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arXiv 2110.01072stat.MLcs.LG
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基于二进制反馈的上下文搜索主动学习

Active Learning for Contextual Search with Binary Feedbacks

Leonard N. Stern School of Business, New York University(纽约大学伦纳德·N·斯特恩商学院);Naveen Jindal School of Management, University of Texas at Dallas(德克萨斯大学达拉斯分校纳文·金达尔管理学院)

Xi Chen, Quanquan Liu, Yining Wang

摘要:

在本文中,我们研究了上下文搜索中的学习问题,这是出于应用程序,如第一价格拍卖,个性化医疗实验,和基于特征的定价实验。特别是,对于一系列到达的上下文向量,每个上下文与一个底层值相关联,决策者要么在某个点进行查询,要么跳过上下文。决策者将仅观察关于查询点和与上下文相关联的值之间的关系的二进制反馈。我们研究了一个PAC学习设置,其中的目标是学习的背景下的查询数量最少的基本均值函数。为了解决这一挑战,我们提出了一个三部分搜索方法结合基于边缘的主动学习方法。我们表明,该算法只需要进行$O(1/\varepsilon^2)$查询,以实现$ε$估计精度。该样本复杂度显著降低了被动设置中所需的样本复杂度,至少降低了$Ω(1/\varepsilon^4)$。

英文摘要:

In this paper, we study the learning problem in contextual search, which is motivated by applications such as first-price auction, personalized medicine experiments, and feature-based pricing experiments. In particular, for a sequence of arriving context vectors, with each context associated with an underlying value, the decision-maker either makes a query at a certain point or skips the context. The decision-maker will only observe the binary feedback on the relationship between the query point and the value associated with the context. We study a PAC learning setting, where the goal is to learn the underlying mean value function in context with a minimum number of queries. To address this challenge, we propose a tri-section search approach combined with a margin-based active learning method. We show that the algorithm only needs to make $O(1/\varepsilon^2)$ queries to achieve an $ε$-estimation accuracy. This sample complexity significantly reduces the required sample complexity in the passive setting, at least $Ω(1/\varepsilon^4)$.

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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