Online Clustering of Bandits

We introduce a novel algorithmic approach to content recommendation based on adaptive clustering of exploration-exploitation ("bandit") strategies. We provide a sharp regret analysis of this algorithm in a standard stochastic noise setting, demonstrate its scalability properties, and prove its effectiveness on a number of artificial and real-world datasets. Our experiments show a significant increase in prediction performance over state-of-the-art methods for bandit problems.Comment: In E. Xing and T. Jebara (Eds.), Proceedings of 31st International Conference on Machine Learning, Journal of Machine Learning Research Workshop and Conference Proceedings, Vol.32 (JMLR W&CP-32), Beijing, China, Jun. 21-26, 2014 (ICML 2014), Submitted by Shuai Li (https://sites.google.com/site/shuailidotsli

The art of clustering bandits.

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more generally, recommendation systems. In many cases, however, these applications have a strong social component, whose integration in the bandit algorithms could lead to a dramatic performance increase. For instance, we may want to serve content to a group of users by taking advantage of an underlying network of social relationships among them. The purpose of this thesis is to introduce novel and principled algorithmic approaches to the solution of such networked bandit problems. Starting from a global (Laplacian-based) strategy which allocates a bandit algorithm to each network node (user), and allows it to "share" signals (contexts and payoffs) with the neghboring nodes, our goal is to derive and experimentally test more scalable approaches based on different ways of clustering the graph nodes. More importantly, we shall investigate the case when the graph structure is not given ahead of time, and has to be inferred based on past user behavior. A general difficulty arising in such practical scenarios is that data sequences are typically nonstationary, implying that traditional statistical inference methods should be used cautiously, possibly replacing them with by more robust nonstochastic (e.g., game-theoretic) inference methods. In this thesis, we will firstly introduce the centralized clustering bandits. Then, we propose the corresponding solution in decentralized scenario. After that, we explain the generic collaborative clustering bandits. Finally, we extend and showcase the state-of-the-art clustering bandits that we developed in the quantification problem

Personalized Course Sequence Recommendations

Given the variability in student learning it is becoming increasingly important to tailor courses as well as course sequences to student needs. This paper presents a systematic methodology for offering personalized course sequence recommendations to students. First, a forward-search backward-induction algorithm is developed that can optimally select course sequences to decrease the time required for a student to graduate. The algorithm accounts for prerequisite requirements (typically present in higher level education) and course availability. Second, using the tools of multi-armed bandits, an algorithm is developed that can optimally recommend a course sequence that both reduces the time to graduate while also increasing the overall GPA of the student. The algorithm dynamically learns how students with different contextual backgrounds perform for given course sequences and then recommends an optimal course sequence for new students. Using real-world student data from the UCLA Mechanical and Aerospace Engineering department, we illustrate how the proposed algorithms outperform other methods that do not include student contextual information when making course sequence recommendations