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Amortized Bayesian Experimental Design for Decision-Making

This repository contains the code for the paper Amortized Bayesian Experimental Design for Decision-Making (Huang et al., NeurIPS 2024). The full paper can be found at arXiv. Our implementations is built based on the TNP-pytorch library.

Installation

git clone https://github.com/huangdaolang/amortized-decision-aware-bed.git

cd amortized-decision-aware-bed

conda create --name tndp python=3.9

conda activate tndp

pip install -r requirements.txt

Usage

We use Hydra to manage the configurations. See configs for all configurations and defaults.

To run toy experiments, you can run train_toy.py.

To run decision-aware active learning experiments, you can run train_tal.py.

To run top-k HPO experiments, please use train_topk.py. An example case to run on Ranger dataset is as follows:

python train_topk.py nn=tndp_topk dataset="hpo/ranger"

For HPOB dataset, you can download it from https://github.com/releaunifreiburg/HPO-B, and put the downloaded data in data/HPOB.

Citation

If you find this work useful, please cite our paper:

@inproceedings{
huang2024amortized,
title={Amortized Bayesian Experimental Design for Decision-Making},
author={Huang, Daolang and Guo, Yujia and Acerbi, Luigi and Kaski, Samuel},
booktitle={The Thirty-eighth Annual Conference on Neural Information Processing Systems},
year={2024},
}

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