Related papers: Active Search with a Cost for Switching Actions
The problem of handling adaptivity in data analysis, intentional or not, permeates a variety of fields, including test-set overfitting in ML challenges and the accumulation of invalid scientific discoveries. We propose a mechanism for…
In the classic sequential testing problem, we are given a system with several components each of which fails with some independent probability. The goal is to identify whether or not some component has failed. When the test costs are…
We analyze the expected cost of a greedy active learning algorithm. Our analysis extends previous work to a more general setting in which different queries have different costs. Moreover, queries may have more than two possible responses…
Non-active adaptive sampling is a way of building machine learning models from a training data base which are supposed to dynamically and automatically derive guaranteed sample size. In this context and regardless of the strategy used in…
We investigate modifications to Bayesian Optimization for a resource-constrained setting of sequential experimental design where changes to certain design variables of the search space incur a switching cost. This models the scenario where…
Active Test-Time Adaptation (ATTA) improves model robustness under domain shift by selectively querying human annotations at deployment, but existing methods use heuristic uncertainty measures and suffer from low data selection efficiency,…
Uncovering potential failure cases is a crucial step in the validation of safety critical systems such as autonomous vehicles. Failure search may be done through logging substantial vehicle miles in either simulation or real world testing.…
We consider the problem of multiple hypothesis testing with generic side information: for each hypothesis $H_i$ we observe both a p-value $p_i$ and some predictor $x_i$ encoding contextual information about the hypothesis. For large-scale…
We consider a multi-hypothesis testing problem involving a K-armed bandit. Each arm's signal follows a distribution from a vector exponential family. The actual parameters of the arms are unknown to the decision maker. The decision maker…
We consider the problem where an active Decision-Maker (DM) is tasked to identify the true hypothesis using as few as possible observations while maintaining accuracy. The DM collects observations according to its determined actions and…
We introduce adaptive learn-then-test (aLTT), an efficient hyperparameter selection procedure that provides finite-sample statistical guarantees on the population risk of AI models. Unlike the existing learn-then-test (LTT) technique, which…
We address the problem of searching for a change point in an anomalous process among a finite set of M processes. Specifically, we address a composite hypothesis model in which each process generates measurements following a common…
We relate models based on costs of switching beliefs (e.g. due to inattention) to hypothesis tests. Specifically, for an inference problem with a penalty for mistakes and for switching the inferred value, a band of inaction is optimal. We…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
Effective automation hinges on deciding when to act and when to escalate. We model this as a decision under uncertainty: an LLM forms a prediction, estimates its probability of being correct, and compares the expected costs of acting and…
In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs and fast mean reversion, an asymptotic expression for the…
We introduce a new framework for sample-efficient model evaluation that we call active testing. While approaches like active learning reduce the number of labels needed for model training, existing literature largely ignores the cost of…
The problem of multiple hypothesis testing with observation control is considered in both fixed sample size and sequential settings. In the fixed sample size setting, for binary hypothesis testing, the optimal exponent for the maximal error…
The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense…
Multi-agent active search requires autonomous agents to choose sensing actions that efficiently locate targets. In a realistic setting, agents also must consider the costs that their decisions incur. Previously proposed active search…