5,636 research outputs found
Near-Optimal Algorithms for Online Matrix Prediction
In several online prediction problems of recent interest the comparison class
is composed of matrices with bounded entries. For example, in the online
max-cut problem, the comparison class is matrices which represent cuts of a
given graph and in online gambling the comparison class is matrices which
represent permutations over n teams. Another important example is online
collaborative filtering in which a widely used comparison class is the set of
matrices with a small trace norm. In this paper we isolate a property of
matrices, which we call (beta,tau)-decomposability, and derive an efficient
online learning algorithm, that enjoys a regret bound of O*(sqrt(beta tau T))
for all problems in which the comparison class is composed of
(beta,tau)-decomposable matrices. By analyzing the decomposability of cut
matrices, triangular matrices, and low trace-norm matrices, we derive near
optimal regret bounds for online max-cut, online gambling, and online
collaborative filtering. In particular, this resolves (in the affirmative) an
open problem posed by Abernethy (2010); Kleinberg et al (2010). Finally, we
derive lower bounds for the three problems and show that our upper bounds are
optimal up to logarithmic factors. In particular, our lower bound for the
online collaborative filtering problem resolves another open problem posed by
Shamir and Srebro (2011).Comment: 25 page
Regret Bounds and Regimes of Optimality for User-User and Item-Item Collaborative Filtering
We consider an online model for recommendation systems, with each user being
recommended an item at each time-step and providing 'like' or 'dislike'
feedback. Each user may be recommended a given item at most once. A latent
variable model specifies the user preferences: both users and items are
clustered into types. All users of a given type have identical preferences for
the items, and similarly, items of a given type are either all liked or all
disliked by a given user. We assume that the matrix encoding the preferences of
each user type for each item type is randomly generated; in this way, the model
captures structure in both the item and user spaces, the amount of structure
depending on the number of each of the types. The measure of performance of the
recommendation system is the expected number of disliked recommendations per
user, defined as expected regret. We propose two algorithms inspired by
user-user and item-item collaborative filtering (CF), modified to explicitly
make exploratory recommendations, and prove performance guarantees in terms of
their expected regret. For two regimes of model parameters, with structure only
in item space or only in user space, we prove information-theoretic lower
bounds on regret that match our upper bounds up to logarithmic factors. Our
analysis elucidates system operating regimes in which existing CF algorithms
are nearly optimal.Comment: 51 page
Efficient Transductive Online Learning via Randomized Rounding
Most traditional online learning algorithms are based on variants of mirror
descent or follow-the-leader. In this paper, we present an online algorithm
based on a completely different approach, tailored for transductive settings,
which combines "random playout" and randomized rounding of loss subgradients.
As an application of our approach, we present the first computationally
efficient online algorithm for collaborative filtering with trace-norm
constrained matrices. As a second application, we solve an open question
linking batch learning and transductive online learningComment: To appear in a Festschrift in honor of V.N. Vapnik. Preliminary
version presented in NIPS 201
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