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arXiv 提交日期: 2026-05-25
📄 Abstract - Goal-driven Bayesian Optimal Experimental Design for Robust Decision-Making Under Model Uncertainty

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions, as only specific parameter directions relevant to the objective truly matter. We propose GoBOED, a goal-driven BOED framework that directly optimizes experimental designs for a specified decision-making objective. GoBOED combines an amortized variational posterior surrogate with a differentiable convex decision layer, enabling gradient-based design optimization that is fully decision-focused. We theoretically show that GoBOED gradients are insensitive to parameter directions irrelevant to the decision objective, providing a formal justification for why goal-driven design achieves equivalent decision quality over a wider set of experimental designs than information-gain maximization. Empirically, across source localization, epidemic management, and pharmacokinetic control, GoBOED identifies designs that better align with downstream decision objectives and reveals that near-optimal design windows are substantially wider than those predicted by goal-agnostic BOED approaches.

顶级标签: machine learning theory
详细标签: bayesian optimal experimental design decision-focused design goal-driven optimization model uncertainty amortized variational inference 或 搜索:

面向鲁棒决策的目标驱动贝叶斯最优实验设计 / Goal-driven Bayesian Optimal Experimental Design for Robust Decision-Making Under Model Uncertainty


1️⃣ 一句话总结

本文提出了一种名为GoBOED的新方法,在不确定模型情境下,不是盲目追求获取最多信息的实验,而是直接优化实验设计以提升最终决策质量,通过理论证明和多个实际案例(如疫情管理、源定位)展示其能以更灵活的实验方案达成同等甚至更好的决策效果。

源自 arXiv: 2605.26093