Related papers: On Cost-Aware Sequential Hypothesis Testing with R…
We relate models based on costs of switching beliefs (e.g. due to inattention) to hypothesis tests. Specifically, for an inference problem with a penalty for mistakes and for switching the inferred value, a band of inaction is optimal. We…
We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…
The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…
This paper develops a model-free sequential test for conditional independence. The proposed test allows researchers to analyze an incoming i.i.d. data stream with any arbitrary dependency structure, and safely conclude whether a feature is…
In a Monte-Carlo test, the observed dataset is fixed, and several resampled or permuted versions of the dataset are generated in order to test a null hypothesis that the original dataset is exchangeable with the resampled/permuted ones.…
Majorly classical Active Learning (AL) approach usually uses statistical theory such as entropy and margin to measure instance utility, however it fails to capture the data distribution information contained in the unlabeled data. This can…
We show a methodology for the computation of the probability of deadline miss for a periodic real-time task scheduled by a resource reservation algorithm. We propose a modelling technique for the system that reduces the computation of such…
There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…
Machine learning systems deployed in the real world must operate under dynamic and often unpredictable distribution shifts. This challenges the validity of statistical safety assurances on the system's risk established beforehand. Common…
The traditional framework for feature selection treats all features as costing the same amount. However, in reality, a scientist often has considerable discretion regarding which variables to measure, and the decision involves a tradeoff…
We propose a novel planning technique for satisfying tasks specified in temporal logic in partially revealed environments. We define high-level actions derived from the environment and the given task itself, and estimate how each action…
Reasoning models have gained significant attention due to their strong performance, particularly when enhanced with retrieval augmentation. However, these models often incur high computational costs, as both retrieval and reasoning tokens…
Multistage sequential decision-making scenarios are commonly seen in the healthcare diagnosis process. In this paper, an active learning-based method is developed to actively collect only the necessary patient data in a sequential manner.…
We study the problem of deciding whether, and when an organization should replace a trained incumbent model with a challenger relying on newly available features. We develop a unified economic and statistical framework that links…
In predictive maintenance, model performance is usually assessed by means of precision, recall, and F1-score. However, employing the model with best performance, e.g. highest F1-score, does not necessarily result in minimum maintenance…
Data-driven sequential decision has found a wide range of applications in modern operations management, such as dynamic pricing, inventory control, and assortment optimization. Most existing research on data-driven sequential decision…
Active learning is a framework in which the learning machine can select the samples to be used for training. This technique is promising, particularly when the cost of data acquisition and labeling is high. In active learning, determining…
We study the excludable public project model where the decision is binary (build or not build). In a classic excludable and binary public project model, an agent either consumes the project in its whole or is completely excluded. We study a…
Off-policy deep reinforcement learning (RL) typically leverages replay buffers for reusing past experiences during learning. This can help improve sample efficiency when the collected data is informative and aligned with the learning…
Recent work has shown that temporally extended actions (options) can be learned fully end-to-end as opposed to being specified in advance. While the problem of "how" to learn options is increasingly well understood, the question of "what"…