arXiv:2607.08590cs.LG2026-07

在对抗性不确定性下,让实验设计更可靠地支持决策。

Robust Bayesian Decision Making under Adversarial Uncertainty

论文配图:Robust Bayesian Decision Making under Adversarial Uncertainty
图 1 · 摘自论文原文
  • 用贝叶斯方法建模对抗变量,优化决策稳定性而非表面最优。
  • 实验证明传统方法易收敛到脆弱高置信决策,本方法更抗扰动。
  • 适合对决策可靠性要求高的科学实验与主动学习场景。

科学实验常旨在最大化信息增益,但许多应用的核心目标是支持可靠的下游决策。现有决策感知的实验设计和主动学习方法通常假设结果模型准确,并隐含依赖最优决策在现实扰动下的稳定性。然而实践中,实验结果常受未建模或弱建模因素影响,显著改变决策最优性,导致误导性结论。本文研究序列式对抗鲁棒的决策感知实验设计,数据采集需考虑对抗变量带来的潜在最坏影响。基于贝叶斯决策理论,我们形式化了该设定下的对抗鲁棒最优决策,并推导出一种原则性的贝叶斯实验设计准则。该准则明确针对决策稳定性,而非名义最优性。在合成与真实科学数据集上的实验表明,传统决策感知设计会快速收敛至高置信但脆弱的决策,而我们的鲁棒感知方法能生成在对抗变化下显著更稳定、更可靠的决策。

原文摘要 · Abstract (English)

Scientific experiments are often designed to maximize information gain, yet in many applications the primary objective is to support reliable downstream decision-making. Existing decision-aware experimental design and active learning methods typically assume well-specified outcome models and implicitly rely on the stability of the optimal decision under real-world perturbations. In practice, however, experimental outcomes are frequently influenced by hidden or weakly modeled effects, which can substantially alter decision optimality and lead to misleading conclusions. We study sequential adversarially robust decision-aware experimental design, where data acquisition has to take into account information gain against plausible worst-case unexpected effects, modeled here as variation in adversarial variables. Building on Bayesian decision theory, we formalize an adversarially robust optimal decision under this setting and derive a principled Bayesian experimental design criterion. The criterion explicitly targets decision stability rather than nominal optimality. Experiments on synthetic and real-world scientific datasets show that conventional decision-aware design can converge rapidly to high confidence yet fragile decisions, while our robustness-aware approach yields decisions that are significantly more stable and reliable under adversarial variation.

贝叶斯决策对抗鲁棒实验设计主动学习

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