MétaCan
Menu
Back to cohort
Record W2120518702 · doi:10.1109/cdc.2009.5400796

Parametric regret in uncertain Markov decision processes

2009· article· en· W2120518702 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.009
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.906
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.009
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.007
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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

Quick stats

Citations46
Published2009
Admission routes1
Has abstractyes

Explore more

Same topicRisk and Portfolio OptimizationFrench-language works237,207