Tag: sequential
-
Decision-Focused Sequential Experimental Design: A Directional Uncertainty-Guided Approach
Decision-Focused Sequential Experimental Design: A Directional Uncertainty-Guided Approach arXiv:2602.05340v1 Announce Type: new Abstract: We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional sequential experimental design aims to control the input variables (features)…
-
Counterfactually Fair Reinforcement Learning via Sequential Data Preprocessing
Counterfactually Fair Reinforcement Learning via Sequential Data Preprocessing arXiv:2501.06366v1 Announce Type: new Abstract: When applied in healthcare, reinforcement learning (RL) seeks to dynamically match the right interventions to subjects to maximize population benefit. However, the learned policy may disproportionately allocate efficacious actions to one subpopulation, creating or exacerbating disparities in other socioeconomically-disadvantaged subgroups. These biases…
-
Sequential Harmful Shift Detection Without Labels
Sequential Harmful Shift Detection Without Labels arXiv:2412.12910v1 Announce Type: new Abstract: We introduce a novel approach for detecting distribution shifts that negatively impact the performance of machine learning models in continuous production environments, which requires no access to ground truth data labels. It builds upon the work of Podkopaev and Ramdas [2022], who address scenarios…
-
Sequential Controlled Langevin Diffusions
Sequential Controlled Langevin Diffusions arXiv:2412.07081v1 Announce Type: new Abstract: An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where the transport is performed through successive annealed densities via prescribed…