A tutorial on learning from preferences and choices with Gaussian Processes
This tutorial synthesizes existing research for practitioners and researchers working on preference modeling across domains like economics and machine learning, while introducing some novel GP-based models.
This tutorial presents a cohesive framework for preference learning using Gaussian Processes, showing how to incorporate rationality principles from economics and decision theory into the learning process to model preferences and choices.
Preference modelling lies at the intersection of economics, decision theory, machine learning and statistics. By understanding individuals' preferences and how they make choices, we can build products that closely match their expectations, paving the way for more efficient and personalised applications across a wide range of domains. The objective of this tutorial is to present a cohesive and comprehensive framework for preference learning with Gaussian Processes (GPs), demonstrating how to seamlessly incorporate rationality principles (from economics and decision theory) into the learning process. By suitably tailoring the likelihood function, this framework enables the construction of preference learning models that encompass random utility models, limits of discernment, and scenarios with multiple conflicting utilities for both object- and label-preference. This tutorial builds upon established research while simultaneously introducing some novel GP-based models to address specific gaps in the existing literature.