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

Counterfactual Estimation and Optimization of Click Metrics for Search Engines

Optimizing an interactive system against a predefined online metric is particularly challenging, when the metric is computed from user feedback such as clicks and payments. The key challenge is the counterfactual nature: in the case of Web search, any change to a component of the search engine may result in a different search result page for the same query, but we normally cannot infer reliably from search log how users would react to the new result page. Consequently, it appears impossible to accurately estimate online metrics that depend on user feedback, unless the new engine is run to serve users and compared with a baseline in an A/B test. This approach, while valid and successful, is unfortunately expensive and time-consuming. In this paper, we propose to address this problem using causal inference techniques, under the contextual-bandit framework. This approach effectively allows one to run (potentially infinitely) many A/B tests offline from search log, making it possible to estimate and optimize online metrics quickly and inexpensively. Focusing on an important component in a commercial search engine, we show how these ideas can be instantiated and applied, and obtain very promising results that suggest the wide applicability of these techniques

SmartChoices: Augmenting Software with Learned Implementations

We are living in a golden age of machine learning. Powerful models are being trained to perform many tasks far better than is possible using traditional software engineering approaches alone. However, developing and deploying those models in existing software systems remains difficult. In this paper we present SmartChoices, a novel approach to incorporating machine learning into mature software stacks easily, safely, and effectively. We explain the overall design philosophy and present case studies using SmartChoices within large scale industrial systems

Learning Adaptive Display Exposure for Real-Time Advertising

In E-commerce advertising, where product recommendations and product ads are presented to users simultaneously, the traditional setting is to display ads at fixed positions. However, under such a setting, the advertising system loses the flexibility to control the number and positions of ads, resulting in sub-optimal platform revenue and user experience. Consequently, major e-commerce platforms (e.g., Taobao.com) have begun to consider more flexible ways to display ads. In this paper, we investigate the problem of advertising with adaptive exposure: can we dynamically determine the number and positions of ads for each user visit under certain business constraints so that the platform revenue can be increased? More specifically, we consider two types of constraints: request-level constraint ensures user experience for each user visit, and platform-level constraint controls the overall platform monetization rate. We model this problem as a Constrained Markov Decision Process with per-state constraint (psCMDP) and propose a constrained two-level reinforcement learning approach to decompose the original problem into two relatively independent sub-problems. To accelerate policy learning, we also devise a constrained hindsight experience replay mechanism. Experimental evaluations on industry-scale real-world datasets demonstrate the merits of our approach in both obtaining higher revenue under the constraints and the effectiveness of the constrained hindsight experience replay mechanism.Comment: accepted by CIKM201