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In this work we introduce a new framework for multi-objective Bayesian optimisation where the multi-objective functions can only be accessed via choice judgements, such as ``I pick options A,B,C among this set of five options A,B,C,D,E''.…

Machine Learning · Statistics 2021-10-18 Alessio Benavoli , Dario Azzimonti , Dario Piga

The popularity of Bayesian optimization methods for efficient exploration of parameter spaces has lead to a series of papers applying Gaussian processes as surrogates in the optimization of functions. However, most proposed approaches only…

Machine Learning · Statistics 2015-10-16 Javier González , Zhenwen Dai , Philipp Hennig , Neil D. Lawrence

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

We consider a decision maker who is unaware of objects to be sampled and thus cannot form beliefs about the occurrence of particular objects. Ex ante she can form beliefs about the occurrence of novelty and the frequencies of yet to be…

Theoretical Economics · Economics 2025-02-21 Burkhard C. Schipper

We consider the problem of estimating the transition dynamics $T^*$ from near-optimal expert trajectories in the context of offline model-based reinforcement learning. We develop a novel constraint-based method, Inverse Transition Learning,…

Machine Learning · Computer Science 2026-04-29 Leo Benac , Abhishek Sharma , Sonali Parbhoo , Finale Doshi-Velez

Global optimisation to optimise expensive-to-evaluate black-box functions without gradient information. Bayesian optimisation, one of the most well-known techniques, typically employs Gaussian processes as surrogate models, leveraging their…

Machine Learning · Computer Science 2026-03-30 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Machine Learning · Statistics 2025-05-06 Jiaqi Guo , Chon Wai Ho , Sumeetpal S. Singh

Optimal input settings vary across users due to differences in motor abilities and personal preferences, which are typically addressed by manual tuning or calibration. Although human-in-the-loop optimization has the potential to identify…

Human-Computer Interaction · Computer Science 2025-03-10 Yi-Chi Liao , Paul Streli , Zhipeng Li , Christoph Gebhardt , Christian Holz

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

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

Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari

Bayesian Optimization (BO) is a key methodology for accelerating molecular discovery by estimating the mapping from molecules to their properties while seeking the optimal candidate. Typically, BO iteratively updates a probabilistic…

Machine Learning · Computer Science 2025-12-17 Qi Chen , Fabio Ramos , Alán Aspuru-Guzik , Florian Shkurti

In this paper, we propose an active learning algorithm and models which can gradually learn individual's preference through pairwise comparisons. The active learning scheme aims at finding individual's most preferred choice with minimized…

Machine Learning · Statistics 2018-05-07 Jie Yang , Diego Klabjan

Typical models of learning assume incremental estimation of continuously-varying decision variables like expected rewards. However, this class of models fails to capture more idiosyncratic, discrete heuristics and strategies that people and…

Machine Learning · Computer Science 2024-02-27 Carlos G. Correa , Thomas L. Griffiths , Nathaniel D. Daw

In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…

Machine Learning · Computer Science 2022-10-04 Zijing Liu , Xiyao Qu , Xuejun Liu , Hongqiang Lyu

Sequential decision tasks with incomplete information are characterized by the exploration problem; namely the trade-off between further exploration for learning more about the environment and immediate exploitation of the accrued…

Artificial Intelligence · Computer Science 2013-02-21 Grigoris I. Karakoulas

Inferential decision-making algorithms typically assume that an underlying probabilistic model of decision alternatives and outcomes may be learned a priori or online. Furthermore, when applied to robots in real-world settings they often…

Robotics · Computer Science 2023-09-15 Yucheng Chen , Pingping Zhu , Anthony Alers , Tobias Egner , Marc A. Sommer , Silvia Ferrari

In this article, we propose a novel pessimism-based Bayesian learning method for optimal dynamic treatment regimes in the offline setting. When the coverage condition does not hold, which is common for offline data, the existing solutions…

Machine Learning · Statistics 2023-02-23 Yunzhe Zhou , Zhengling Qi , Chengchun Shi , Lexin Li