A Game-theoretic Machine Learning Approach for Revenue Maximization in Sponsored Search

Sponsored search is an important monetization channel for search engines, in which an auction mechanism is used to select the ads shown to users and determine the prices charged from advertisers. There have been several pieces of work in the literature that investigate how to design an auction mechanism in order to optimize the revenue of the search engine. However, due to some unrealistic assumptions used, the practical values of these studies are not very clear. In this paper, we propose a novel \emph{game-theoretic machine learning} approach, which naturally combines machine learning and game theory, and learns the auction mechanism using a bilevel optimization framework. In particular, we first learn a Markov model from historical data to describe how advertisers change their bids in response to an auction mechanism, and then for any given auction mechanism, we use the learnt model to predict its corresponding future bid sequences. Next we learn the auction mechanism through empirical revenue maximization on the predicted bid sequences. We show that the empirical revenue will converge when the prediction period approaches infinity, and a Genetic Programming algorithm can effectively optimize this empirical revenue. Our experiments indicate that the proposed approach is able to produce a much more effective auction mechanism than several baselines.Comment: Twenty-third International Conference on Artificial Intelligence (IJCAI 2013

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

Learning what matters - Sampling interesting patterns

In the field of exploratory data mining, local structure in data can be described by patterns and discovered by mining algorithms. Although many solutions have been proposed to address the redundancy problems in pattern mining, most of them either provide succinct pattern sets or take the interests of the user into account-but not both. Consequently, the analyst has to invest substantial effort in identifying those patterns that are relevant to her specific interests and goals. To address this problem, we propose a novel approach that combines pattern sampling with interactive data mining. In particular, we introduce the LetSIP algorithm, which builds upon recent advances in 1) weighted sampling in SAT and 2) learning to rank in interactive pattern mining. Specifically, it exploits user feedback to directly learn the parameters of the sampling distribution that represents the user's interests. We compare the performance of the proposed algorithm to the state-of-the-art in interactive pattern mining by emulating the interests of a user. The resulting system allows efficient and interleaved learning and sampling, thus user-specific anytime data exploration. Finally, LetSIP demonstrates favourable trade-offs concerning both quality-diversity and exploitation-exploration when compared to existing methods.Comment: PAKDD 2017, extended versio

Efficient Exploration of Gradient Space for Online Learning to Rank

Online learning to rank (OL2R) optimizes the utility of returned search results based on implicit feedback gathered directly from users. To improve the estimates, OL2R algorithms examine one or more exploratory gradient directions and update the current ranker if a proposed one is preferred by users via an interleaved test. In this paper, we accelerate the online learning process by efficient exploration in the gradient space. Our algorithm, named as Null Space Gradient Descent, reduces the exploration space to only the \emph{null space} of recent poorly performing gradients. This prevents the algorithm from repeatedly exploring directions that have been discouraged by the most recent interactions with users. To improve sensitivity of the resulting interleaved test, we selectively construct candidate rankers to maximize the chance that they can be differentiated by candidate ranking documents in the current query; and we use historically difficult queries to identify the best ranker when tie occurs in comparing the rankers. Extensive experimental comparisons with the state-of-the-art OL2R algorithms on several public benchmarks confirmed the effectiveness of our proposal algorithm, especially in its fast learning convergence and promising ranking quality at an early stage.Comment: To appear on SIGIR '18: The 41st International ACM SIGIR Conference on Research & Development in Information Retrieva

Carousel Personalization in Music Streaming Apps with Contextual Bandits

Media services providers, such as music streaming platforms, frequently leverage swipeable carousels to recommend personalized content to their users. However, selecting the most relevant items (albums, artists, playlists...) to display in these carousels is a challenging task, as items are numerous and as users have different preferences. In this paper, we model carousel personalization as a contextual multi-armed bandit problem with multiple plays, cascade-based updates and delayed batch feedback. We empirically show the effectiveness of our framework at capturing characteristics of real-world carousels by addressing a large-scale playlist recommendation task on a global music streaming mobile app. Along with this paper, we publicly release industrial data from our experiments, as well as an open-source environment to simulate comparable carousel personalization learning problems.Comment: 14th ACM Conference on Recommender Systems (RecSys 2020, Best Short Paper Candidate

The contribution of data mining to information science

The information explosion is a serious challenge for current information institutions. On the other hand, data mining, which is the search for valuable information in large volumes of data, is one of the solutions to face this challenge. In the past several years, data mining has made a significant contribution to the field of information science. This paper examines the impact of data mining by reviewing existing applications, including personalized environments, electronic commerce, and search engines. For these three types of application, how data mining can enhance their functions is discussed. The reader of this paper is expected to get an overview of the state of the art research associated with these applications. Furthermore, we identify the limitations of current work and raise several directions for future research