Related papers: Observational Learning with a Budget
We develop a principled approach to end-to-end learning in stochastic optimization. First, we show that the standard end-to-end learning algorithm admits a Bayesian interpretation and trains a posterior Bayes action map. Building on the…
We study the design of decision-making mechanism for resource allocations over a multi-agent system in a dynamic environment. Agents' privately observed preference over resources evolves over time and the population is dynamic due to the…
We study the design of information acquisition games-environments where a designer contracts their action on Sender's choice of experiment and the realized signals about some state-and identify which predictions can be made absent knowledge…
In nonstationary bandit learning problems, the decision-maker must continually gather information and adapt their action selection as the latent state of the environment evolves. In each time period, some latent optimal action maximizes…
Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…
We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…
We study pool-based active learning with abstention feedbacks where a labeler can abstain from labeling a queried example with some unknown abstention rate. This is an important problem with many useful applications. We take a Bayesian…
Sequential experimental design to discover interventions that achieve a desired outcome is a key problem in various domains including science, engineering and public policy. When the space of possible interventions is large, making an…
We consider the problem of how strategic users with asymmetric information can learn an underlying time varying state in a user-recommendation system. Users who observe private signals about the state, sequentially make a decision about…
We study principal-agent problems in which a principal commits to an outcome-dependent payment scheme (a.k.a. contract) so as to induce an agent to take a costly, unobservable action. We relax the assumption that the principal perfectly…
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
We study the impact of learning on the optimal policy and the time-to-decision in an infinite-horizon Bayesian sequential decision model with two irreversible alternatives, exit and expansion. In our model, a firm undertakes a small-scale…
In Bayesian persuasion, an informed sender, who observes a state, commits to a randomized signaling scheme that guides a self-interested receiver's actions. Classical models assume the receiver knows the commitment. We, instead, study the…
This paper studies algorithmic decision-making in the presence of strategic individual behaviors, where an ML model is used to make decisions about human agents and the latter can adapt their behavior strategically to improve their future…
Affordances are fundamental descriptors of relationships between actions, objects and effects. They provide the means whereby a robot can predict effects, recognize actions, select objects and plan its behavior according to desired goals.…
We study the problem of cooperative inference where a group of agents interact over a network and seek to estimate a joint parameter that best explains a set of observations. Agents do not know the network topology or the observations of…
Today's top advertisers typically manage hundreds of campaigns simultaneously and consistently launch new ones throughout the year. A crucial challenge for marketing managers is determining the optimal allocation of limited budgets across…
We study the problem of modeling a population of agents pursuing unknown goals subject to unknown computational constraints. In standard models of bounded rationality, sub-optimal decision-making is simulated by adding homoscedastic noise…
The budgeted information gathering problem - where a robot with a fixed fuel budget is required to maximize the amount of information gathered from the world - appears in practice across a wide range of applications in autonomous…
Learning how to learn efficiently is a fundamental challenge for biological agents and a growing concern for artificial ones. To learn effectively, an agent must regulate its learning speed, balancing the benefits of rapid improvement…