A.1 MCTS-kSubS algorithm In Algorithm 4 we present a general MCTS solver based on AlphaZero. Solver repeatedly queries the planner for a list of actions and executes them one by one. Baseline planner returns only a single action at a time, whereas MCTS-kSubS gives around kactions - to reach the desired subgoal (number of actions depends on a subgoal distance, which not always equals k in practice). MCTS-kSubS operates on a high-level subgoal graph: nodes are subgoals proposed by the generator (see Algorithm 3) and edges - lists of actions informing how to move from one subgoal to another (computed by the low-level conditional policy in Algorithm 2). The graph structure is represented by treevariable. For every subgoal, it keeps up to C3 best nearby subgoals (according to generator scores) along with a mentioned list of actions and sum of rewards to obtain while moving from the parent to the child subgoal. Most of MCTS implementation is shared between MCTS-kSubS and AlphaZero baseline, as we can treat the behavioral-cloning policy as a subgoal generator with k = 1. MCTS-kSubS and the baseline are encapsulated in GEN_CHILDREN function (Algorithms 5 and 6).

The backtracking line-search is an effective technique to automatically tune the step-size in smooth optimization. It guarantees similar performance to using the theoretically optimal step-size. Many approaches have been developed to instead tune per-coordinate step-sizes, also known as diagonal preconditioners, but none of the existing methods are provably competitive with the optimal per-coordinate stepsizes. We propose multidimensional backtracking, an extension of the backtracking line-search to find good diagonal preconditioners for smooth convex problems. Our key insight is that the gradient with respect to the step-sizes, also known as hypergradients, yields separating hyperplanes that let us search for good preconditioners using cutting-plane methods. As black-box cutting-plane approaches like the ellipsoid method are computationally prohibitive, we develop an efficient algorithm tailored to our setting. Multidimensional backtracking is provably competitive with the best diagonal preconditioner and requires no manual tuning.

D.2 Study 2: Additional Analysis Details Assessing a human-machine team's time-to-build, we test for normality and homoschedascity and do not reject the null hypothesis in either case, using Shapiro-Wilk (p > 0.05) and Levene's Test (p>0.7). We find a significant effect between a participant's teaming ability and the participant's build speed (F(1,26) = 23.5;p

Biases in existing datasets used to train algorithmic decision rules can raise ethical and economic concerns due to the resulting disparate treatment of different groups. We propose an algorithm for sequentially debiasing such datasets through adaptive and bounded exploration in a classification problem with costly and censored feedback. Exploration in this context means that at times, and to a judiciouslychosen extent, the decision maker deviates from its (current) loss-minimizing rule, and instead accepts some individuals that would otherwise be rejected, so as to reduce statistical data biases. Our proposed algorithm includes parameters that can be used to balance between the ultimate goal of removing data biases - which will in turn lead to more accurate and fair decisions, and the exploration risks incurred to achieve this goal. We analytically show that such exploration can help debias data in certain distributions. We further investigate how fairness criteria can work in conjunction with our data debiasing algorithm. We illustrate the performance of our algorithm using experiments on synthetic and real-world datasets.

Graphs have been commonly used to represent complex data structures. In models dealing with graph-structured data, multivariate parameters may not only exhibit sparse patterns but have structured sparsity and smoothness in the sense that both zero and non-zero parameters tend to cluster together. We propose a new prior for high-dimensional parameters with graphical relations, referred to as the Treebased Low-rank Horseshoe (T-LoHo) model, that generalizes the popular univariate Bayesian horseshoe shrinkage prior to the multivariate setting to detect structured sparsity and smoothness simultaneously. The T-LoHo prior can be embedded in many high-dimensional hierarchical models. To illustrate its utility, we apply it to regularize a Bayesian high-dimensional regression problem where the regression coefficients are linked by a graph, so that the resulting clusters have flexible shapes and satisfy the cluster contiguity constraint with respect to the graph. We design an efficient Markov chain Monte Carlo algorithm that delivers full Bayesian inference with uncertainty measures for model parameters such as the number of clusters. We offer theoretical investigations of the clustering effects and posterior concentration results. Finally, we illustrate the performance of the model with simulation studies and a real data application for anomaly detection on a road network. The results indicate substantial improvements over other competing methods such as the sparse fused lasso.