1,624 research outputs found
Optimizing Ranking Models in an Online Setting
Online Learning to Rank (OLTR) methods optimize ranking models by directly
interacting with users, which allows them to be very efficient and responsive.
All OLTR methods introduced during the past decade have extended on the
original OLTR method: Dueling Bandit Gradient Descent (DBGD). Recently, a
fundamentally different approach was introduced with the Pairwise
Differentiable Gradient Descent (PDGD) algorithm. To date the only comparisons
of the two approaches are limited to simulations with cascading click models
and low levels of noise. The main outcome so far is that PDGD converges at
higher levels of performance and learns considerably faster than DBGD-based
methods. However, the PDGD algorithm assumes cascading user behavior,
potentially giving it an unfair advantage. Furthermore, the robustness of both
methods to high levels of noise has not been investigated. Therefore, it is
unclear whether the reported advantages of PDGD over DBGD generalize to
different experimental conditions. In this paper, we investigate whether the
previous conclusions about the PDGD and DBGD comparison generalize from ideal
to worst-case circumstances. We do so in two ways. First, we compare the
theoretical properties of PDGD and DBGD, by taking a critical look at
previously proven properties in the context of ranking. Second, we estimate an
upper and lower bound on the performance of methods by simulating both ideal
user behavior and extremely difficult behavior, i.e., almost-random
non-cascading user models. Our findings show that the theoretical bounds of
DBGD do not apply to any common ranking model and, furthermore, that the
performance of DBGD is substantially worse than PDGD in both ideal and
worst-case circumstances. These results reproduce previously published findings
about the relative performance of PDGD vs. DBGD and generalize them to
extremely noisy and non-cascading circumstances.Comment: European Conference on Information Retrieval (ECIR) 201
Functional Bandits
We introduce the functional bandit problem, where the objective is to find an
arm that optimises a known functional of the unknown arm-reward distributions.
These problems arise in many settings such as maximum entropy methods in
natural language processing, and risk-averse decision-making, but current
best-arm identification techniques fail in these domains. We propose a new
approach, that combines functional estimation and arm elimination, to tackle
this problem. This method achieves provably efficient performance guarantees.
In addition, we illustrate this method on a number of important functionals in
risk management and information theory, and refine our generic theoretical
results in those cases
Counterfactual Risk Minimization: Learning from Logged Bandit Feedback
We develop a learning principle and an efficient algorithm for batch learning
from logged bandit feedback. This learning setting is ubiquitous in online
systems (e.g., ad placement, web search, recommendation), where an algorithm
makes a prediction (e.g., ad ranking) for a given input (e.g., query) and
observes bandit feedback (e.g., user clicks on presented ads). We first address
the counterfactual nature of the learning problem through propensity scoring.
Next, we prove generalization error bounds that account for the variance of the
propensity-weighted empirical risk estimator. These constructive bounds give
rise to the Counterfactual Risk Minimization (CRM) principle. We show how CRM
can be used to derive a new learning method -- called Policy Optimizer for
Exponential Models (POEM) -- for learning stochastic linear rules for
structured output prediction. We present a decomposition of the POEM objective
that enables efficient stochastic gradient optimization. POEM is evaluated on
several multi-label classification problems showing substantially improved
robustness and generalization performance compared to the state-of-the-art.Comment: 10 page
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