Zachary C. Lipton