Ordered Preference Elicitation Strategies for Supporting Multi-Objective Decision Making

In multi-objective decision planning and learning, much attention is paid to producing optimal solution sets that contain an optimal policy for every possible user preference profile. We argue that the step that follows, i.e, determining which policy to execute by maximising the user's intrinsic utility function over this (possibly infinite) set, is under-studied. This paper aims to fill this gap. We build on previous work on Gaussian processes and pairwise comparisons for preference modelling, extend it to the multi-objective decision support scenario, and propose new ordered preference elicitation strategies based on ranking and clustering. Our main contribution is an in-depth evaluation of these strategies using computer and human-based experiments. We show that our proposed elicitation strategies outperform the currently used pairwise methods, and found that users prefer ranking most. Our experiments further show that utilising monotonicity information in GPs by using a linear prior mean at the start and virtual comparisons to the nadir and ideal points, increases performance. We demonstrate our decision support framework in a real-world study on traffic regulation, conducted with the city of Amsterdam.Comment: AAMAS 2018, Source code at https://github.com/lmzintgraf/gp_pref_elici

Generalized Random Utility Models with Multiple Types

We propose a model for demand estimation in multi-agent, differentiated product settings and present an estimation algorithm that uses reversible jump MCMC techniques to classify agents' types. Our model extends the popular setup in Berry, Levinsohn and Pakes (1995) to allow for the data-driven classification of agents' types using agent-level data. We focus on applications involving data on agents' ranking over alternatives, and present theoretical conditions that establish the identifiability of the model and uni-modality of the likelihood/posterior. Results on both real and simulated data provide support for the scalability of our approach.EconomicsEngineering and Applied SciencesMathematic

Learning in the Wild with Incremental Skeptical Gaussian Processes

The ability to learn from human supervision is fundamental for personal assistants and other interactive applications of AI. Two central challenges for deploying interactive learners in the wild are the unreliable nature of the supervision and the varying complexity of the prediction task. We address a simple but representative setting, incremental classification in the wild, where the supervision is noisy and the number of classes grows over time. In order to tackle this task, we propose a redesign of skeptical learning centered around Gaussian Processes (GPs). Skeptical learning is a recent interactive strategy in which, if the machine is sufficiently confident that an example is mislabeled, it asks the annotator to reconsider her feedback. In many cases, this is often enough to obtain clean supervision. Our redesign, dubbed ISGP, leverages the uncertainty estimates supplied by GPs to better allocate labeling and contradiction queries, especially in the presence of noise. Our experiments on synthetic and real-world data show that, as a result, while the original formulation of skeptical learning produces over-confident models that can fail completely in the wild, ISGP works well at varying levels of noise and as new classes are observed.Comment: 7 pages, 3 figures, code: https://gitlab.com/abonte/incremental-skeptical-g