Decision Theory and Machine Learning
Decision Theory and Machine Learning
- Decision theory provides a solid theoretical foundation for thinking about problems of action and inference under uncertainty
- framework for formulating problem
- learning theory
- framework for making tradeoffs between information and computational/data cost
- Machine learning is a problem of action/inference under uncertainty
- Direct implementation of decision theory may not necessarily be best approach to practical learning
- Goal: approximate a decision theoretically sensible approach within resource constraints
- The best way to do this may not be explicitly decision theoretic