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We consider a model for decision making based on an adaptive, k-period, learning process where the priors are selected according to Von Neumann-Morgenstern expected utility principle. A preference relation between two prospects is…

Theoretical Economics · Economics 2019-02-18 Misha Perepelitsa

Providing users with alternatives to choose from is an essential component in many online platforms, making the accurate prediction of choice vital to their success. A renewed interest in learning choice models has led to significant…

Machine Learning · Computer Science 2020-01-22 Nir Rosenfeld , Kojin Oshiba , Yaron Singer

In Model Predictive Control (MPC), the objective function plays a central role in determining the closed-loop behavior of the system, and must therefore be designed to achieve the desired closed-loop performance. However, in real-world…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Pablo Krupa , Hasna El Hasnaouy , Mario Zanon , Alberto Bemporad

This paper is concerned with sample size determination methodology for prediction models. We propose combining the individual calculations via a learning-type curve. We suggest two distinct ways of doing so, a deterministic skeleton of a…

Methodology · Statistics 2024-05-24 Alimu Dayimu , Nikola Simidjievski , Nikolaos Demiris , Jean Abraham

We propose a model predictive control approach for autonomous vehicles that exploits learned Gaussian processes for predicting human driving behavior. The proposed approach employs the uncertainty about the GP's prediction to achieve…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Johanna Bethge , Maik Pfefferkorn , Alexander Rose , Jan Peters , Rolf Findeisen

This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process within parametric families, the user obtains a family of…

Methodology · Statistics 2023-08-09 Sébastien Petit , Julien Bect , Paul Feliot , Emmanuel Vazquez

This paper introduces a novel stochastic control framework to enhance the capabilities of automated investment managers, or robo-advisors, by accurately inferring clients' investment preferences from past activities. Our approach leverages…

Optimization and Control · Mathematics 2024-06-05 Haoyang Cao , Zhengqi Wu , Renyuan Xu

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

Machine Learning · Computer Science 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models. The prior over functions is defined implicitly by the mean…

Machine Learning · Statistics 2015-07-16 Jarno Vanhatalo , Jaakko Riihimäki , Jouni Hartikainen , Pasi Jylänki , Ville Tolvanen , Aki Vehtari

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

Machine Learning · Statistics 2021-10-27 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

One of the key benefits of model predictive control is the capability of controlling a system proactively in the sense of taking the future system evolution into account. However, often external disturbances or references are not a priori…

Optimization and Control · Mathematics 2019-12-03 Janine Matschek , Tim Gonschorek , Magnus Hanses , Norbert Elkmann , Frank Ortmeier , Rolf Findeisen

Recent preference learning frameworks for large language models (LLMs) simplify human preferences with binary pairwise comparisons and scalar rewards. This simplification could make LLMs' responses biased to mostly preferred features, and…

Machine Learning · Computer Science 2025-06-16 Dongyoung Kim , Jinsung Yoon , Jinwoo Shin , Jaehyung Kim

Effective cooperation is pivotal in distributed learning for multi-agent systems, where the interplay between the quantity and quality of the machine learning models is crucial. This paper reveals the irrationality of indiscriminate…

Machine Learning · Computer Science 2026-01-22 Zewen Yang , Xiaobing Dai , Jiajun Cheng , Yulong Huang , Peng Shi

Expressive robotic behavior is essential for the widespread acceptance of robots in social environments. Recent advancements in learned legged locomotion controllers have enabled more dynamic and versatile robot behaviors. However,…

Robotics · Computer Science 2025-04-02 Jaden Clark , Joey Hejna , Dorsa Sadigh

We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of…

Machine Learning · Statistics 2019-06-03 Martin Jankowiak , Jacob Gardner

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to…

Machine Learning · Statistics 2020-03-04 Mark van der Wilk , Vincent Dutordoir , ST John , Artem Artemev , Vincent Adam , James Hensman

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

Preference learning is a widely adopted post-training technique that aligns large language models (LLMs) to human preferences and improves specific downstream task capabilities. In this work we systematically investigate how specific…

Computation and Language · Computer Science 2024-12-23 Joongwon Kim , Anirudh Goyal , Aston Zhang , Bo Xiong , Rui Hou , Melanie Kambadur , Dhruv Mahajan , Hannaneh Hajishirzi , Liang Tan

LLMs often fail to meet the specialized needs of distinct user groups due to their one-size-fits-all training paradigm \cite{lucy-etal-2024-one} and there is limited research on what personalization aspects each group expect. To address…

Computation and Language · Computer Science 2025-03-12 Ishani Mondal , Jack W. Stokes , Sujay Kumar Jauhar , Longqi Yang , Mengting Wan , Xiaofeng Xu , Xia Song , Jennifer Neville