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Record W2185572669 · doi:10.82308/32361

Robust decision making and its applications in machine learning

2009· article· en· W2185572669 on OpenAlexaff
Huan Xu

Bibliographic record

VenueeScholarship@McGill (McGill) · 2009
Typearticle
Languageen
FieldComputer Science
TopicDistributed Sensor Networks and Detection Algorithms
Canadian institutionsMcGill University
Fundersnot available
KeywordsRegretRobust optimizationMinimaxMathematical optimizationRobustness (evolution)Optimal decisionMarkov decision processComputer scienceDecision theoryWeighted sum modelDecision ruleExpected utility hypothesisDecision field theoryArtificial intelligenceMachine learningMarkov processMathematicsDecision support systemEvidential reasoning approachDecision treeBusiness decision mappingMathematical economics

Abstract

fetched live from OpenAlex

Decision making formulated as finding a strategy that maximizes a utility function depends critically on knowing the problem parameters precisely. The obtained strategy can be highly sub-optimal and/or infeasible when parameters are subject to uncertainty, a typical situation in practice. Robust optimization, and more generally robust decision making, addresses this issue by treating uncertain parameters as an arbitrary element of a pre-defined set and solving solutions based on a worst-case analysis. In this thesis we contribute to two closely related fields of robust decision making. First, we address two limitations of robust decision making. Namely, a lack of theoretical justification and conservatism in sequential decision making. Specifically, we provide an axiomatic justification of robust optimization based on the MaxMin Expected Utility framework from decision theory. Furthermore, we propose three less conservative decision criteria for sequential decision making tasks, which include: (1) In uncertain Markov decision processes we propose an alternative formulation of the parameter uncertainty -- the nested-set structured parameter uncertainty -- and find the strategy that achieves maxmin expected utility to mitigate the conservatism of the standard robust Markov decision processes. (2) We investigate uncertain Markov decision processes where each strategy is evaluated comparatively by its gap to the optimum value. Two formulations, namely minimax regret and mean-variance tradeoff of the regret, were proposed and their computational cost studied. (3) We propose a novel Kalman filter design based on trading-off the likely performance and the robustness under parameter uncertainty. Second, we apply robust decision making into machine learning both theoretically and algorithmically. Specifically, on the theoretical front, we show that the concept of robustness is essential to ''successful'' learning

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)0.010
metaresearch head score (Gemma)0.025
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: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.010
Threshold uncertainty score0.054

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0100.025
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.003
Science and technology studies0.0010.005
Scholarly communication0.0040.004
Open science0.0020.003
Research integrity0.0030.006
Insufficient payload (model declined to judge)0.0030.001

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 head0.019
GPT teacher head0.236
Teacher spread0.217 · 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
GenreMethods

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

Citations8
Published2009
Admission routes1
Has abstractyes

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