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Related papers: Optimal Information Acquisition Under Intervention

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We consider the problem of optimal dynamic information acquisition from many correlated information sources. Each period, the decision-maker jointly takes an action and allocates a fixed number of observations across the available sources.…

Computer Science and Game Theory · Computer Science 2018-05-15 Annie Liang , Xiaosheng Mu , Vasilis Syrgkanis

We propose an estimator and confidence interval for computing the value of a policy from off-policy data in the contextual bandit setting. To this end we apply empirical likelihood techniques to formulate our estimator and confidence…

Machine Learning · Computer Science 2020-10-20 Nikos Karampatziakis , John Langford , Paul Mineiro

We address the problem where a mobile search agent seeks to find an unknown number of stationary objects distributed in a bounded search domain, and the search mission is subject to time/distance constraint. Our work accounts for false…

Robotics · Computer Science 2018-06-26 Harun Yetkin , Collin Lutz , Daniel Stilwell

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

We study the incentivized information acquisition problem, where a principal hires an agent to gather information on her behalf. Such a problem is modeled as a Stackelberg game between the principal and the agent, where the principal…

Machine Learning · Computer Science 2023-08-08 Siyu Chen , Jibang Wu , Yifan Wu , Zhuoran Yang

In this paper, we study belief elicitation about an uncertain future event, where the reports will affect a principal's decision. We study two problems that can arise in this setting: (1) Agents may have an interest in the outcome of the…

Computer Science and Game Theory · Computer Science 2023-03-01 Manuel Wuthrich , Mark York , David C. Parkes

Predicting future outcomes is a prevalent application of machine learning in social impact domains. Examples range from predicting student success in education to predicting disease risk in healthcare. Practitioners recognize that the…

Machine Learning · Computer Science 2023-09-11 Lydia T. Liu , Solon Barocas , Jon Kleinberg , Karen Levy

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell

Applications of machine learning inform human decision makers in a broad range of tasks. The resulting problem is usually formulated in terms of a single decision maker. We argue that it should rather be described as a two-player learning…

Machine Learning · Computer Science 2022-05-04 Sebastian Bordt , Ulrike von Luxburg

Data buyers compete in a game of incomplete information about which a single data seller owns some payoff-relevant information. The seller faces a joint information- and mechanism-design problem: deciding which information to sell, while…

Computer Science and Game Theory · Computer Science 2024-11-18 Alessandro Bonatti , Munther Dahleh , Thibaut Horel , Amir Nouripour

We study a sender-receiver model in which the receiver can commit to a decision rule before the sender determines the information policy. The decision rule can depend on the information structure chosen by the sender and the realized…

Theoretical Economics · Economics 2025-12-19 Dirk Bergemann , Tan Gan , Yingkai Li

Algorithmic predictions are increasingly informing societal resource allocations by identifying individuals for targeting. Policymakers often build these systems with the assumption that by gathering more observations on individuals, they…

Machine Learning · Computer Science 2025-03-04 Ali Shirali , Ariel Procaccia , Rediet Abebe

We propose a general framework for sequential and dynamic acquisition of useful information in order to solve a particular task. While our goal could in principle be tackled by general reinforcement learning, our particular setting is…

Machine Learning · Statistics 2016-02-09 He He , Paul Mineiro , Nikos Karampatziakis

We consider a monopoly information holder selling information to a budget-constrained decision maker, who may benefit from the seller's information. The decision maker has a utility function that depends on his action and an uncertain state…

Computer Science and Game Theory · Computer Science 2020-02-18 Yiling Chen , Haifeng Xu , Shuran Zheng

This paper focuses on describing the impact of policy actions on individuals' opinions in the presence of social and external influences toward proposing preliminary nudging strategies to achieve a cost-effectiveness trade-off. To this end,…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Valentina Breschi , Chiara Ravazzi , Paolo Frasca , Fabrizio Dabbene , Mara Tanelli

In the adaptive information gathering problem, a policy is required to select an informative sensing location using the history of measurements acquired thus far. While there is an extensive amount of prior work investigating effective…

Robotics · Computer Science 2017-05-23 Sanjiban Choudhury , Ashish Kapoor , Gireeja Ranade , Sebastian Scherer , Debadeepta Dey

Appropriate decisions depend on information gathered beforehand, yet such information is often obtained through intermediaries with biased preferences. Motivated by settings such as testing and recertification in organ transplantation, we…

Theoretical Economics · Economics 2026-02-17 Andres Espitia , Edwin Muñoz-Rodríguez

We consider the problem of purchasing data for machine learning or statistical estimation. The data analyst has a budget to purchase datasets from multiple data providers. She does not have any test data that can be used to evaluate the…

Computer Science and Game Theory · Computer Science 2020-10-30 Yiling Chen , Yiheng Shen , Shuran Zheng

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti