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The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and…

Machine Learning · Statistics 2022-04-26 Ba-Hien Tran , Simone Rossi , Dimitrios Milios , Maurizio Filippone

Meta-learning methods perform well on new within-distribution tasks but often fail when adapting to out-of-distribution target tasks, where transfer from source tasks can induce negative transfer. We propose a causally-aware Bayesian…

Machine Learning · Computer Science 2026-02-24 Lotta Mäkinen , Jorge Loría , Samuel Kaski

Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…

Machine Learning · Statistics 2018-08-10 Iñigo Urteaga , Chris H. Wiggins

Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…

Machine Learning · Computer Science 2025-01-15 Kelly W. Zhang , Thomas Baldwin-McDonald , Kamil Ciosek , Lucas Maystre , Daniel Russo

Learning personalized cancer treatment with machine learning holds great promise to improve cancer patients' chance of survival. Despite recent advances in machine learning and precision oncology, this approach remains challenging as…

Machine Learning · Computer Science 2022-07-12 Mingyu Lu , Yifang Chen , Su-In Lee

Online model selection in Bayesian bandits raises a fundamental exploration challenge: When an environment instance is sampled from a prior distribution, how can we design an adaptive strategy that explores multiple bandit learners and…

Machine Learning · Computer Science 2026-02-23 Aida Afshar , Yuke Zhang , Aldo Pacchiano

Dealing with uncertainty is essential for efficient reinforcement learning. There is a growing literature on uncertainty estimation for deep learning from fixed datasets, but many of the most popular approaches are poorly-suited to…

Machine Learning · Statistics 2018-11-16 Ian Osband , John Aslanides , Albin Cassirer

One goal in Bayesian machine learning is to encode prior knowledge into prior distributions, to model data efficiently. We consider prior knowledge from systems of linear partial differential equations together with their boundary…

Machine Learning · Computer Science 2021-02-16 Markus Lange-Hegermann

Transferring knowledge across tasks to improve data-efficiency is one of the open key challenges in the field of global black-box optimization. Readily available algorithms are typically designed to be universal optimizers and, therefore,…

We study the multi-armed bandit problem with arms which are Markov chains with rewards. In the finite-horizon setting, the celebrated Gittins indices do not apply, and the exact solution is intractable. We provide approximation algorithms…

Data Structures and Algorithms · Computer Science 2016-09-14 Will Ma

Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Elena Arcari , Andrea Carron , Melanie N. Zeilinger

Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…

Machine Learning · Computer Science 2020-01-09 Daniel Russo , Benjamin Van Roy

One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…

Machine Learning · Statistics 2026-02-10 Tommy Rochussen , Vincent Fortuin

When data are scarce meta-learning can improve a learner's accuracy by harnessing previous experience from related learning tasks. However, existing methods have unreliable uncertainty estimates which are often overconfident. Addressing…

Machine Learning · Computer Science 2022-01-12 Jonas Rothfuss , Dominique Heyn , Jinfan Chen , Andreas Krause

We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…

Machine Learning · Computer Science 2025-10-10 Gerardo Duran-Martin , Leandro Sánchez-Betancourt , Álvaro Cartea , Kevin Murphy

Prompt learning is a popular fine-tuning method for vision-language models due to its efficiency. It requires a small number of additional learnable parameters while significantly enhancing performance on target tasks. However, most…

Artificial Intelligence · Computer Science 2025-04-22 Mingyu Kim , Jongwoo Ko , Mijung Park

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Bandit structured prediction describes a stochastic optimization framework where learning is performed from partial feedback. This feedback is received in the form of a task loss evaluation to a predicted output structure, without having…

Machine Learning · Statistics 2018-12-14 Julia Kreutzer , Artem Sokolov , Stefan Riezler

Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by…

Machine Learning · Computer Science 2020-08-04 Dalin Guo , Sofia Ira Ktena , Ferenc Huszar , Pranay Kumar Myana , Wenzhe Shi , Alykhan Tejani

We consider Bayesian optimization in settings where observations can be adversarially biased, for example by an uncontrolled hidden confounder. Our first contribution is a reduction of the confounded setting to the dueling bandit model.…

Machine Learning · Statistics 2021-06-10 Johannes Kirschner , Andreas Krause