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We propose a new approach for solving a class of discrete decision making problems under uncertainty with positive cost. This issue concerns multiple and diverse fields such as engineering, economics, artificial intelligence, cognitive…

Artificial Intelligence · Computer Science 2014-01-03 Steve N'Guyen , Clément Moulin-Frier , Jacques Droulez

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

This work proposes a way to align statistical modeling with decision making. We provide a method that propagates the uncertainty in predictive modeling to the uncertainty in operational cost, where operational cost is the amount spent by…

Machine Learning · Statistics 2015-03-19 Theja Tulabandhula , Cynthia Rudin

Decision making under uncertainty is a key component of many AI settings, and in particular of voting scenarios where strategic agents are trying to reach a joint decision. The common approach to handle uncertainty is by maximizing expected…

Computer Science and Game Theory · Computer Science 2018-11-15 Omer Lev , Reshef Meir , Svetlana Obraztsova , Maria Polukarov

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…

Statistics Theory · Mathematics 2007-06-13 Peter D. Grunwald , A. Philip Dawid

Deviations from rational decision-making due to limited computational resources have been studied in the field of bounded rationality, originally proposed by Herbert Simon. There have been a number of different approaches to model bounded…

Artificial Intelligence · Computer Science 2015-11-06 Jordi Grau-Moya , Daniel A. Braun

Subjective expected utility theory assumes that decision-makers possess unlimited computational resources to reason about their choices; however, virtually all decisions in everyday life are made under resource constraints - i.e.…

Machine Learning · Statistics 2016-10-07 Pedro A. Ortega , Alan A. Stocker

A common meadow is an enrichment of a field with a partial division operation that is made total by assuming that division by zero takes the a default value, a special element $\bot$ adjoined to the field. To a common meadow of real numbers…

Information Theory · Computer Science 2025-02-12 Jan A Bergstra , John V Tucker

Given the constant rise in quantity and quality of data obtained from neural systems on many scales ranging from molecular to systems', information-theoretic analyses became increasingly necessary during the past few decades in the…

Information Theory · Computer Science 2013-10-08 Felix Effenberger

This paper uses decision-theoretic principles to obtain new insights into the assessment and updating of probabilities. First, a new foundation of Bayesianism is given. It does not require infinite atomless uncertainties as did Savage s…

Artificial Intelligence · Computer Science 2013-01-07 Peter P. Wakker

Optimization results are one method for understanding neural computation from Nature's perspective and for defining the physical limits on neuron-like engineering. Earlier work looks at individual properties or performance criteria and…

Neurons and Cognition · Quantitative Biology 2017-12-21 William B Levy , Toby Berger , Mustafa Sungkar

It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…

Applications · Statistics 2008-11-01 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

We introduce a probabilistic model of early visual processing, beginning with the interaction between a light wavefront and the retina. We argue that perception originates not with deterministic transduction, but with probabilistic…

Neurons and Cognition · Quantitative Biology 2025-07-31 Jayanth R Taranath , Salim M'Jahad

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with…

Machine Learning · Computer Science 2021-06-24 Eyke Hüllermeier , Willem Waegeman

A logic is defined that allows to express information about statistical probabilities and about degrees of belief in specific propositions. By interpreting the two types of probabilities in one common probability space, the semantics given…

Artificial Intelligence · Computer Science 2013-02-28 Manfred Jaeger

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

Existing decision-theoretic reasoning frameworks such as decision networks use simple data structures and processes. However, decisions are often made based on complex data structures, such as social networks and protein sequences, and rich…

Artificial Intelligence · Computer Science 2014-07-14 Brian E. Ruttenberg , Avi Pfeffer

We introduce an axiomatization for the notion of computation. Based on the idea of Brouwer choice sequences, we construct a model, denoted by $E$, which satisfies our axioms and $E \models \mathrm{ P \neq NP}$. In other words, regarding…

Computational Complexity · Computer Science 2020-01-22 Rasoul Ramezanian

Taking uncertainty into account is crucial when making strategic decisions. To guard against the risk of adverse scenarios, traditional optimisation techniques incorporate uncertainty on the basis of prior knowledge on its distribution. In…

Optimization and Control · Mathematics 2022-12-06 Julien Vaes , Vassilis M. Charitopoulos
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