Unbiased Offline Evaluation of Contextual-bandit-based News Article Recommendation Algorithms

Contextual bandit algorithms have become popular for online recommendation systems such as Digg, Yahoo! Buzz, and news recommendation in general. \emph{Offline} evaluation of the effectiveness of new algorithms in these applications is critical for protecting online user experiences but very challenging due to their "partial-label" nature. Common practice is to create a simulator which simulates the online environment for the problem at hand and then run an algorithm against this simulator. However, creating simulator itself is often difficult and modeling bias is usually unavoidably introduced. In this paper, we introduce a \emph{replay} methodology for contextual bandit algorithm evaluation. Different from simulator-based approaches, our method is completely data-driven and very easy to adapt to different applications. More importantly, our method can provide provably unbiased evaluations. Our empirical results on a large-scale news article recommendation dataset collected from Yahoo! Front Page conform well with our theoretical results. Furthermore, comparisons between our offline replay and online bucket evaluation of several contextual bandit algorithms show accuracy and effectiveness of our offline evaluation method.Comment: 10 pages, 7 figures, revised from the published version at the WSDM 2011 conferenc

Contextual Linear Bandits under Noisy Features: Towards Bayesian Oracles

We study contextual linear bandit problems under uncertainty on features; they are noisy with missing entries. To address the challenges from the noise, we analyze Bayesian oracles given observed noisy features. Our Bayesian analysis finds that the optimal hypothesis can be far from the underlying realizability function, depending on noise characteristics, which is highly non-intuitive and does not occur for classical noiseless setups. This implies that classical approaches cannot guarantee a non-trivial regret bound. We thus propose an algorithm aiming at the Bayesian oracle from observed information under this model, achieving $\tilde{O}(d\sqrt{T})$ regret bound with respect to feature dimension $d$ and time horizon $T$. We demonstrate the proposed algorithm using synthetic and real-world datasets.Comment: 30 page

A Contextual-Bandit Approach to Personalized News Article Recommendation

Personalized web services strive to adapt their services (advertisements, news articles, etc) to individual users by making use of both content and user information. Despite a few recent advances, this problem remains challenging for at least two reasons. First, web service is featured with dynamically changing pools of content, rendering traditional collaborative filtering methods inapplicable. Second, the scale of most web services of practical interest calls for solutions that are both fast in learning and computation. In this work, we model personalized recommendation of news articles as a contextual bandit problem, a principled approach in which a learning algorithm sequentially selects articles to serve users based on contextual information about the users and articles, while simultaneously adapting its article-selection strategy based on user-click feedback to maximize total user clicks. The contributions of this work are three-fold. First, we propose a new, general contextual bandit algorithm that is computationally efficient and well motivated from learning theory. Second, we argue that any bandit algorithm can be reliably evaluated offline using previously recorded random traffic. Finally, using this offline evaluation method, we successfully applied our new algorithm to a Yahoo! Front Page Today Module dataset containing over 33 million events. Results showed a 12.5% click lift compared to a standard context-free bandit algorithm, and the advantage becomes even greater when data gets more scarce.Comment: 10 pages, 5 figure

Safe Exploration for Optimizing Contextual Bandits

Contextual bandit problems are a natural fit for many information retrieval tasks, such as learning to rank, text classification, recommendation, etc. However, existing learning methods for contextual bandit problems have one of two drawbacks: they either do not explore the space of all possible document rankings (i.e., actions) and, thus, may miss the optimal ranking, or they present suboptimal rankings to a user and, thus, may harm the user experience. We introduce a new learning method for contextual bandit problems, Safe Exploration Algorithm (SEA), which overcomes the above drawbacks. SEA starts by using a baseline (or production) ranking system (i.e., policy), which does not harm the user experience and, thus, is safe to execute, but has suboptimal performance and, thus, needs to be improved. Then SEA uses counterfactual learning to learn a new policy based on the behavior of the baseline policy. SEA also uses high-confidence off-policy evaluation to estimate the performance of the newly learned policy. Once the performance of the newly learned policy is at least as good as the performance of the baseline policy, SEA starts using the new policy to execute new actions, allowing it to actively explore favorable regions of the action space. This way, SEA never performs worse than the baseline policy and, thus, does not harm the user experience, while still exploring the action space and, thus, being able to find an optimal policy. Our experiments using text classification and document retrieval confirm the above by comparing SEA (and a boundless variant called BSEA) to online and offline learning methods for contextual bandit problems.Comment: 23 pages, 3 figure

Thompson Sampling Regret Bounds for Contextual Bandits with sub-Gaussian rewards

In this work, we study the performance of the Thompson Sampling algorithm for Contextual Bandit problems based on the framework introduced by Neu et al. and their concept of lifted information ratio. First, we prove a comprehensive bound on the Thompson Sampling expected cumulative regret that depends on the mutual information of the environment parameters and the history. Then, we introduce new bounds on the lifted information ratio that hold for sub-Gaussian rewards, thus generalizing the results from Neu et al. which analysis requires binary rewards. Finally, we provide explicit regret bounds for the special cases of unstructured bounded contextual bandits, structured bounded contextual bandits with Laplace likelihood, structured Bernoulli bandits, and bounded linear contextual bandits.Comment: 8 pages: 5 of the main text, 1 of references, and 2 of appendices. Accepted to ISIT 202

An Analysis of the Value of Information when Exploring Stochastic, Discrete Multi-Armed Bandits

In this paper, we propose an information-theoretic exploration strategy for stochastic, discrete multi-armed bandits that achieves optimal regret. Our strategy is based on the value of information criterion. This criterion measures the trade-off between policy information and obtainable rewards. High amounts of policy information are associated with exploration-dominant searches of the space and yield high rewards. Low amounts of policy information favor the exploitation of existing knowledge. Information, in this criterion, is quantified by a parameter that can be varied during search. We demonstrate that a simulated-annealing-like update of this parameter, with a sufficiently fast cooling schedule, leads to an optimal regret that is logarithmic with respect to the number of episodes.Comment: Entrop

Thirty Years of Machine Learning: The Road to Pareto-Optimal Wireless Networks

Future wireless networks have a substantial potential in terms of supporting a broad range of complex compelling applications both in military and civilian fields, where the users are able to enjoy high-rate, low-latency, low-cost and reliable information services. Achieving this ambitious goal requires new radio techniques for adaptive learning and intelligent decision making because of the complex heterogeneous nature of the network structures and wireless services. Machine learning (ML) algorithms have great success in supporting big data analytics, efficient parameter estimation and interactive decision making. Hence, in this article, we review the thirty-year history of ML by elaborating on supervised learning, unsupervised learning, reinforcement learning and deep learning. Furthermore, we investigate their employment in the compelling applications of wireless networks, including heterogeneous networks (HetNets), cognitive radios (CR), Internet of things (IoT), machine to machine networks (M2M), and so on. This article aims for assisting the readers in clarifying the motivation and methodology of the various ML algorithms, so as to invoke them for hitherto unexplored services as well as scenarios of future wireless networks.Comment: 46 pages, 22 fig