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arXiv 提交日期: 2026-05-26
📄 Abstract - Constrained Bayesian Experimental Design via Online Planning

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget limitations, varying costs, or physical constraints that restrict how designs evolve over time. In this paper, we introduce a novel approach to BED that enables constrained optimization of experimental designs by combining offline pre-training of an amortized policy and a posterior network with online multi-step lookahead planning using scenario trees. We empirically demonstrate that our method yields substantially more informative design sequences than existing methods across a range of constrained BED tasks, while incurring only a modest additional computational overhead.

顶级标签: machine learning systems
详细标签: bayesian experimental design online planning constrained optimization offline pretraining 或 搜索:

基于在线规划的约束贝叶斯实验设计 / Constrained Bayesian Experimental Design via Online Planning


1️⃣ 一句话总结

本文提出一种结合离线预训练与在线多步前瞻规划的新方法,能够在预算、成本或物理限制等动态约束下,高效地优化序列实验设计,相比现有方法能获得信息量更丰富的设计序列,且计算开销仅适度增加。

源自 arXiv: 2605.26990