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We study a Bayesian binary sequential hypothesis testing problem with multiple large language models (LLMs). Each LLM $j$ has per-query cost $c_j>0$, random waiting time with mean $\mu_j>0$ and sub-Gaussian tails, and \emph{asymmetric}…

Data Structures and Algorithms · Computer Science 2026-04-03 Guokai Li , Alys Liang , Mo Liu , Murray Lei , Stefanus Jasin , Fenghua Yang , Preet Baxi

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

Inherent risk scoring is an important function in anti-money laundering, used for determining the riskiness of an individual during onboarding $\textit{before}$ fraudulent transactions occur. It is, however, often fraught with two…

Machine Learning · Computer Science 2018-12-02 W. Ronny Huang , Miguel A. Perez

Aligning large language models (LLMs) depends on high-quality datasets of human preference labels, which are costly to collect. Although active learning has been studied to improve sample efficiency relative to passive collection, many…

Machine Learning · Computer Science 2026-02-03 Yao Zhao , Kwang-Sung Jun

Motivated by applications where impatience is pervasive and evaluation times are uncertain, we study a selection model where options may expire at an unknown point in time and evaluation times are stochastic. Initially, the decision-maker…

Optimization and Control · Mathematics 2026-02-05 Yihua Xu , Rohan Ghuge , Sebastian Perez-Salazar

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…

Machine Learning · Statistics 2019-06-04 Nathan Kallus

This paper studies algorithmic decision-making in the presence of strategic individual behaviors, where an ML model is used to make decisions about human agents and the latter can adapt their behavior strategically to improve their future…

Artificial Intelligence · Computer Science 2025-08-22 Tian Xie , Xueru Zhang

Rank aggregation aims to combine the preference rankings of a number of alternatives from different voters into a single consensus ranking. As a useful model for a variety of practical applications, however, it is a computationally…

Neural and Evolutionary Computing · Computer Science 2022-01-12 Yangming Zhou , Jin-Kao Hao , Zhen Li , Fred Glover

We consider the problem of strategic classification, where a learner must build a model to classify agents based on features that have been strategically modified. Previous work in this area has concentrated on the case when the learner is…

Machine Learning · Computer Science 2025-05-19 Jack Geary , Henry Gouk

We consider assortment optimization over a continuous spectrum of products represented by the unit interval, where the seller's problem consists of determining the optimal subset of products to offer to potential customers. To describe the…

Machine Learning · Statistics 2021-04-15 Yannik Peeters , Arnoud V. den Boer , Michel Mandjes

The label ranking problem is a supervised learning scenario in which the learner predicts a total order of the class labels for a given input instance. Recently, research has increasingly focused on the partial label ranking problem, a…

Machine Learning · Computer Science 2025-10-24 Jiayi Wang , Juan C. Alfaro , Viktor Bengs

We study the sample complexity of learning an $\epsilon$-optimal policy in the Stochastic Shortest Path (SSP) problem. We first derive sample complexity bounds when the learner has access to a generative model. We show that there exists a…

Machine Learning · Computer Science 2022-10-12 Liyu Chen , Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Machine Learning · Computer Science 2013-08-19 Andrew Cotter

In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

Optimization and Control · Mathematics 2015-01-30 Cem Tekin , Mingyan Liu

Machine learning systems have been widely used to make decisions about individuals who may behave strategically to receive favorable outcomes, e.g., they may genuinely improve the true labels or manipulate observable features directly to…

Artificial Intelligence · Computer Science 2024-10-30 Tian Xie , Zhiqun Zuo , Mohammad Mahdi Khalili , Xueru Zhang

We initiate the study of fairness in reinforcement learning, where the actions of a learning algorithm may affect its environment and future rewards. Our fairness constraint requires that an algorithm never prefers one action over another…

Machine Learning · Computer Science 2017-08-08 Shahin Jabbari , Matthew Joseph , Michael Kearns , Jamie Morgenstern , Aaron Roth

To design rewards that align with human goals, Reinforcement Learning from Human Feedback (RLHF) has emerged as a prominent technique for learning reward functions from human preferences and optimizing policies via reinforcement learning…

Machine Learning · Computer Science 2025-05-14 Taehyun Cho , Seokhun Ju , Seungyub Han , Dohyeong Kim , Kyungjae Lee , Jungwoo Lee

Learning from Preferential Feedback (LfPF) plays an essential role in training Large Language Models, as well as certain types of interactive learning agents. However, a substantial gap exists between the theory and application of LfPF…

Machine Learning · Computer Science 2024-03-29 Jonathan Colaço Carr , Prakash Panangaden , Doina Precup

The increasing reliance on human preference feedback to judge AI-generated pseudo labels has created a pressing need for principled, budget-conscious data acquisition strategies. We address the crucial question of how to optimally allocate…

Machine Learning · Statistics 2026-02-13 Zihan Dong , Xiaotian Hou , Ruijia Wu , Linjun Zhang

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu
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