Related papers: Uncertainty quantification and exploration-exploit…

Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…

Domain experts often possess valuable physical insights that are overlooked in fully automated decision-making processes such as Bayesian optimisation. In this article we apply high-throughput (batch) Bayesian optimisation alongside…

How to incentivize self-interested agents to explore when they prefer to exploit? Consider a population of self-interested agents that make decisions under uncertainty. They "explore" to acquire new information and "exploit" this…

Traditional learning approaches for classification implicitly assume that each mistake has the same cost. In many real-world problems though, the utility of a decision depends on the underlying context $x$ and decision $y$. However,…

In this PhD thesis, we propose a novel framework for uncertainty quantification in machine learning, which is based on proper scores. Uncertainty quantification is an important cornerstone for trustworthy and reliable machine learning…

Methods for learning optimal policies use causal machine learning models to create human-interpretable rules for making choices around the allocation of different policy interventions. However, in realistic policy-making contexts,…

Designing efficient exploration is central to Reinforcement Learning due to the fundamental problem posed by the exploration-exploitation dilemma. Bayesian exploration strategies like Thompson Sampling resolve this trade-off in a principled…

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Biases in existing datasets used to train algorithmic decision rules can raise ethical and economic concerns due to the resulting disparate treatment of different groups. We propose an algorithm for sequentially debiasing such datasets…

Model-based curiosity combines active learning approaches to optimal sampling with the information gain based incentives for exploration presented in the curiosity literature. Existing model-based curiosity methods look to approximate…

We are living in an uncertain and dynamically changing world, where optimal decision-making under uncertainty is directly linked to the survival of species. However, evolutionary selection pressures that shape value-based decision-making…

As multi-task models gain popularity in a wider range of machine learning applications, it is becoming increasingly important for practitioners to understand the fairness implications associated with those models. Most existing fairness…

Automated experimentation has the potential to revolutionize scientific discovery, but its effectiveness depends on well-defined optimization targets, which are often uncertain or probabilistic in real-world settings. In this work, we…

There has been a surge of recent interest in automatically learning policies to target treatment decisions based on rich individual covariates. In addition, practitioners want confidence that the learned policy has better performance than…

Optimizing NLP models for fairness poses many challenges. Lack of differentiable fairness measures prevents gradient-based loss training or requires surrogate losses that diverge from the true metric of interest. In addition, competing…

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Uncertainty relations in quantum mechanics express bounds on our ability to simultaneously obtain knowledge about expectation values of non-commuting observables of a quantum system. They quantify trade-offs in accuracy between…

The exploration--exploitation trade-off in reinforcement learning (RL) is a well-known and much-studied problem that balances greedy action selection with novel experience, and the study of exploration methods is usually only considered in…

This work provides a rigorous framework for studying continuous time control problems in uncertain environments. The framework considered models uncertainty in state dynamics as a measure on the space of functions. This measure is…

When searching for policies, reward-sparse environments often lack sufficient information about which behaviors to improve upon or avoid. In such environments, the policy search process is bound to blindly search for reward-yielding…