Intensitivity To Non Optimal Design In Bayesian Decision Theory

Author : Mohammad Ehsan Abbasnejad
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (144 download)

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Download or read book Scalable Loss-calibrated Bayesian Decision Theory and Preference Learning written by Mohammad Ehsan Abbasnejad and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian decision theory provides a framework for optimal action selection under uncertainty given a utility function over actions and world states and a distribution over world states. The application of Bayesian decision theory in practice is often limited by two problems: (1) in application domains such as recommendation, the true utility function of a user is a priori unknown and must be learned from user interactions; and (2) computing expected utilities under complex state distributions and (potentially uncertain) utility functions is often computationally expensive and requires tractable approximations. In this thesis, we aim to address both of these problems. For (1), we take a Bayesian non-parametric approach to utility function modeling and learning. In our first contribution, we exploit community structure prevalent in collective user preferences using a Dirichlet Process mixture of Gaussian Processes (GPs). In our second contribution, we take the underlying GP preference model of the first contribution and show how to jointly address both (1) and (2) by sparsifying the GP model in order to preserve optimal decisions while ensuring tractable expected utility computations. In our third and final contribution, we directly address (2) in a Monte Carlo framework by deriving an optimal loss-calibrated importance sampling distribution and show how it can be extended to uncertain utility representations developed in the previous contributions. Our empirical evaluations in various applications including multiple preference learning problems using synthetic and real user data and robotics decision-making scenarios derived from actual occupancy grid maps demonstrate the effectiveness of the theoretical foundations laid in this thesis and pave the way for future advances that address important practical problems at the intersection of Bayesian decision theory and scalable machine learning.