Mar 2026· arXiv.org· Vol abs/2603.29003· 1 citation· 73 references
MathematicsComputer Science
TL;DR
This paper introduces a practical and unified approach to real-time adaptive experiments that can encompass these scenarios across textual, visual, and audio tasks and describes an adaptive treatment assignment strategy that identifies the optimal treatment up to three times as accurately as a fixed design.
Abstract
Adaptive experiments optimize their design throughout data collection, which can bring substantial benefits compared to conventional experimental settings. Potential applications include, among others, computerized adaptive testing (when selecting informative tasks in ability measurements), adaptive treatment assignment (when searching for experimental conditions maximizing certain outcomes), and active learning (when choosing optimal training data for machine learning algorithms). However, implementing these techniques in real time poses substantial computational and technical challenges. In this paper, we introduce a practical and unified approach to real-time adaptive experiments that can encompass these scenarios across textual, visual, and audio tasks. Our strategy combines active inference, a Bayesian framework inspired by cognitive neuroscience, with Pyro, a probabilistic programming library, and PsyNet, a modular Python package for large-scale online behavioral experiments. Active inference provides a task-agnostic optimization objective and efficient inference strategies; probabilistic programming makes the computations practical, reducing implementation costs; and PsyNet makes the resulting procedure deployable with humans in real time across diverse behavioral paradigms. We illustrate this approach through two concrete examples: (1) an adaptive testing experiment estimating participants'ability by selecting optimal challenges, reducing the number of trials required by 30--40\%; and (2) an adaptive treatment assignment strategy that identifies the optimal treatment up to three times as accurately as a fixed design. We provide instructions to facilitate adoption of the workflow.
A policy-based deep adaptive design framework is considered, which has previously been used for the EIG criterion, for adaptive design ofBayesian optimal experimental design, to address computational challenges when applying this criterion for adaptive design.
David Chen, Michael Evans, Xin-Wei Li et al.· 0 citations
Reinforcement learning and contextual bandit algorithms have become increasingly common in sequential decision-making applications. When these methods are deployed in high-stakes domains, there is growing interest not only in learning effective policies, but also in conducting statistical inference for quantities learn...
James Leiner, Aurélien F. Bibaut, Nathan Kallus et al.· 0 citations
We investigate Empirical Bayes (EB) methods in the context of compound adaptive experiments, where the arm distribution in each experiment follows a normal distribution with an unknown mean that we seek to estimate. There are two main EB strategies: $g$-modeling, which estimates the prior by maximizing the marginal lik...
A unified framework, KENDO (Kernel ENsemble Disagreement-aware Operator), is proposed that integrates Ensemble Gaussian Processes (EGP) with disagreement-aware acquisition strategies and extends the approach to multi-objective optimization via random scalarization that preserves the single-optimizer conditioning struct...
Heng Zhang, Hao-Tian Xiang, Konstantinos D. Polyzos et al.· 1 citation
Two methods are introduced, AuxBO-Evolve, which uses auxiliary information to evolve beliefs over the location of the optimum, and AuxBO-Vicinity, which uses it to locally guide the acquisition function, which consistently improve optimization performance and outperform standard BO and existing LLM-based approaches.
Efe Mert Karagözlü, Rohit Sonker, Tejus Gupta et al.· 0 citations
Scientific discovery increasingly relies on methods that are both flexible and interpretable. Traditional statistical models offer interpretability but depend on restrictive assumptions, whereas modern machine learning methods often sacrifice transparency for predictive accuracy. The Mixture-of-Experts (MoE) framework...
Jyun-Yu Chen, Ming-Chung Chang, Min Yang et al.· Journal of Statistical Theor...· 0 citations
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