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We study the learning problem of revealed preference in a stochastic setting: a learner observes the utility-maximizing actions of a set of agents whose utility follows some unknown distribution, and the learner aims to infer the…

Optimization and Control · Mathematics 2022-06-06 John R. Birge , Xiaocheng Li , Chunlin Sun

Mutually exclusive decisions have been studied for decades. Many well-known decision theories have been defined to help people either to make rational decisions or to interpret people's behaviors, such as expected utility theory, regret…

Economics · Quantitative Finance 2018-01-09 Pengyu Zhu

The random utility model (RUM, McFadden and Richter, 1990) has been the standard tool to describe the behavior of a population of decision makers. RUM assumes that decision makers behave as if they maximize a rational preference over a…

General Economics · Economics 2022-07-05 Victor H. Aguiar , Maria Jose Boccardi , Nail Kashaev , Jeongbin Kim

We consider active learning under incentive compatibility constraints. The main application of our results is to economic experiments, in which a learner seeks to infer the parameters of a subject's preferences: for example their attitudes…

Computer Science and Game Theory · Computer Science 2019-11-15 Federico Echenique , Siddharth Prasad

A model for decision making that generalizes Expected Utility Maximization is presented. This model, Expected Qualitative Utility Maximization, encompasses the Maximin criterion. It relaxes both the Independence and the Continuity…

Computer Science and Game Theory · Computer Science 2007-05-23 Daniel Lehmann

Human cooperation depends on how accurately we infer others' motives--how much they value fairness, generosity, or self-interest from the choices they make. We model that process in binary dictator games, which isolate moral trade-offs…

Neurons and Cognition · Quantitative Biology 2025-11-12 Gregory Stanley , Jun Zhang , Rick Lewis

The design of recommendations strategies in the adaptive learning system focuses on utilizing currently available information to provide individual-specific learning instructions for learners. As a critical motivate for human behaviors,…

Computers and Society · Computer Science 2019-10-29 Ruijian Han , Kani Chen , Chunxi Tan

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth

Snapshots of "best" (or "worst") experience are known to dominate human memory and may thus also have a significant effect on future behaviour. We consider here a model of repeated decision-making where, at every time step, an agent takes…

Statistical Mechanics · Physics 2022-02-18 Evangelos Mitsokapas , Rosemary J. Harris

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

Discrete choice models are fundamental tools in management science, economics, and marketing for understanding and predicting decision-making. Logit-based models are dominant in applied work, largely due to their convenient closed-form…

Methodology · Statistics 2026-04-06 Easton Huch , Michael Keane

Human feedback often arrives as preferences rather than calibrated numeric rewards, motivating reinforcement learning from preferential feedback, also referred to as reinforcement learning from human feedback (RLHF). We present a rigorous…

Machine Learning · Statistics 2026-05-26 Nikola Pavlovic , Sattar Vakili , Qing Zhao

We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during…

Machine Learning · Computer Science 2021-02-23 Hannes Eriksson , Christos Dimitrakakis

We explore the influence of framing on decision-making, where some products are framed (e.g., displayed, recommended, endorsed, or labeled). We introduce a novel choice function that captures observed variations in framed alternatives.…

Theoretical Economics · Economics 2025-02-04 Paul H. Y. Cheung , Yusufcan Masatlioglu

Recent alignment techniques, such as reinforcement learning from human feedback, have been widely adopted to align large language models with human preferences by learning and leveraging reward models. In practice, these models often…

Machine Learning · Computer Science 2025-10-29 Ignavier Ng , Patrick Blöbaum , Siddharth Bhandari , Kun Zhang , Shiva Kasiviswanathan

The utility of reinforcement learning is limited by the alignment of reward functions with the interests of human stakeholders. One promising method for alignment is to learn the reward function from human-generated preferences between…

Machine Learning · Computer Science 2023-09-08 W. Bradley Knox , Stephane Hatgis-Kessell , Serena Booth , Scott Niekum , Peter Stone , Alessandro Allievi

Approaches for estimating preferences from human annotated data typically involves inducing a distribution over a ranked list of choices such as the Plackett-Luce model. Indeed, modern AI alignment tools such as Reward Modelling and Direct…

Machine Learning · Statistics 2025-08-20 Chirag Nagpal

We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds…

Econometrics · Economics 2019-05-21 Yuichi Kitamura , Jörg Stoye

Preference-based Reinforcement Learning (PbRL) replaces reward values in traditional reinforcement learning by preferences to better elicit human opinion on the target objective, especially when numerical reward values are hard to design or…

Machine Learning · Computer Science 2020-10-27 Yichong Xu , Ruosong Wang , Lin F. Yang , Aarti Singh , Artur Dubrawski

This paper studies how violations of structural assumptions like expected utility and exponential discounting can be connected to basic rationality violations, even though these assumptions are typically regarded as independent building…

Theoretical Economics · Economics 2024-02-20 Xi Zhi Lim
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