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Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained during execution of one task has value for the execution of…

Machine Learning · Computer Science 2012-09-06 Christos Dimitrakakis

Subjective expected utility theory assumes that decision-makers possess unlimited computational resources to reason about their choices; however, virtually all decisions in everyday life are made under resource constraints - i.e.…

Machine Learning · Statistics 2016-10-07 Pedro A. Ortega , Alan A. Stocker

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

Quantum Physics · Physics 2026-03-27 Josep Lumbreras , Ruo Cheng Huang , Yanglin Hu , Marco Fanizza , Mile Gu

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

In agent control issues, the idea of combining reinforcement learning and planning has attracted much attention. Two methods focus on micro and macro action respectively. Their advantages would show together if there is a good cooperation…

Artificial Intelligence · Computer Science 2020-03-20 Xuerun Chen

In reinforcement learning the Q-values summarize the expected future rewards that the agent will attain. However, they cannot capture the epistemic uncertainty about those rewards. In this work we derive a new Bellman operator with…

Machine Learning · Computer Science 2022-12-07 Brendan O'Donoghue

Online learning via Bayes' theorem allows new data to be continuously integrated into an agent's current beliefs. However, a naive application of Bayesian methods in non stationary environments leads to slow adaptation and results in state…

Machine Learning · Computer Science 2022-02-09 Josue Nassar , Jennifer Brennan , Ben Evans , Kendall Lowrey

Learning to take actions based on observations is a core requirement for artificial agents to be able to be successful and robust at their task. Reinforcement Learning (RL) is a well-known technique for learning such policies. However,…

Machine Learning · Computer Science 2019-04-26 Ozan Çatal , Johannes Nauta , Tim Verbelen , Pieter Simoens , Bart Dhoedt

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. In this survey, we provide an in-depth review of the role of Bayesian methods…

Artificial Intelligence · Computer Science 2016-09-16 Mohammad Ghavamzadeh , Shie Mannor , Joelle Pineau , Aviv Tamar

Humans are highly effective at utilizing prior knowledge to adapt to novel tasks, a capability that standard machine learning models struggle to replicate due to their reliance on task-specific training. Meta-learning overcomes this…

Artificial Intelligence · Computer Science 2026-05-07 Björn Hoppmann , Christoph Scholz

Despite being optimized, the information processing of biological organisms exhibits significant variability in its complexity and capability. One potential source of this diversity is the limitation of resources required for information…

Biological Physics · Physics 2025-10-21 Takehiro Tottori , Tetsuya J. Kobayashi

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Complexity and limited ability have profound effect on how we learn and make decisions under uncertainty. Using the theory of finite automaton to model belief formation, this paper studies the characteristics of optimal learning behavior in…

Theoretical Economics · Economics 2023-03-31 Benson Tsz Kin Leung

We outline a way for an agent to learn the dispositions of a particular individual through inverse reinforcement learning where the state space at time t includes an fMRI scan of the individual, to represent his brain state at that time.…

Other Computer Science · Computer Science 2019-07-14 Tofara Moyo

Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…

Machine Learning · Computer Science 2024-04-09 Sourav Ganguly , Saprativa Bhattacharjee

The cooperation among AI systems, and between AI systems and humans is becoming increasingly important. In various real-world tasks, an agent needs to cooperate with unknown partner agent types. This requires the agent to assess the…

Machine Learning · Computer Science 2021-10-05 Antti Keurulainen , Isak Westerlund , Ariel Kwiatkowski , Samuel Kaski , Alexander Ilin

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

Biological brains are inherently limited in their capacity to process and store information, but are nevertheless capable of solving complex tasks with apparent ease. Intelligent behavior is related to these limitations, since resource…

Neurons and Cognition · Quantitative Biology 2020-11-16 Nisheet Patel , Luigi Acerbi , Alexandre Pouget
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