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We present and study a partial-information model of online learning, where a decision maker repeatedly chooses from a finite set of actions, and observes some subset of the associated losses. This naturally models several situations where…

Machine Learning · Computer Science 2014-10-01 Noga Alon , Nicolò Cesa-Bianchi , Claudio Gentile , Shie Mannor , Yishay Mansour , Ohad Shamir

The application of Bayesian networks (BNs) to cognitive assessment and intelligent tutoring systems poses new challenges for model construction. When cognitive task analyses suggest constructing a BN with several latent variables, empirical…

Artificial Intelligence · Computer Science 2013-01-18 David M. Williamson , Russell Almond , Robert Mislevy

The use of ML in cybersecurity has long been impaired by generalization issues: Models that work well in controlled scenarios fail to maintain performance in production. The root cause often lies in ML algorithms learning superficial…

Cryptography and Security · Computer Science 2026-03-23 Jianan Huang , Rodolfo V. Valentim , Luca Vassio , Matteo Boffa , Marco Mellia , Idilio Drago , Dario Rossi

We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…

Methodology · Statistics 2020-08-11 David T. Frazier , Christopher Drovandi , Ruben Loaiza-Maya

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

Machine Learning · Statistics 2024-11-05 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

Imitation learning (IL) is a general learning paradigm for tackling sequential decision-making problems. Interactive imitation learning, where learners can interactively query for expert demonstrations, has been shown to achieve provably…

Machine Learning · Computer Science 2022-09-27 Yichen Li , Chicheng Zhang

This study proposes the novel Bayesian and inverse Bayesian (BIB) inference framework that incorporates symmetry bias into the Bayesian updating process to perform both conventional and inverse Bayesian updates concurrently. Conventional…

We present online boosting algorithms for multiclass classification with bandit feedback, where the learner only receives feedback about the correctness of its prediction. We propose an unbiased estimate of the loss using a randomized…

Machine Learning · Statistics 2019-02-26 Daniel T. Zhang , Young Hun Jung , Ambuj Tewari

AI tools can be useful to address model deficits in the design of communication systems. However, conventional learning-based AI algorithms yield poorly calibrated decisions, unabling to quantify their outputs uncertainty. While Bayesian…

Signal Processing · Electrical Eng. & Systems 2024-05-02 Kfir M. Cohen , Sangwoo Park , Osvaldo Simeone , Shlomo Shamai

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

A key challenge in learning-based model predictive control (MPC) is to collect informative data online for model adaptation while ensuring safety and without penalising control performance. In this paper, we propose an online model…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Laura Boca de Giuli , Alessio La Bella , Manish Prajapat , Johannes Köhler , Anna Scampicchio , Riccardo Scattolini , Melanie Zeilinger

Bayesian synthetic likelihood is a widely used approach for conducting Bayesian analysis in complex models where evaluation of the likelihood is infeasible but simulation from the assumed model is tractable. We analyze the behaviour of the…

Statistics Theory · Mathematics 2026-04-17 David T. Frazier , Christopher Drovandi , David J. Nott

The purpose of research: Detection of cybersecurity incidents and analysis of decision support and assessment of the effectiveness of measures to counter information security threats based on modern generative models. The methods of…

Cryptography and Security · Computer Science 2025-04-21 Leonid Legashev , Arthur Zhigalov

Reinforcement Learning (RL) applications in real-world scenarios must prioritize safety and reliability, which impose strict constraints on agent behavior. Model-based RL leverages predictive world models for action planning and policy…

Artificial Intelligence · Computer Science 2025-06-06 Artem Latyshev , Gregory Gorbov , Aleksandr I. Panov

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

Bayesian bandits using Thompson Sampling have seen increasing success in recent years. Yet existing value models (of rewards) are misspecified on many real-world problem. We demonstrate this on the User Experience Optimization (UXO)…

Machine Learning · Computer Science 2020-10-09 Mack Sweeney , Matthew van Adelsberg , Kathryn Laskey , Carlotta Domeniconi

In many data-driven decision-making problems, performance guarantees often depend heavily on the correctness of model assumptions, which may frequently fail in practice. We address this issue in the context of a feature-based newsvendor…

Machine Learning · Computer Science 2024-12-18 Junyu Cao

Continual learning studies agents that learn from streams of tasks without forgetting previous ones while adapting to new ones. Two recent continual-learning scenarios have opened new avenues of research. In meta-continual learning, the…

Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…

Machine Learning · Computer Science 2026-03-05 Shen-Huan Lyu , Rong-Xi Tan , Ke Xue , Yi-Xiao He , Yu Huang , Qingfu Zhang , Chao Qian

Online Passive-Aggressive (PA) learning is an effective framework for performing max-margin online learning. But the deterministic formulation and estimated single large-margin model could limit its capability in discovering descriptive…

Machine Learning · Computer Science 2013-12-13 Tianlin Shi , Jun Zhu