Policy gradients-based reinforcement learning has proven to be a promising approach for directly optimizing non-differentiable evaluation metrics for language generation tasks. However, optimizing for a specific metric reward leads to improvements in mostly that metric only, suggesting that the model is gaming the formulation of that metric in a particular way without often achieving real qualitative improvements. Hence, it is more beneficial to make the model optimize multiple diverse metric rewards jointly. While appealing, this is challenging because one needs to manually decide the importance and scaling weights of these metric rewards. Further, it is important to consider using a dynamic combination and curriculum of metric rewards that flexibly changes over time. Considering the above aspects, in our work, we automate the optimization of multiple metric rewards simultaneously via a multi-armed bandit approach (DORB), where at each round, the bandit chooses which metric reward to optimize next, based on expected arm gains. We use the Exp3 algorithm for bandits and formulate two approaches for bandit rewards: (1) Single Multi-reward Bandit (SM-Bandit); (2) Hierarchical Multi-reward Bandit (HM-Bandit). We empirically show the effectiveness of our approaches via various automatic metrics and human evaluation on two important NLG tasks: question generation and data-to-text generation, including on an unseen-test transfer setup. Finally, we present interpretable analyses of the learned bandit curriculum over the optimized rewards.
Yahoo Research（雅虎研究院）；Technion Institute of Technology（以色列理工学院）
We study the multi-armed bandit (MAB) problem where the agent receives a vectorial feedback that encodes many possibly competing objectives to be optimized. The goal of the agent is to find a policy, which can optimize these objectives simultaneously in a fair way. This multi-objective online optimization problem is formalized by using the Generalized Gini Index (GGI) aggregation function. We propose an online gradient descent algorithm which exploits the convexity of the GGI aggregation function, and controls the exploration in a careful way achieving a distribution-free regret $\tilde{\bigO}…
Universite de Toulouse（图卢兹大学）；INRA（法国国家农业科学研究院）；Institut de Mathematiques de Toulouse（图卢兹数学研究所）；Univ. Lyon（里昂大学）；ENS de Lyon（里昂高等师范学院）
We propose and analyze StoROO, an algorithm for risk optimization on stochastic black-box functions derived from StoOO. Motivated by risk-averse decision making fields like agriculture, medicine, biology or finance, we do not focus on the mean payoff but on generic functionals of the return distribution. We provide a generic regret analysis of StoROO and illustrate its applicability with two examples: the optimization of quantiles and CVaR. Inspired by the bandit literature and black-box mean optimizers, StoROO relies on the possibility to construct confidence intervals for the targeted functi…
University of Amsterdam（阿姆斯特丹大学）；Ahold Delhaize（皇家阿霍德德尔海兹集团）；Microsoft（微软）
Ranking system is the core part of modern retrieval and recommender systems, where the goal is to rank candidate items given user contexts. Optimizing ranking systems online means that the deployed system can serve user requests, e.g., queries in the web search, and optimize the ranking policy by learning from user interactions, e.g., clicks. Bandit is a general online learning framework and can be used in our optimization task. However, due to the unique features of ranking, there are several challenges in designing bandit algorithms for ranking system optimization. In this dissertation, we s…
Peking University（北京大学）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）
We initiate the study of quantum algorithms for optimizing approximately convex functions. Given a convex set ${\cal K}\subseteq\mathbb{R}^{n}$ and a function $F\colon\mathbb{R}^{n}\to\mathbb{R}$ such that there exists a convex function $f\colon\mathcal{K}\to\mathbb{R}$ satisfying $\sup_{x\in{\cal K}}|F(x)-f(x)|\leq ε/n$, our quantum algorithm finds an $x^{*}\in{\cal K}$ such that $F(x^{*})-\min_{x\in{\cal K}} F(x)\leqε$ using $\tilde{O}(n^{3})$ quantum evaluation queries to $F$. This achieves a polynomial quantum speedup compared to the best-known classical algorithms. As an application, we g…
Contextual bandit problems are a natural fit for many information retrieval tasks, such as learning to rank, text classification, recommendation, etc. However, existing learning methods for contextual bandit problems have one of two drawbacks: they either do not explore the space of all possible document rankings (i.e., actions) and, thus, may miss the optimal ranking, or they present suboptimal rankings to a user and, thus, may harm the user experience. We introduce a new learning method for contextual bandit problems, Safe Exploration Algorithm (SEA), which overcomes the above drawbacks. SEA…
Testing is an important part of tackling the COVID-19 pandemic. Availability of testing is a bottleneck due to constrained resources and effective prioritization of individuals is necessary. Here, we discuss the impact of different prioritization policies on COVID-19 patient discovery and the ability of governments and health organizations to use the results for effective decision making. We suggest a framework for testing that balances the maximal discovery of positive individuals with the need for population-based surveillance aimed at understanding disease spread and characteristics. This f…
Free University of Bozen-Bolzano（博尔扎诺自由大学）；University of Milano-Bicocca（米兰比可卡大学）
Post-harvest diseases of apple are one of the major issues in the economical sector of apple production, causing severe economical losses to producers. Thus, we developed DSSApple, a picture-based decision support system able to help users in the diagnosis of apple diseases. Specifically, this paper addresses the problem of sequentially optimizing for the best diagnosis, leveraging past interactions with the system and their contextual information (i.e. the evidence provided by the users). The problem of learning an online model while optimizing for its outcome is commonly addressed in the lit…
The widespread availability of cell phones has enabled non-profits to deliver critical health information to their beneficiaries in a timely manner. This paper describes our work to assist non-profits that employ automated messaging programs to deliver timely preventive care information to beneficiaries (new and expecting mothers) during pregnancy and after delivery. Unfortunately, a key challenge in such information delivery programs is that a significant fraction of beneficiaries drop out of the program. Yet, non-profits often have limited health-worker resources (time) to place crucial serv…
Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions of fairness to the items -- and to the sellers, artists, and writers that benefit from this exposure. We argue that the conventional bandit formulation can lead to an undesirable and unfair winner-takes-all allocation of exposure. To remedy this problem, we propose a new bandit objective that guarantees merit-based fairness of exposure to the items while opt…
Automated algorithm selection and hyperparameter tuning facilitates the application of machine learning. Traditional multi-armed bandit strategies look to the history of observed rewards to identify the most promising arms for optimizing expected total reward in the long run. When considering limited time budgets and computational resources, this backward view of rewards is inappropriate as the bandit should look into the future for anticipating the highest final reward at the end of a specified time budget. This work addresses that insight by introducing HAMLET, which extends the bandit appro…
McGill University（麦吉尔大学）；Mila Quebec AI Institute（米拉魁北克人工智能研究所）
The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment allocation probabilities of patients. However, most bandit learning algorithms are designed with the goal of minimizing the expected regret. While this approach is useful in many areas, in clinical trials, it can be sensitive to outlier data, especially when the sample size is small. In this paper, we define and study a new robustness criterion for bandit proble…
In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing cumulative costs and rewards. We present two applications, intelligent SMS routing problem and ad audience optimization problem faced by several businesses (especially online platforms), and show how our problem uniquely captures key features of these applications. We show that naive generalizations of existing MAB algorithms like Upper Confidence Bound and Thomp…
People frequently face challenging decision-making problems in which outcomes are uncertain or unknown. Artificial intelligence (AI) algorithms exist that can outperform humans at learning such tasks. Thus, there is an opportunity for AI agents to assist people in learning these tasks more effectively. In this work, we use a multi-armed bandit as a controlled setting in which to explore this direction. We pair humans with a selection of agents and observe how well each human-agent team performs. We find that team performance can beat both human and agent performance in isolation. Interestingly…
Indian Institute of Technology (BHU) Varanasi（印度理工学院（巴纳拉斯印度教大学）瓦拉纳西分校）；Yahoo Japan Corporation（雅虎日本公司）
We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In the domain of learning to rank for IR, current deep learning models are trained on objective functions different from the measures they are evaluated on. Since most evaluation measures are discrete quantities, they cannot be leveraged by directly using gradient descent algorithms without an approximation. BanditRank bridges this gap by directly optimizing a…
University of California, Davis（加州大学戴维斯分校）；Target Corporation（塔吉特公司）
Facing growing competition from online rivals, the retail industry is increasingly investing in their online shopping platforms to win the high-stake battle of customer' loyalty. User experience is playing an essential role in this competition, and retailers are continuously experimenting and optimizing their user interface for better user experience. The cost of experimentation is dominated by the opportunity cost of providing a suboptimal service to the customers. Through this paper, we demonstrate the effectiveness of opportunistic bandits to make the experiments as inexpensive as possible …
Criteo AI Lab（Criteo人工智能实验室）；Inria（法国国家信息与自动化研究所）；NYU Center for Data Science（纽约大学数据科学中心）；Univ. Grenoble Alpes（格勒诺布尔阿尔卑斯大学）；CNRS（法国国家科学研究中心）；Grenoble INP（格勒诺布尔理工学院）
In this paper, we tackle the computational efficiency of kernelized UCB algorithms in contextual bandits. While standard methods require a O(CT^3) complexity where T is the horizon and the constant C is related to optimizing the UCB rule, we propose an efficient contextual algorithm for large-scale problems. Specifically, our method relies on incremental Nystrom approximations of the joint kernel embedding of contexts and actions. This allows us to achieve a complexity of O(CTm^2) where m is the number of Nystrom points. To recover the same regret as the standard kernelized UCB algorithm, m ne…
Actor-Curator: Co-adaptive Curriculum Learning via Policy-Improvement Bandits for RL Post-Training
University of Illinois Chicago（伊利诺伊大学香槟分校）；Caltech（加州理工学院）；RPI（罗切斯特理工学院）；MBZUAI（澳门大学人工智能研究院）；University of Chicago（芝加哥大学）；NEC Laboratories America（NEC美国实验室）
Optimizing the assortment of products to display to customers is a key to increasing revenue for both offline and online retailers. To trade-off between exploring customers' preference and exploiting customers' choices learned from data, in this paper, by adopting the Multi-Nomial Logit (MNL) choice model to capture customers' choices over products, we study the problem of optimizing assortments over a planning horizon $T$ for maximizing the profit of the retailer. To make the problem setting more practical, we consider both the inventory constraint and the limited switches constraint, where t…
Continuum-armed bandits (a.k.a., black-box or $0^{th}$-order optimization) involves optimizing an unknown objective function given an oracle that evaluates the function at a query point, with the goal of using as few query points as possible. In the most well-studied case, the objective function is assumed to be Lipschitz continuous and minimax rates of simple and cumulative regrets are known in both noiseless and noisy settings. This paper studies continuum-armed bandits under more general smoothness conditions, namely Besov smoothness conditions, on the objective function. In both noiseless …
Carnegie Mellon University（卡内基梅隆大学）；H. John Heinz III College, Carnegie Mellon University（卡内基梅隆大学H.约翰·海因茨三世学院）；School of Computer Science, Carnegie Mellon University（卡内基梅隆大学计算机科学学院）
Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a coarse-to-fine hierarchical approach for encoding prior knowledge that drastically reduces the amount of exploration required. Intuitively, user preferences can be reasonably embedded in a coarse low-dimensional feature space that can be explored efficiently, requiring exploration in the high-dimensional space only as necessary. We introduce a bandit algorithm …
We study the setting of optimizing with bandit feedback with additional prior knowledge provided to the learner in the form of an initial hint of the optimal action. We present a novel algorithm for stochastic linear bandits that uses this hint to improve its regret to $\tilde O(\sqrt{T})$ when the hint is accurate, while maintaining a minimax-optimal $\tilde O(d\sqrt{T})$ regret independent of the quality of the hint. Furthermore, we provide a Pareto frontier of tight tradeoffs between best-case and worst-case regret, with matching lower bounds. Perhaps surprisingly, our work shows that lever…
Nanyang Technological University（南洋理工大学）；University of Science and Technology of China（中国科学技术大学）
Interactive recommender systems that enable the interactions between users and the recommender system have attracted increasing research attentions. Previous methods mainly focus on optimizing recommendation accuracy. However, they usually ignore the diversity of the recommendation results, thus usually results in unsatisfying user experiences. In this paper, we propose a novel diversified recommendation model, named Diversified Contextual Combinatorial Bandit (DC$^2$B), for interactive recommendation with users' implicit feedback. Specifically, DC$^2$B employs determinantal point process in t…
Online recommender systems often face long delays in receiving feedback, especially when optimizing for some long-term metrics. While mitigating the effects of delays in learning is well-understood in stationary environments, the problem becomes much more challenging when the environment changes. In fact, if the timescale of the change is comparable to the delay, it is impossible to learn about the environment, since the available observations are already obsolete. However, the arising issues can be addressed if intermediate signals are available without delay, such that given those signals, t…
Optimizing news headlines is important for publishers and media sites. A compelling headline will increase readership, user engagement and social shares. At Yahoo Front Page, headline testing is carried out using a test-rollout strategy: we first allocate equal proportion of the traffic to each headline variation for a defined testing period, and then shift all future traffic to the best-performing variation. In this paper, we introduce a multi-armed bandit (MAB) approach with batched Thompson Sampling (bTS) to dynamically test headlines for news articles. This method is able to gradually allo…
A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB simulations to simulate an online eCommerce platform for grocery pick up, optimizing for product availability. In this work, we evaluate several popular MAB strategies, such as $ε$-greedy, UCB1, and Thompson Sampling. We compare the respective performances of each MAB strategy in the context of regret minimization. We run the analysis in the scenario where the re…
Approximate information maximization for bandit games
Institut Pasteur（巴斯德研究所）；Université Paris Cité（巴黎西岱大学）；Epimethee（埃皮米修斯团队）；INRIA Paris（法国国家信息与自动化研究所巴黎分部）；CNRS（法国国家科学研究中心）；INRIA（法国国家信息与自动化研究所）；Université Paris Saclay（巴黎萨克雷大学）；LMO（奥赛数学实验室）
In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse outcomes, such as mean-variance or conditional value-at-risk (CVaR), can be of interest for critical applications (healthcare, agriculture). Algorithms have been proposed for such risk-aware measures under bandit feedback without contextual information. In this work, we study contextual bandits where such risk measures can be elicited as linear functions of the …
Use Your INSTINCT: INSTruction optimization for LLMs usIng Neural bandits Coupled with Transformers
National University of Singapore（新加坡国立大学）；Institute of Data Science, National University of Singapore（新加坡国立大学数据科学研究院）；Integrative Sciences and Engineering Programme, National University of Singapore（新加坡国立大学整合科学与工程计划（注：该计划为新加坡国立大学设立的跨学科项目，此处保留机构相关表述））；Tencent（腾讯）；Massachusetts Institute of Technology（麻省理工学院）；Guangdong Lab of AI and Digital Economy (SZ)（广东省人工智能与数字经济实验室（深圳））
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）
The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks, where communication constraints can form a bottleneck. Existing works usually fail to address this issue and can become infeasible in certain applications. In this paper we address the communication problem by optimizing the communication of rewards collected by distributed agents. By providing nearly matching upper and lower bounds, we tightly characterize…
Many real-world applications are characterized by a number of conflicting performance measures. As optimizing in a multi-objective setting leads to a set of non-dominated solutions, a preference function is required for selecting the solution with the appropriate trade-off between the objectives. The question is: how good do estimations of these objectives have to be in order for the solution maximizing the preference function to remain unchanged? In this paper, we introduce the concept of preference radius to characterize the robustness of the preference function and provide guidelines for co…
Google Research（谷歌研究院）；DeepMind（深度思维）；University of Alberta（阿尔伯塔大学）
Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes regret, the average regret over problem instances sampled from a known distribution. We focus on a tractable instance of this problem, the confidence interval and posterior width tuning, and propose an efficient algorithm for solving it. The tuning algorithm is analyzed and evaluated in multi-armed, linear, and generalized linear bandits. We report several-fol…
Criteo AI Lab（Criteo人工智能实验室）；Univ. Grenoble Alpes（格勒诺布尔阿尔卑斯大学）；CNRS（法国国家科学研究中心）；Inria（法国国家信息与自动化研究所）；Grenoble INP（格勒诺布尔国立理工学院）
In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard discrete choice models and bandit algorithms. We study this question in the context of nested bandits, a class of adversarial multi-armed bandit problems where the learner seeks to minimize their regret in the presence of a large number of distinct alternatives with a hierarchy of embedded (non-combinatorial) similarities. In this setting, optimal algorithms based…
