Related papers: Model-Free Approximate Bayesian Learning for Large…

In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…

Surprise-based learning allows agents to rapidly adapt to non-stationary stochastic environments characterized by sudden changes. We show that exact Bayesian inference in a hierarchical model gives rise to a surprise-modulated trade-off…

An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report…

We consider a simulation optimization problem for a context-dependent decision-making, which aims to determine the top-m designs for all contexts. Under a Bayesian framework, we formulate the optimal dynamic sampling decision as a…

We consider the problem of estimating the expected value of information (the knowledge gradient) for Bayesian learning problems where the belief model is nonlinear in the parameters. Our goal is to maximize some metric, while simultaneously…

In most real-world large-scale online applications (e.g., e-commerce or finance), customer acquisition is usually a multi-step conversion process of audiences. For example, an impression->click->purchase process is usually performed of…

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…

Leveraging human preferences for steering the behavior of Large Language Models (LLMs) has demonstrated notable success in recent years. Nonetheless, data selection and labeling are still a bottleneck for these systems, particularly at…

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

This paper investigates a new class of modifier-adaptation schemes to overcome plant-model mismatch in real-time optimization of uncertain processes. The main contribution lies in the integration of concepts from the areas of Bayesian…

We address Bayesian persuasion between a sender and a receiver with state-dependent quadratic cost measures for general classes of distributions. The receiver seeks to make mean-square-error estimate of a state based on a signal sent by the…

We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…

Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…

We introduce a sampling-based learning method for solving optimal control problems involving task satisfaction constraints for systems with partially known dynamics. The control problems are defined by a cost to be minimized and a task to…

Many payment platforms hold large-scale marketing campaigns, which allocate incentives to encourage users to pay through their applications. To maximize the return on investment, incentive allocations are commonly solved in a two-stage…

For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Our goal is to deploy a high-accuracy system starting with zero training examples. We consider an "on-the-job" setting, where as inputs arrive, we use real-time crowdsourcing to resolve uncertainty where needed and output our prediction…