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A network of agents attempt to learn some unknown state of the world drawn by nature from a finite set. Agents observe private signals conditioned on the true state, and form beliefs about the unknown state accordingly. Each agent may face…

Machine Learning · Computer Science 2015-03-13 Shahin Shahrampour , Mohammad Amin Rahimian , Ali Jadbabaie

We study how a decision-maker can acquire more information from an agent by reducing her own ability to observe what the agent transmits. In a large class of binary-action games, opacity design is just as good as full commitment to actions…

Theoretical Economics · Economics 2024-02-07 Mark Whitmeyer

We study the problem of allocating $T$ sequentially arriving items among $n$ homogeneous agents under the constraint that each agent must receive a pre-specified fraction of all items, with the objective of maximizing the agents' total…

Computer Science and Game Theory · Computer Science 2022-09-27 Steven Yin , Shipra Agrawal , Assaf Zeevi

The optimal instant of observation of astrophysical phenomena for objects that vary on human time-sales is an important problem, as it bears on the cost-effective use of usually scarce observational facilities. In this paper we address this…

Solar and Stellar Astrophysics · Physics 2023-02-15 Miguel Videla , Rene A. Mendez , Jorge F. Silva , Marcos E. Orchard

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

Social learning refers to the process by which networked strategic agents learn an unknown state of the world by observing private state-related signals as well as other agents' actions. In their classic work, Bikhchandani, Hirshleifer and…

Computer Science and Game Theory · Computer Science 2023-05-12 Xupeng Wei , Achilleas Anastasopoulos

Frequently, acquiring training data has an associated cost. We consider the situation where the learner may purchase data during training, subject TO a budget. IN particular, we examine the CASE WHERE each feature label has an associated…

Machine Learning · Computer Science 2012-12-12 Daniel J. Lizotte , Omid Madani , Russell Greiner

We consider an infinite collection of agents who make decisions, sequentially, about an unknown underlying binary state of the world. Each agent, prior to making a decision, receives an independent private signal whose distribution depends…

Computer Science and Game Theory · Computer Science 2012-09-07 Kimon Drakopoulos , Asuman Ozdaglar , John Tsitsiklis

Structure learning of Bayesian networks is an important problem that arises in numerous machine learning applications. In this work, we present a novel approach for learning the structure of Bayesian networks using the solution of an…

Machine Learning · Computer Science 2012-11-22 Tuhin Sahai , Stefan Klus , Michael Dellnitz

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

In the domain of Active Learning (AL), a learner actively selects which unlabeled examples to seek labels from an oracle, while operating within predefined budget constraints. Importantly, it has been recently shown that distinct query…

Machine Learning · Computer Science 2023-12-29 Guy Hacohen , Daphna Weinshall

A long-lived Bayesian agent observes costly signals of a time-varying state. He chooses the signals' precisions sequentially, balancing their costs and marginal informativeness. I compare the optimal myopic and forward-looking precisions…

Theoretical Economics · Economics 2026-01-29 Benjamin Davies

We show that it can be suboptimal for Bayesian decision-making agents employing social learning to use correct prior probabilities as their initial beliefs. We consider sequential Bayesian binary hypothesis testing where each individual…

Information Theory · Computer Science 2026-03-12 Joong Bum Rhim , Vivek K Goyal

In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions were known, one could design an optimal sampling strategy by…

Machine Learning · Computer Science 2015-07-17 Alexandra Carpentier , Alessandro Lazaric , Mohammad Ghavamzadeh , Rémi Munos , Peter Auer , András Antos

The study of repeated interactions between a learner and a utility-maximizing optimizer has yielded deep insights into the manipulability of learning algorithms. However, existing literature primarily focuses on independent, unlinked…

Computer Science and Game Theory · Computer Science 2026-04-10 Giannis Fikioris , Balasubramanian Sivan , Éva Tardos

In strategic classification, agents modify their features, at a cost, to ideally obtain a positive classification from the learner's classifier. The typical response of the learner is to carefully modify their classifier to be robust to…

Machine Learning · Computer Science 2024-02-15 Lee Cohen , Saeed Sharifi-Malvajerdi , Kevin Stangl , Ali Vakilian , Juba Ziani

We consider long-lived agents who interact repeatedly in a social network. In each period, each agent learns about an unknown state by observing a private signal and her neighbors' actions from the previous period before choosing her own…

Theoretical Economics · Economics 2025-08-19 Florian Brandl

The ranking and selection problem is a popular framework in the simulation literature for studying optimal information collection. We study a version of this problem in which the simulation output for each design is normally distributed…

Optimization and Control · Mathematics 2025-09-03 Jianzhong Du , Ilya O. Ryzhov , Siyang Gao

In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be naturally modelled by the concept of an {\em objective}…

Machine Learning · Computer Science 2019-11-15 Jonathan Baxter

A researcher observes a finite sequence of choices made by multiple agents in a binary-state environment. Agents maximize expected utilities that depend on their chosen alternative and the unknown underlying state. Agents learn about the…

Theoretical Economics · Economics 2021-05-11 Rahul Deb , Ludovic Renou
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