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When an AI system interacts with multiple users, it frequently needs to make allocation decisions. For instance, a virtual agent decides whom to pay attention to in a group setting, or a factory robot selects a worker to deliver a part.…

Machine Learning · Computer Science 2019-12-18 Yifang Chen , Alex Cuellar , Haipeng Luo , Jignesh Modi , Heramb Nemlekar , Stefanos Nikolaidis

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…

Machine Learning · Computer Science 2021-04-07 Chenjun Xiao , Yifan Wu , Tor Lattimore , Bo Dai , Jincheng Mei , Lihong Li , Csaba Szepesvari , Dale Schuurmans

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

Machine Learning · Computer Science 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

Many robotic tasks, such as inverse kinematics, motion planning, and optimal control, can be formulated as optimization problems. Solving these problems involves addressing nonlinear kinematics, complex contact dynamics, long-horizon…

Robotics · Computer Science 2025-09-10 Teng Xue , Yan Zhang , Amirreza Razmjoo , Sylvain Calinon

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

This paper studies systematic exploration for reinforcement learning with rich observations and function approximation. We introduce a new model called contextual decision processes, that unifies and generalizes most prior settings. Our…

Machine Learning · Computer Science 2016-12-02 Nan Jiang , Akshay Krishnamurthy , Alekh Agarwal , John Langford , Robert E. Schapire

A practical approach to robot reinforcement learning is to first collect a large batch of real or simulated robot interaction data, using some data collection policy, and then learn from this data to perform various tasks, using offline…

Robotics · Computer Science 2021-06-02 Shadi Endrawis , Gal Leibovich , Guy Jacob , Gal Novik , Aviv Tamar

Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that…

Machine Learning · Statistics 2019-10-30 Huong Ha , Santu Rana , Sunil Gupta , Thanh Nguyen , Hung Tran-The , Svetha Venkatesh

Off-policy evaluation can leverage logged data to estimate the effectiveness of new policies in e-commerce, search engines, media streaming services, or automatic diagnostic tools in healthcare. However, the performance of baseline…

Machine Learning · Computer Science 2025-03-03 Daniel Guzman-Olivares , Philipp Schmidt , Jacek Golebiowski , Artur Bekasov

Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…

Applications · Statistics 2025-12-04 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

The most important factors which contribute to the efficiency of game-theoretical algorithms are time and game complexity. In this study, we have offered an elegant method to deal with high complexity of game theoretic multi-objective…

Computer Science and Game Theory · Computer Science 2015-03-13 Mahsa Badami , Ali Hamzeh , Sattar Hashemi

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because the variance on score-based gradient estimators scales…

Machine Learning · Computer Science 2021-11-24 Thomas Spooner , Nelson Vadori , Sumitra Ganesh

In binary polynomial optimization, the goal is to find a binary point maximizing a given polynomial function. In this paper, we propose a novel way of formulating this general optimization problem, which we call factorized binary polynomial…

Optimization and Control · Mathematics 2024-07-08 Alberto Del Pia

We aim to efficiently allocate a fixed simulation budget to identify the top-mc designs for each context among a finite number of contexts. The performance of each design under a context is measured by an identifiable statistical…

Methodology · Statistics 2023-07-03 Xinbo Shi , Yijie Peng , Gongbo Zhang

Many real-world scientific and industrial applications require the optimization of expensive black-box functions. Bayesian Optimization (BO) provides an effective framework for such problems. However, traditional BO methods are prone to get…

Artificial Intelligence · Computer Science 2025-09-29 Zhuo Yang , Daolang Wang , Lingli Ge , Beilun Wang , Tianfan Fu , Yuqiang Li

Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed…

Machine Learning · Computer Science 2019-07-08 Javier Garcia-Barcos , Ruben Martinez-Cantin

We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…

Machine Learning · Computer Science 2021-02-19 Elad Hazan , Karan Singh