arXiv Machine Learning By Sahel Iqbal, Tom Rainforth

Designing Experiments for External Decision Makers

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The paper introduces usage‑aware experimental design, a framework that extends standard Bayesian experimental design to settings where external decision makers act on collected data. It trains adaptive design policies to minimise the experimenter’s expected loss under external rules, which may be non‑Bayesian or black‑box. The authors show that more informative data can be harmful under such rules, so usage risk cannot be expressed as expected uncertainty reduction, thereby generalising standard BED.

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