# Towards Cost Sensitive Decision Making

arXiv: https://arxiv.org/abs/2410.03892 · HTML: https://mlsanity.com/paper/2410.03892/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 46 of its 86 references that are in the map.
- First posted on arXiv 4 Oct 2024.

## Builds on (most cited first, 30 of 46)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [End-to-End Training of Deep Visuomotor Policies](https://mlsanity.com/paper/1504.00702/) (2015)
- [Dueling Network Architectures for Deep Reinforcement Learning](https://mlsanity.com/paper/1511.06581/) (2015)
- [Improving Variational Inference with Inverse Autoregressive Flow](https://mlsanity.com/paper/1606.04934/) (2016)
- [Neural Spline Flows](https://mlsanity.com/paper/1906.04032/) (2019)
- [Action-Conditioned 3D Human Motion Synthesis with Transformer VAE](https://mlsanity.com/paper/2104.05670/) (2021)
- [Deep Recurrent Q-Learning for Partially Observable MDPs](https://mlsanity.com/paper/1507.06527/) (2015)
- [Guided Cost Learning: Deep Inverse Optimal Control via Policy Optimization](https://mlsanity.com/paper/1603.00448/) (2016)
- [A Recurrent Latent Variable Model for Sequential Data](https://mlsanity.com/paper/1506.02216/) (2015)
- [Reinforcement Learning in Healthcare: A Survey](https://mlsanity.com/paper/1908.08796/) (2019)
- [Deep Variational Reinforcement Learning for POMDPs](https://mlsanity.com/paper/1806.02426/) (2018)
- [Towards a Neural Statistician](https://mlsanity.com/paper/1606.02185/) (2016)
- [Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation](https://mlsanity.com/paper/1708.05144/) (2017)
- [Counterfactual Off-Policy Evaluation with Gumbel-Max Structural Causal Models](https://mlsanity.com/paper/1905.05824/) (2019)
- [DESPOT: Online POMDP Planning with Regularization](https://mlsanity.com/paper/1609.03250/) (2016)
- [Hierarchical Multiscale Recurrent Neural Networks](https://mlsanity.com/paper/1609.01704/) (2016)
- [EDDI: Efficient Dynamic Discovery of High-Value Information with Partial VAE](https://mlsanity.com/paper/1809.11142/) (2018)
- [Online algorithms for POMDPs with continuous state, action, and observation spaces](https://mlsanity.com/paper/1709.06196/) (2017)
- [SetVAE: Learning Hierarchical Composition for Generative Modeling of Set-Structured Data](https://mlsanity.com/paper/2103.15619/) (2021)
- [A Clockwork RNN](https://mlsanity.com/paper/1402.3511/) (2014)
- [Composable Deep Reinforcement Learning for Robotic Manipulation](https://mlsanity.com/paper/1803.06773/) (2018)
- [S3VAE: Self-Supervised Sequential VAE for Representation Disentanglement and Data Generation](https://mlsanity.com/paper/2005.11437/) (2020)
- [Active Feature Acquisition with Generative Surrogate Models](https://mlsanity.com/paper/2010.02433/) (2020)
- [On Improving Deep Reinforcement Learning for POMDPs](https://mlsanity.com/paper/1804.06309/) (2018)
- [Temporal Difference Variational Auto-Encoder](https://mlsanity.com/paper/1806.03107/) (2018)
- [Learning and Querying Fast Generative Models for Reinforcement Learning](https://mlsanity.com/paper/1802.03006/) (2018)
- [Online Planning Algorithms for POMDPs](https://mlsanity.com/paper/1401.3436/) (2014)
- [Transformer-based Conditional Variational Autoencoder for Controllable Story Generation](https://mlsanity.com/paper/2101.00828/) (2021)
- [Learning to Look Around: Intelligently Exploring Unseen Environments for Unknown Tasks](https://mlsanity.com/paper/1709.00507/) (2017)

## Built on by (most cited first, 2 of 2)

- [Calibrate-Then-Act: Cost-Aware Exploration in LLM Agents](https://mlsanity.com/paper/2602.16699/) (2026)
- [Multi-Task Active Learning with Efficient Resource Allocation](https://mlsanity.com/paper/2610.07045/) (2026)

## Abstract (arXiv)

Many real-world situations allow for the acquisition of additional relevant information when making decisions with limited or uncertain data. However, traditional RL approaches either require all features to be acquired beforehand (e.g. in a MDP) or regard part of them as missing data that cannot be acquired (e.g. in a POMDP). In this work, we consider RL models that may actively acquire features from the environment to improve the decision quality and certainty, while automatically balancing the cost of feature acquisition process and the reward of task decision process. We propose the Active-Acquisition POMDP and identify two types of the acquisition process for different application domains. In order to assist the agent in the actively-acquired partially-observed environment and alleviate the exploration-exploitation dilemma, we develop a model-based approach, where a deep generative model is utilized to capture the dependencies of the features and impute the unobserved features. The imputations essentially represent the beliefs of the agent. Equipped with the dynamics model, we develop hierarchical RL algorithms to resolve both types of the AA-POMDPs. Empirical results demonstrate that our approach achieves considerably better performance than existing POMDP-RL solutions.
