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Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Machine Learning · Statistics 2022-03-01 Ian Osband , Zheng Wen , Seyed Mohammad Asghari , Vikranth Dwaracherla , Xiuyuan Lu , Benjamin Van Roy

Decomposing knowledge into interchangeable pieces promises a generalization advantage when there are changes in distribution. A learning agent interacting with its environment is likely to be faced with situations requiring novel…

Machine Learning · Computer Science 2021-05-20 Kanika Madan , Nan Rosemary Ke , Anirudh Goyal , Bernhard Schölkopf , Yoshua Bengio

Recent studies revealed complex convergence dynamics in gradient-based methods, which has been little understood so far. Changing the step size to balance between high convergence rate and small generalization error may not be sufficient:…

Machine Learning · Computer Science 2021-04-07 Ilona Kulikovskikh

The tendency of repeating past choices more often than expected from the history of outcomes has been repeatedly empirically observed in reinforcement learning experiments. It can be explained by at least two computational processes:…

Neural and Evolutionary Computing · Computer Science 2024-10-28 Isabelle Hoxha , Leo Sperber , Stefano Palminteri

Deterministic chaos permits a precise notion of a "perfect measurement" as one that, when obtained repeatedly, captures all of the information created by the system's evolution with minimal redundancy. Finding an optimal measurement is…

Machine Learning · Computer Science 2024-03-21 Kieran A. Murphy , Dani S. Bassett

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

The use of multiple Decision Models (DMs) enables to enhance the accuracy in decisions and at the same time allows users to evaluate the confidence in decision making. In this paper we explore the ability of multiple DMs to learn from a…

Artificial Intelligence · Computer Science 2008-05-27 Vitaly Schetinin , Dayou Li , Carsten Maple

Models of updating a set of priors either do not allow a decision maker to make inference about her priors (full bayesian updating or FB) or require an extreme degree of selection (maximum likelihood updating or ML). I characterize a…

Theoretical Economics · Economics 2023-03-21 Matthew Kovach

Ambiguity is an intrinsic feature of natural language. Managing ambiguity is a key part of human language understanding, allowing us to anticipate misunderstanding as communicators and revise our interpretations as listeners. As language…

Computation and Language · Computer Science 2023-10-23 Alisa Liu , Zhaofeng Wu , Julian Michael , Alane Suhr , Peter West , Alexander Koller , Swabha Swayamdipta , Noah A. Smith , Yejin Choi

Many of the observations we make are biased by our decisions. For instance, the demand of items is impacted by the prices set, and online checkout choices are influenced by the assortments presented. The challenge in decision-making under…

Machine Learning · Computer Science 2025-07-02 Rares Cristian , Pavithra Harsha , Georgia Perakis , Brian Quanz

We study the problem of online sequential decision-making given auxiliary demonstrations from experts who made their decisions based on unobserved contextual information. These demonstrations can be viewed as solving related but slightly…

Machine Learning · Computer Science 2025-06-17 Vahid Balazadeh , Keertana Chidambaram , Viet Nguyen , Rahul G. Krishnan , Vasilis Syrgkanis

In many real-world sequential decision making problems, the number of available actions (decisions) can vary over time. While problems like catastrophic forgetting, changing transition dynamics, changing rewards functions, etc. have been…

Machine Learning · Computer Science 2020-05-12 Yash Chandak , Georgios Theocharous , Chris Nota , Philip S. Thomas

In many real world problems, control decisions have to be made with limited information. The controller may have no a priori (or even posteriori) data on the nonlinear system, except from a limited number of points that are obtained over…

Optimization and Control · Mathematics 2011-05-12 Tansu Alpcan

Learning and decision-making in domains with naturally high noise-to-signal ratio, such as Finance or Healthcare, is often challenging, while the stakes are very high. In this paper, we study the problem of learning and acting under a…

Machine Learning · Computer Science 2023-09-26 Yikai Zhang , Songzhu Zheng , Mina Dalirrooyfard , Pengxiang Wu , Anderson Schneider , Anant Raj , Yuriy Nevmyvaka , Chao Chen

When does society eventually learn the truth, or take the correct action, via observational learning? In a general model of sequential learning over social networks, we identify a simple condition for learning dubbed excludability.…

Theoretical Economics · Economics 2024-04-05 Navin Kartik , SangMok Lee , Tianhao Liu , Daniel Rappoport

Animals rely on different decision strategies when faced with ambiguous or uncertain cues. Depending on the context, decisions may be biased towards events that were most frequently experienced in the past, or be more explorative. A…

Neurons and Cognition · Quantitative Biology 2023-05-10 Younes Bouhadjar , Dirk J. Wouters , Markus Diesmann , Tom Tetzlaff

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

This paper studies a multi-armed bandit problem where the decision-maker is loss averse, in particular she is risk averse in the domain of gains and risk loving in the domain of losses. The focus is on large horizons. Consequences of loss…

Probability · Mathematics 2022-05-19 Zengjing Chen , Larry G. Epstein , Guodong Zhang

Meta-learning aims to learn a model that can handle multiple tasks generated from an unknown but shared distribution. However, typical meta-learning algorithms have assumed the tasks to be similar such that a single meta-learner is…

Machine Learning · Computer Science 2023-12-08 Kyeongryeol Go , Seyoung Yun

Having been trained on massive pretraining data, large language models have shown excellent performance on many knowledge-intensive tasks. However, pretraining data tends to contain misleading and even conflicting information, and it is…

Computation and Language · Computer Science 2024-10-08 Jiahuan Li , Yiqing Cao , Shujian Huang , Jiajun Chen