# Amortized Bayesian Experimental Design for Decision-Making

arXiv: https://arxiv.org/abs/2411.02064 · HTML: https://mlsanity.com/paper/2411.02064/

## Key facts

- Cited by 21 papers in the map (data through 14 Oct 2026).
- Builds on 38 of its 59 references that are in the map.
- First posted on arXiv 4 Nov 2024.

## Builds on (most cited first, 30 of 38)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [Decision Transformer: Reinforcement Learning via Sequence Modeling](https://mlsanity.com/paper/2106.01345/) (2021)
- [Conditional Neural Processes](https://mlsanity.com/paper/1807.01613/) (2018)
- [Transformers Can Do Bayesian Inference](https://mlsanity.com/paper/2112.10510/) (2021)
- [Deep Reinforcement Learning: An Overview](https://mlsanity.com/paper/1701.07274/) (2017)
- [Online Decision Transformer](https://mlsanity.com/paper/2202.05607/) (2022)
- [Transformer Neural Processes: Uncertainty-Aware Meta Learning Via Sequence Modeling](https://mlsanity.com/paper/2207.04179/) (2022)
- [Modern Bayesian Experimental Design](https://mlsanity.com/paper/2302.14545/) (2023)
- [Variational Bayesian Optimal Experimental Design](https://mlsanity.com/paper/1903.05480/) (2019)
- [Deep Adaptive Design: Amortizing Sequential Bayesian Experimental Design](https://mlsanity.com/paper/2103.02438/) (2021)
- [On Nesting Monte Carlo Estimators](https://mlsanity.com/paper/1709.06181/) (2017)
- [HPO-B: A Large-Scale Reproducible Benchmark for Black-Box HPO based on OpenML](https://mlsanity.com/paper/2106.06257/) (2021)
- [PFNs4BO: In-Context Learning for Bayesian Optimization](https://mlsanity.com/paper/2305.17535/) (2023)
- [Prediction-Oriented Bayesian Active Learning](https://mlsanity.com/paper/2304.08151/) (2023)
- [Implicit Deep Adaptive Design: Policy-Based Experimental Design without Likelihoods](https://mlsanity.com/paper/2111.02329/) (2021)
- [A Unified Stochastic Gradient Approach to Designing Bayesian-Optimal Experiments](https://mlsanity.com/paper/1911.00294/) (2019)
- [Bayesian Experimental Design for Implicit Models by Mutual Information Neural Estimation](https://mlsanity.com/paper/2002.08129/) (2020)
- [Learning Robust Statistics for Simulation-based Inference under Model Misspecification](https://mlsanity.com/paper/2305.15871/) (2023)
- [Optimizing Sequential Experimental Design with Deep Reinforcement Learning](https://mlsanity.com/paper/2202.00821/) (2022)
- [Bayesian Algorithm Execution: Estimating Computable Properties of Black-box Functions Using Mutual Information](https://mlsanity.com/paper/2104.09460/) (2021)
- [Autoregressive Conditional Neural Processes](https://mlsanity.com/paper/2303.14468/) (2023)
- [End-to-End Meta-Bayesian Optimisation with Transformer Neural Processes](https://mlsanity.com/paper/2305.15930/) (2023)
- [Practical Conditional Neural Processes Via Tractable Dependent Predictions](https://mlsanity.com/paper/2203.08775/) (2022)
- [Amortized Probabilistic Conditioning for Optimization, Simulation and Inference](https://mlsanity.com/paper/2410.15320/) (2024)
- [Loss-Calibrated Approximate Inference in Bayesian Neural Networks](https://mlsanity.com/paper/1805.03901/) (2018)
- [Variational Bayesian Decision-making for Continuous Utilities](https://mlsanity.com/paper/1902.00792/) (2019)
- [Policy-Based Bayesian Experimental Design for Non-Differentiable Implicit Models](https://mlsanity.com/paper/2203.04272/) (2022)
- [Practical Equivariances via Relational Conditional Neural Processes](https://mlsanity.com/paper/2306.10915/) (2023)

## Built on by (most cited first, 21 of 21)

- [Rethinking Aleatoric and Epistemic Uncertainty](https://mlsanity.com/paper/2412.20892/) (2024)
- [Step-DAD: Semi-Amortized Policy-Based Bayesian Experimental Design](https://mlsanity.com/paper/2507.14057/) (2025)
- [PABBO: Preferential Amortized Black-Box Optimization](https://mlsanity.com/paper/2503.00924/) (2025)
- [ALINE: Joint Amortization for Bayesian Inference and Active Data Acquisition](https://mlsanity.com/paper/2506.07259/) (2025)
- [In-Context Multi-Objective Optimization](https://mlsanity.com/paper/2512.11114/) (2025)
- [JADAI: Jointly Amortizing Adaptive Design and Bayesian Inference](https://mlsanity.com/paper/2512.22999/) (2025)
- [Amortized Safe Active Learning for Real-Time Data Acquisition: Pretrained Neural Policies From Simulated Nonparametric Functions](https://mlsanity.com/paper/2501.15458/) (2025)
- [From Mice to Trains: Amortized Bayesian Inference on Graph Data](https://mlsanity.com/paper/2601.02241/) (2026)
- [Loss-Driven Bayesian Active Learning](https://mlsanity.com/paper/2604.11995/) (2026)
- [Constrained Bayesian Experimental Design via Online Planning](https://mlsanity.com/paper/2605.26990/) (2026)
- [Efficient Adaptive Data Acquisition via Pretrained Belief Representations](https://mlsanity.com/paper/2606.25197/) (2026)
- [BALLAST: Bayesian Active Learning with Look-ahead Amendment for Sea-drifter Trajectories under Spatio-Temporal Vector Fields](https://mlsanity.com/paper/2509.26005/) (2025)
- [Direct Regret Optimization in Bayesian Optimization](https://mlsanity.com/paper/2507.06529/) (2025)
- [Adaptive Prompt Elicitation for Text-to-Image Generation](https://mlsanity.com/paper/2602.04713/) (2026)
- [Goal-driven Bayesian Optimal Experimental Design for Robust Decision-Making Under Model Uncertainty](https://mlsanity.com/paper/2605.26093/) (2026)
- [FairBED: A Bayesian Experimental Design Approach to Gathering Fairer Data](https://mlsanity.com/paper/2606.23515/) (2026)
- [Robust Bayesian Decision Making under Adversarial Uncertainty](https://mlsanity.com/paper/2607.08590/) (2026)
- [Deep Adaptive Bayesian Screening](https://mlsanity.com/paper/2607.16927/) (2026)
- [Verifiable abstention makes AI leak diagnosis accountable in urban water distribution networks](https://mlsanity.com/paper/2608.18836/) (2026)
- [NeuronSifter: An Agent-in-Twin for Prioritizing Central Nervous System Interventions with World Action Models](https://mlsanity.com/paper/2609.35445/) (2026)
- [Measure Less, Know More: Self-Supervised Test-Time Feature Acquisition](https://mlsanity.com/paper/2610.03454/) (2026)

## Abstract (arXiv)

Many critical decisions, such as personalized medical diagnoses and product pricing, are made based on insights gained from designing, observing, and analyzing a series of experiments. This highlights the crucial role of experimental design, which goes beyond merely collecting information on system parameters as in traditional Bayesian experimental design (BED), but also plays a key part in facilitating downstream decision-making. Most recent BED methods use an amortized policy network to rapidly design experiments. However, the information gathered through these methods is suboptimal for down-the-line decision-making, as the experiments are not inherently designed with downstream objectives in mind. In this paper, we present an amortized decision-aware BED framework that prioritizes maximizing downstream decision utility. We introduce a novel architecture, the Transformer Neural Decision Process (TNDP), capable of instantly proposing the next experimental design, whilst inferring the downstream decision, thus effectively amortizing both tasks within a unified workflow. We demonstrate the performance of our method across several tasks, showing that it can deliver informative designs and facilitate accurate decision-making.