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The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

We develop a novel framework of bounded rationality under cognitive frictions that studies learning over optimal behavior through both deliberative reasoning and accumulated experiences. Using both types of information, agents engage in…

Theoretical Economics · Economics 2024-03-28 Cosmin Ilut , Rosen Valchev

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

Selecting the optimal recommender via online exploration-exploitation is catching increasing attention where the traditional A/B testing can be slow and costly, and offline evaluations are prone to the bias of history data. Finding the…

Information Retrieval · Computer Science 2022-03-29 Da Xu , Chuanwei Ruan , Evren Korpeoglu , Sushant Kumar , Kannan Achan

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

Quantum Physics · Physics 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory

Sequential Bayesian experimental design typically assumes that the number of experiments is fixed before data collection begins. In practical campaigns, however, experimentation may need to terminate early because additional measurements…

Methodology · Statistics 2026-05-29 Chen Cheng , Xun Huan

Guided exploration with expert demonstrations improves data efficiency for reinforcement learning, but current algorithms often overuse expert information. We propose a novel algorithm to speed up Q-learning with the help of a limited…

Machine Learning · Computer Science 2022-10-06 Fengdi Che , Xiru Zhu , Doina Precup , David Meger , Gregory Dudek

The conventional approach to Bayesian decision-theoretic experiment design involves searching over possible experiments to select a design that maximizes the expected value of a specified utility function. The expectation is over the joint…

Methodology · Statistics 2023-04-18 Tommie A. Catanach , Niladri Das

Bayesian optimal experimental design is a principled framework for conducting experiments that leverages Bayesian inference to quantify how much information one can expect to gain from selecting a certain design. However, accurate Bayesian…

Machine Learning · Statistics 2025-11-12 Yasir Zubayr Barlas , Sabina J. Sloman , Samuel Kaski

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Bayesian optimal design is a well-established approach to planning experiments. A distribution for the responses, i.e. a statistical model, is assumed which is dependent on unknown parameters. A utility function is then specified giving…

Methodology · Statistics 2025-01-03 Antony M. Overstall , Jacinta Holloway-Brown , James M. McGree

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

When subjected to automated decision-making, decision subjects may strategically modify their observable features in ways they believe will maximize their chances of receiving a favorable decision. In many practical situations, the…

Computer Science and Game Theory · Computer Science 2022-10-10 Keegan Harris , Valerie Chen , Joon Sik Kim , Ameet Talwalkar , Hoda Heidari , Zhiwei Steven Wu

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

The hematopoietic system has a highly regulated and complex structure in which cells are organized to successfully create and maintain new blood cells. Feedback regulation is crucial to tightly control this system, but the specific…

This paper considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their…

Machine Learning · Computer Science 2018-06-11 Daniel Russo

A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…

Methodology · Statistics 2021-06-18 Arvind Krishna , V. Roshan Joseph , Shan Ba , William A. Brenneman , William R. Myers

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

Microplastics contamination is one of the most rapidly growing research topics. However, monitoring microplastics contamination in the environment presents both logistical and statistical challenges, particularly when constrained resources…