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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

We can achieve significant gains in the value of computation by metareasoning about the nature or extent of base-level problem solving before executing a solution. However, resources that are irrevocably committed to metareasoning are not…

Artificial Intelligence · Computer Science 2021-10-20 Eric Horvitz , John Breese

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

Robotics · Computer Science 2020-02-11 Gilwoo Lee , Brian Hou , Sanjiban Choudhury , Siddhartha S. Srinivasa

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

In robotics, methods and softwares usually require optimizations of hyperparameters in order to be efficient for specific tasks, for instance industrial bin-picking from homogeneous heaps of different objects. We present a developmental…

Robotics · Computer Science 2020-07-31 Maxime Petit , Emmanuel Dellandrea , Liming Chen

Bayesian optimization methods allocate limited sampling budgets to maximize expensive-to-evaluate functions. One-step-lookahead policies are often used, but computing optimal multi-step-lookahead policies remains a challenge. We consider a…

Optimization and Control · Mathematics 2016-07-13 J. Massey Cashore , Lemuel Kumarga , Peter I. Frazier

We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…

Computation · Statistics 2019-03-28 Chi Feng , Youssef M. Marzouk

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

This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constraint, we aim to maximize the probability of correctly…

Optimization and Control · Mathematics 2019-04-25 Fei Gao , Zhongshun Shi , Siyang Gao , Hui Xiao

When dealing with datasets containing a billion instances or with simulations that require a supercomputer to execute, computational resources become part of the equation. We can improve the efficiency of learning and inference by…

Machine Learning · Computer Science 2014-03-06 Max Welling

Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…

Optimization and Control · Mathematics 2020-01-15 Wei Chen , Mark Fuge

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

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

The problem of constructing a dataset for MLIP development which gives the maximum quality in the minimum amount of compute time is complex, and can be approached in a number of ways. We introduce a ``Bayesian selection" approach for…

Materials Science · Physics 2025-06-23 Thomas Rocke , James Kermode

\textit{Reasoning} may be viewed as an algorithm $P$ that makes a choice of an action $a^* \in \mathcal{A}$, aiming to optimize some outcome. However, executing $P$ itself bears costs (time, energy, limited capacity, etc.) and needs to be…

Artificial Intelligence · Computer Science 2026-02-12 Prakhar Godara , Tilman Diego Alemán

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

This study investigates Bayesian ensemble learning for improving the quality of decision-making. We consider a decision-maker who selects an action from a set of candidates based on a policy trained using observations. In our setting, we…

Methodology · Statistics 2024-06-14 Masahiro Kato

Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…

Machine Learning · Statistics 2011-12-30 Neil Houlsby , Ferenc Huszár , Zoubin Ghahramani , Máté Lengyel

Bayesian optimization is a powerful tool for expensive stochastic black-box optimization problems such as simulation-based optimization or machine learning hyperparameter tuning. Many stochastic objective functions implicitly require a…

Machine Learning · Statistics 2019-10-22 Michael Pearce , Matthias Poloczek , Juergen Branke
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