Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.692860
Title: Decision making under uncertainty
Author: McInerney, Robert E.
ISNI:       0000 0004 5920 3152
Awarding Body: University of Oxford
Current Institution: University of Oxford
Date of Award: 2014
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Abstract:
Operating and interacting in an environment requires the ability to manage uncertainty and to choose definite courses of action. In this thesis we look to Bayesian probability theory as the means to achieve the former, and find that through rigorous application of the rules it prescribes we can, in theory, solve problems of decision making under uncertainty. Unfortunately such methodology is intractable in realworld problems, and thus approximation of one form or another is inevitable. Many techniques make use of heuristic procedures for managing uncertainty. We note that such methods suffer unreliable performance and rely on the specification of ad-hoc variables. Performance is often judged according to long-term asymptotic performance measures which we also believe ignores the most complex and relevant parts of the problem domain. We therefore look to develop principled approximate methods that preserve the meaning of Bayesian theory but operate with the scalability of heuristics. We start doing this by looking at function approximation in continuous state and action spaces using Gaussian Processes. We develop a novel family of covariance functions which allow tractable inference methods to accommodate some of the uncertainty lost by not following full Bayesian inference. We also investigate the exploration versus exploitation tradeoff in the context of the Multi-Armed Bandit, and demonstrate that principled approximations behave close to optimal behaviour and perform significantly better than heuristics on a range of experimental test beds.
Supervisor: Roberts, Stephen J. Sponsor: Engineering and Physical Sciences Research Council
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.692860  DOI: Not available
Keywords: Probability theory and stochastic processes ; Artificial Intelligence ; Probability ; Stochastic processes ; Computing ; Applications and algorithms ; Information engineering ; Robotics ; Engineering & allied sciences ; machine learning ; probability theory ; Bayesian ; decision making ; Reinforcement Learning ; Gaussian Process ; inference ; approximate inference ; Multi-armed Bandit ; optimal decision making ; uncertainty ; managing uncertainty
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