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arXiv 1802.09714cs.LG
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强大的行动者-批评者情境Bandit for Mobile Health(mHealth)干预

Robust Actor-Critic Contextual Bandit for Mobile Health (mHealth) Interventions

University of Texas at Arlington(德克萨斯大学阿灵顿分校)

Feiyun Zhu, Jun Guo, Ruoyu Li, Junzhou Huang

摘要:

我们认为行动者-评论家的上下文强盗的移动健康(mHealth)干预。最先进的决策算法通常会忽略数据集中的离群值。在本文中,我们提出了一种新的强大的上下文强盗方法的mHealth。与现有的上下文Bandit方法相比,该方法在不含离群点的数据集上既能减少离群点的影响,又能寻求相似的解,从而达到了一个矛盾的目标。这种性能依赖于两种技术:(1)capped- $\ell_{2}$范数;(2)设置阈值超参数的可靠方法,其灵感来自统计学中最基本的技术之一。虽然该模型是非凸和不可微的,我们提出了一个有效的加权算法,并提供坚实的理论分析。我们证明了所提出的算法可以找到足够的减少点后,每次迭代,并最终收敛后,有限次迭代。在两个数据集上的大量实验结果表明,我们的方法可以实现几乎相同的结果相比,国家的最先进的上下文强盗方法在数据集上没有离群值,并显着优于那些国家的最先进的方法在严重噪声数据集与离群值在各种参数设置。

英文摘要:

We consider the actor-critic contextual bandit for the mobile health (mHealth) intervention. State-of-the-art decision-making algorithms generally ignore the outliers in the dataset. In this paper, we propose a novel robust contextual bandit method for the mHealth. It can achieve the conflicting goal of reducing the influence of outliers while seeking for a similar solution compared with the state-of-the-art contextual bandit methods on the datasets without outliers. Such performance relies on two technologies: (1) the capped-$\ell_{2}$ norm; (2) a reliable method to set the thresholding hyper-parameter, which is inspired by one of the most fundamental techniques in the statistics. Although the model is non-convex and non-differentiable, we propose an effective reweighted algorithm and provide solid theoretical analyses. We prove that the proposed algorithm can find sufficiently decreasing points after each iteration and finally converges after a finite number of iterations. Extensive experiment results on two datasets demonstrate that our method can achieve almost identical results compared with state-of-the-art contextual bandit methods on the dataset without outliers, and significantly outperform those state-of-the-art methods on the badly noised dataset with outliers in a variety of parameter settings.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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