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We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Neurons and Cognition · Quantitative Biology 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

Coupled human-environment systems are increasingly being understood as complex adaptive systems (CAS), in which micro-level interactions between components lead to emergent behavior. Agent-based models (ABMs) hold great promise for…

Applications · Statistics 2026-02-20 Dylan Munson , Arijit Dey , Simon Mak

We present an efficient and generalised procedure to accurately identify the best (or near best) performing algorithm for each sub-task in a multi-problem domain. Our approach treats this as a set of best arm identification problems for…

Machine Learning · Computer Science 2026-04-22 Matthew Stephenson , Alex Newcombe , Eric Piette , Dennis Soemers

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…

How to explore efficiently is a central problem in multi-armed bandits. In this paper, we introduce the metadata-based multi-task bandit problem, where the agent needs to solve a large number of related multi-armed bandit tasks and can…

Machine Learning · Computer Science 2021-08-17 Runzhe Wan , Lin Ge , Rui Song

We investigate the optimal control of large-scale autonomous systems under explicitly adversarial conditions, incorporating the probabilistic destruction of agents over time. In many such systems, adversarial interactions arise as different…

Optimization and Control · Mathematics 2026-02-27 Claire Walton , Isaac Kaminer , Qi Gong , Abram H. Clark , Theodoros Tsatsanifos

Generative AI agents in life sciences face a critical challenge: determining the optimal approach for diverse queries ranging from simple factoid questions to complex mechanistic reasoning. Traditional methods rely on fixed rules or…

Machine Learning · Computer Science 2025-12-04 Nihir Chadderwala

Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…

Artificial Intelligence · Computer Science 2024-08-21 Hong Xie , Jinyu Mo , Defu Lian , Jie Wang , Enhong Chen

Epidemiology simulations have become a fundamental tool in the fight against the epidemics of various infectious diseases like AIDS and malaria. However, the complicated and stochastic nature of these simulators can mean their output is…

In many public health settings, there is a perceived tension between allocating resources to known vulnerable areas and learning about the overall prevalence of the problem. Inspired by a door-to-door Covid-19 testing program we helped…

Machine Learning · Computer Science 2021-10-27 Ben Chugg , Daniel E. Ho

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

Tasks involving locally unstable or discontinuous dynamics (such as bifurcations and collisions) remain challenging in robotics, because small variations in the environment can have a significant impact on task outcomes. For such tasks,…

Robotics · Computer Science 2023-03-10 Alisa Allaire , Christopher G. Atkeson

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…

Applications · Statistics 2026-01-29 Hoiyi Ng , Guido Imbens

We introduce an agent-based model describing a susceptible-infectious-susceptible (SIS) system of humans and mosquitoes to predict malaria epidemiological scenarios in realistic biological conditions. Emphasis is given to the transition…

Populations and Evolution · Quantitative Biology 2019-03-12 João Sequeira , Jorge Louçã , António M. Mendes , Pedro G. Lind

Complex robot navigation and control problems can be framed as policy search problems. However, interactive learning in uncertain environments can be expensive, requiring the use of data-efficient methods. Bayesian optimization is an…

Machine Learning · Computer Science 2025-01-29 Javier Garcia-Barcos , Ruben Martinez-Cantin

Recent methodological research in causal inference has focused on effects of stochastic interventions, which assign treatment randomly, often according to subject-specific covariates. In this work, we demonstrate that the usual notion of…

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