2,144 research outputs found
Contextual Bandits with Cross-learning
In the classical contextual bandits problem, in each round , a learner
observes some context , chooses some action to perform, and receives
some reward . We consider the variant of this problem where in
addition to receiving the reward , the learner also learns the
values of for all other contexts ; i.e., the rewards that
would have been achieved by performing that action under different contexts.
This variant arises in several strategic settings, such as learning how to bid
in non-truthful repeated auctions (in this setting the context is the decision
maker's private valuation for each auction). We call this problem the
contextual bandits problem with cross-learning. The best algorithms for the
classical contextual bandits problem achieve regret
against all stationary policies, where is the number of contexts, the
number of actions, and the number of rounds. We demonstrate algorithms for
the contextual bandits problem with cross-learning that remove the dependence
on and achieve regret (when contexts are stochastic with
known distribution), (when contexts are stochastic
with unknown distribution), and (when contexts are
adversarial but rewards are stochastic).Comment: 48 pages, 5 figure
An Efficient Bandit Algorithm for Realtime Multivariate Optimization
Optimization is commonly employed to determine the content of web pages, such
as to maximize conversions on landing pages or click-through rates on search
engine result pages. Often the layout of these pages can be decoupled into
several separate decisions. For example, the composition of a landing page may
involve deciding which image to show, which wording to use, what color
background to display, etc. Such optimization is a combinatorial problem over
an exponentially large decision space. Randomized experiments do not scale well
to this setting, and therefore, in practice, one is typically limited to
optimizing a single aspect of a web page at a time. This represents a missed
opportunity in both the speed of experimentation and the exploitation of
possible interactions between layout decisions.
Here we focus on multivariate optimization of interactive web pages. We
formulate an approach where the possible interactions between different
components of the page are modeled explicitly. We apply bandit methodology to
explore the layout space efficiently and use hill-climbing to select optimal
content in realtime. Our algorithm also extends to contextualization and
personalization of layout selection. Simulation results show the suitability of
our approach to large decision spaces with strong interactions between content.
We further apply our algorithm to optimize a message that promotes adoption of
an Amazon service. After only a single week of online optimization, we saw a
21% conversion increase compared to the median layout. Our technique is
currently being deployed to optimize content across several locations at
Amazon.com.Comment: KDD'17 Audience Appreciation Awar
Nonparametric Stochastic Contextual Bandits
We analyze the -armed bandit problem where the reward for each arm is a
noisy realization based on an observed context under mild nonparametric
assumptions. We attain tight results for top-arm identification and a sublinear
regret of , where is the
context dimension, for a modified UCB algorithm that is simple to implement
(NN-UCB). We then give global intrinsic dimension dependent and ambient
dimension independent regret bounds. We also discuss recovering topological
structures within the context space based on expected bandit performance and
provide an extension to infinite-armed contextual bandits. Finally, we
experimentally show the improvement of our algorithm over existing multi-armed
bandit approaches for both simulated tasks and MNIST image classification.Comment: AAAI 201
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