arXiv Statistics ML By Tom Rossa, Angus Phillips, Tom Rainforth

Action-BED: Task-Driven Bayesian Experimental Design with Singly Intractable Objectives

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The paper introduces ACTION-BED, a Bayesian experimental design framework that replaces traditional uncertainty‑reduction objectives with expected future loss (EFL) on downstream actions. By reformulating EFLs into singly intractable objectives, ACTION-BED enables joint optimisation of design and action policies using stochastic gradients without explicit posterior or marginal likelihood estimation. This approach simplifies learning of design policies and allows easy customization to various downstream tasks and loss functions.

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