Related papers: Selecting Computations: Theory and Applications

Model predictive control allows solving complex control tasks with control and state constraints. However, an optimal control problem must be solved in real-time to predict the future system behavior, which is hardly possible on embedded…

Efficient sampling from constraint manifolds, and thereby generating a diverse set of solutions for feasibility problems, is a fundamental challenge. We consider the case where a problem is factored, that is, the underlying nonlinear…

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…

Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…

Symbolic regression aims to discover concise, interpretable mathematical expressions that satisfy desired objectives, such as fitting data, posing a highly combinatorial optimization problem. While genetic programming has been the dominant…

We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

Knowledge gradient is a design principle for developing Bayesian sequential sampling policies to solve optimization problems. In this paper we consider the ranking and selection problem in the presence of covariates, where the best…

Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…

We consider a simple approach to solving assortment optimization under the random utility maximization model. The approach uses Monte-Carlo simulation to construct a ranking-based choice model that serves as a proxy for the true choice…

Policy gradient methods have had great success in solving continuous control tasks, yet the stochastic nature of such problems makes deterministic value estimation difficult. We propose an approach which instead estimates a distribution by…

We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…

Partial monitoring is an expressive framework for sequential decision-making with an abundance of applications, including graph-structured and dueling bandits, dynamic pricing and transductive feedback models. We survey and extend recent…

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

The task of learning to pick a single preferred example out a finite set of examples, an "optimal choice problem", is a supervised machine learning problem with complex, structured input. Problems of optimal choice emerge often in various…

Finite-horizon sequential experimental design (SED) arises naturally in many contexts, including hyperparameter tuning in machine learning among more traditional settings. Computing the optimal policy for such problems requires solving…

Recent advances in deep reinforcement learning have made significant strides in performance on applications such as Go and Atari games. However, developing practical methods to balance exploration and exploitation in complex domains remains…

Human decision-making deviates from the optimal solution, that maximizes cumulative rewards, in many situations. Here we approach this discrepancy from the perspective of bounded rationality and our goal is to provide a justification for…

Sequential portfolio selection has attracted increasing interests in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed…

We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of context-dependent designs. Under a Bayesian framework, we develop…

Maneuver decision-making can be regarded as a Markov decision process and can be address by reinforcement learning. However, original reinforcement learning algorithms can hardly solve the maneuvering decision-making problem. One reason is…