Uncertainties Need a Purpose


I argue that the task a model will be used for should be an explicit part of the modelling process. As an example, I show how ideas from Bayesian Optimization and Probabilistic Numberics can be used to reinterpret Reinforcement Learning.

Workshop on Uncertainty in Composite Models
Markus Kaiser
Markus Kaiser
Research Scientist

Research Associate at the University of Cambridge and Research Scientist at Siemens AG. I am interested in scalable Bayesian machine learning and Gaussian processes.