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Record W2120518702 · doi:10.1109/cdc.2009.5400796

Parametric regret in uncertain Markov decision processes

2009· article· en· W2120518702 on OpenAlexaff
Huan Xu, Shie Mannor

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsMcGill University
Fundersnot available
KeywordsRegretMarkov decision processParametric statisticsComputer scienceMarkov processMarkov chainDecision theoryMathematical optimizationArtificial intelligenceMachine learningMathematicsStatistics

Abstract

fetched live from OpenAlex

We consider decision making in a Markovian setup where the reward parameters are not known in advance. Our performance criterion is the gap between the performance of the best strategy that is chosen after the true parameter realization is revealed and the performance of the strategy that is chosen before the parameter realization is revealed. We call this gap the parametric regret. We consider two related problems: minimax regret and mean-variance tradeoff of the regret. The minimax regret strategy minimizes the worst-case regret under the most adversarial possible realization. We show that the problem of computing a minimax regret strategy is NP-hard and propose algorithms to efficiently finding it under favorable conditions. The mean-variance tradeoff formulation requires a probabilistic model of the uncertain parameters and looks for a strategy that minimizes a convex combination of the mean and the variance of the regret. We prove that computing such a strategy can be done numerically in an efficient way.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.006
metaresearch head score (Gemma)0.023
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.006
Threshold uncertainty score0.034

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0060.023
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0010.003
Scholarly communication0.0030.003
Open science0.0020.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.074
GPT teacher head0.398
Teacher spread0.324 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations46
Published2009
Admission routes1
Has abstractyes

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