6,118 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
The Kalai-Smorodinski solution for many-objective Bayesian optimization
An ongoing aim of research in multiobjective Bayesian optimization is to
extend its applicability to a large number of objectives. While coping with a
limited budget of evaluations, recovering the set of optimal compromise
solutions generally requires numerous observations and is less interpretable
since this set tends to grow larger with the number of objectives. We thus
propose to focus on a specific solution originating from game theory, the
Kalai-Smorodinsky solution, which possesses attractive properties. In
particular, it ensures equal marginal gains over all objectives. We further
make it insensitive to a monotonic transformation of the objectives by
considering the objectives in the copula space. A novel tailored algorithm is
proposed to search for the solution, in the form of a Bayesian optimization
algorithm: sequential sampling decisions are made based on acquisition
functions that derive from an instrumental Gaussian process prior. Our approach
is tested on four problems with respectively four, six, eight, and nine
objectives. The method is available in the Rpackage GPGame available on CRAN at
https://cran.r-project.org/package=GPGame
Structuring Decisions Under Deep Uncertainty
Innovative research on decision making under ‘deep uncertainty’ is underway in applied fields such as engineering and operational research, largely outside the view of normative theorists grounded in decision theory. Applied methods and tools for decision support under deep uncertainty go beyond standard decision theory in the attention that they give to the structuring of decisions. Decision structuring is an important part of a broader philosophy of managing uncertainty in decision making, and normative decision theorists can both learn from, and contribute to, the growing deep uncertainty decision support literature
Bayesian Brains and the Rényi Divergence
Under the Bayesian brain hypothesis, behavioral variations can be attributed to different priors over generative model parameters. This provides a formal explanation for why individuals exhibit inconsistent behavioral preferences when confronted with similar choices. For example, greedy preferences are a consequence of confident (or precise) beliefs over certain outcomes. Here, we offer an alternative account of behavioral variability using Rényi divergences and their associated variational bounds. Rényi bounds are analogous to the variational free energy (or evidence lower bound) and can be derived under the same assumptions. Importantly, these bounds provide a formal way to establish behavioral differences through an α parameter, given fixed priors. This rests on changes in α that alter the bound (on a continuous scale), inducing different posterior estimates and consequent variations in behavior. Thus, it looks as if individuals have different priors and have reached different conclusions. More specifically, α→0+ optimization constrains the variational posterior to be positive whenever the true posterior is positive. This leads to mass-covering variational estimates and increased variability in choice behavior. Furthermore, α→+∞ optimization constrains the variational posterior to be zero whenever the true posterior is zero. This leads to mass-seeking variational posteriors and greedy preferences. We exemplify this formulation through simulations of the multiarmed bandit task. We note that these α parameterizations may be especially relevant (i.e., shape preferences) when the true posterior is not in the same family of distributions as the assumed (simpler) approximate density, which may be the case in many real-world scenarios. The ensuing departure from vanilla variational inference provides a potentially useful explanation for differences in behavioral preferences of biological (or artificial) agents under the assumption that the brain performs variational Bayesian inference
Identifying efficient solutions via simulation: myopic multi-objective budget allocation for the bi-objective case
Simulation optimisation offers great opportunities in the design and optimisation of complex systems. In the presence of multiple objectives, there is usually no single solution that performs best on all objectives. Instead, there are several Pareto-optimal (efficient) solutions with different trade-offs which cannot be improved in any objective without sacrificing performance in another objective. For the case where alternatives are evaluated on multiple stochastic criteria, and the performance of an alternative can only be estimated via simulation, we consider the problem of efficiently identifying the Pareto-optimal designs out of a (small) given set of alternatives. We present a simple myopic budget allocation algorithm for multi-objective problems and propose several variants for different settings. In particular, this myopic method only allocates one simulation sample to one alternative in each iteration. This paper shows how the algorithm works in bi-objective problems under different settings. Empirical tests show that our algorithm can significantly reduce the necessary simulation budget
A Bayesian Hierarchical Model for Comparative Evaluation of Teaching Quality Indicators in Higher Education
The problem motivating the paper is the quantification of students'
preferences regarding teaching/coursework quality, under certain numerical
restrictions, in order to build a model for identifying, assessing and
monitoring the major components of the overall academic quality. After
reviewing the strengths and limitations of conjoint analysis and of the random
coefficient regression model used in similar problems in the past, we propose a
Bayesian beta regression model with a Dirichlet prior on the model
coefficients. This approach not only allows for the incorporation of
informative prior when it is available but also provides user friendly
interfaces and direct probability interpretations for all quantities.
Furthermore, it is a natural way to implement the usual constraints for the
model weights/coefficients. This model was applied to data collected in 2009
and 2013 from undergraduate students in Panteion University, Athens, Greece and
besides the construction of an instrument for the assessment and monitoring of
teaching quality, it gave some input for a preliminary discussion on the
association of the differences in students preferences between the two time
periods with the current Greek economic and financial crisis
An Evolutionary Learning Approach for Adaptive Negotiation Agents
Developing effective and efficient negotiation mechanisms for real-world applications such as e-Business is challenging since negotiations in such a context are characterised by combinatorially complex negotiation spaces, tough deadlines, very limited information about the opponents, and volatile negotiator preferences. Accordingly, practical negotiation systems should be empowered by effective learning mechanisms to acquire dynamic domain knowledge from the possibly changing negotiation contexts. This paper illustrates our adaptive negotiation agents which are underpinned by robust evolutionary learning mechanisms to deal with complex and dynamic negotiation contexts. Our experimental results show that GA-based adaptive negotiation agents outperform a theoretically optimal negotiation mechanism which guarantees Pareto optimal. Our research work opens the door to the development of practical negotiation systems for real-world applications
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