4,532 research outputs found
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
An Entropy Search Portfolio for Bayesian Optimization
Bayesian optimization is a sample-efficient method for black-box global
optimization. How- ever, the performance of a Bayesian optimization method very
much depends on its exploration strategy, i.e. the choice of acquisition
function, and it is not clear a priori which choice will result in superior
performance. While portfolio methods provide an effective, principled way of
combining a collection of acquisition functions, they are often based on
measures of past performance which can be misleading. To address this issue, we
introduce the Entropy Search Portfolio (ESP): a novel approach to portfolio
construction which is motivated by information theoretic considerations. We
show that ESP outperforms existing portfolio methods on several real and
synthetic problems, including geostatistical datasets and simulated control
tasks. We not only show that ESP is able to offer performance as good as the
best, but unknown, acquisition function, but surprisingly it often gives better
performance. Finally, over a wide range of conditions we find that ESP is
robust to the inclusion of poor acquisition functions.Comment: 10 pages, 5 figure
On Similarities between Inference in Game Theory and Machine Learning
In this paper, we elucidate the equivalence between inference in game theory and machine learning. Our aim in so doing is to establish an equivalent vocabulary between the two domains so as to facilitate developments at the intersection of both fields, and as proof of the usefulness of this approach, we use recent developments in each field to make useful improvements to the other. More specifically, we consider the analogies between smooth best responses in fictitious play and Bayesian inference methods. Initially, we use these insights to develop and demonstrate an improved algorithm for learning in games based on probabilistic moderation. That is, by integrating over the distribution of opponent strategies (a Bayesian approach within machine learning) rather than taking a simple empirical average (the approach used in standard fictitious play) we derive a novel moderated fictitious play algorithm and show that it is more likely than standard fictitious play to converge to a payoff-dominant but risk-dominated Nash equilibrium in a simple coordination game. Furthermore we consider the converse case, and show how insights from game theory can be used to derive two improved mean field variational learning algorithms. We first show that the standard update rule of mean field variational learning is analogous to a Cournot adjustment within game theory. By analogy with fictitious play, we then suggest an improved update rule, and show that this results in fictitious variational play, an improved mean field variational learning algorithm that exhibits better convergence in highly or strongly connected graphical models. Second, we use a recent advance in fictitious play, namely dynamic fictitious play, to derive a derivative action variational learning algorithm, that exhibits superior convergence properties on a canonical machine learning problem (clustering a mixture distribution)
Bayesian Optimisation for Safe Navigation under Localisation Uncertainty
In outdoor environments, mobile robots are required to navigate through
terrain with varying characteristics, some of which might significantly affect
the integrity of the platform. Ideally, the robot should be able to identify
areas that are safe for navigation based on its own percepts about the
environment while avoiding damage to itself. Bayesian optimisation (BO) has
been successfully applied to the task of learning a model of terrain
traversability while guiding the robot through more traversable areas. An
issue, however, is that localisation uncertainty can end up guiding the robot
to unsafe areas and distort the model being learnt. In this paper, we address
this problem and present a novel method that allows BO to consider localisation
uncertainty by applying a Gaussian process model for uncertain inputs as a
prior. We evaluate the proposed method in simulation and in experiments with a
real robot navigating over rough terrain and compare it against standard BO
methods.Comment: To appear in the proceedings of the 18th International Symposium on
Robotics Research (ISRR 2017
A Survey of Monte Carlo Tree Search Methods
Monte Carlo tree search (MCTS) is a recently proposed search method that combines the precision of tree search with the generality of random sampling. It has received considerable interest due to its spectacular success in the difficult problem of computer Go, but has also proved beneficial in a range of other domains. This paper is a survey of the literature to date, intended to provide a snapshot of the state of the art after the first five years of MCTS research. We outline the core algorithm's derivation, impart some structure on the many variations and enhancements that have been proposed, and summarize the results from the key game and nongame domains to which MCTS methods have been applied. A number of open research questions indicate that the field is ripe for future work
Trieste: Efficiently Exploring The Depths of Black-box Functions with TensorFlow
We present Trieste, an open-source Python package for Bayesian optimization
and active learning benefiting from the scalability and efficiency of
TensorFlow. Our library enables the plug-and-play of popular TensorFlow-based
models within sequential decision-making loops, e.g. Gaussian processes from
GPflow or GPflux, or neural networks from Keras. This modular mindset is
central to the package and extends to our acquisition functions and the
internal dynamics of the decision-making loop, both of which can be tailored
and extended by researchers or engineers when tackling custom use cases.
Trieste is a research-friendly and production-ready toolkit backed by a
comprehensive test suite, extensive documentation, and available at
https://github.com/secondmind-labs/trieste
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