BanditMF: Multi-Armed Bandit Based Matrix Factorization Recommender System

Multi-armed bandits (MAB) provide a principled online learning approach to attain the balance between exploration and exploitation.Due to the superior performance and low feedback learning without the learning to act in multiple situations, Multi-armed Bandits drawing widespread attention in applications ranging such as recommender systems. Likewise, within the recommender system, collaborative filtering (CF) is arguably the earliest and most influential method in the recommender system. Crucially, new users and an ever-changing pool of recommended items are the challenges that recommender systems need to address. For collaborative filtering, the classical method is training the model offline, then perform the online testing, but this approach can no longer handle the dynamic changes in user preferences which is the so-called \textit{cold start}. So how to effectively recommend items to users in the absence of effective information? To address the aforementioned problems, a multi-armed bandit based collaborative filtering recommender system has been proposed, named BanditMF. BanditMF is designed to address two challenges in the multi-armed bandits algorithm and collaborative filtering: (1) how to solve the cold start problem for collaborative filtering under the condition of scarcity of valid information, (2) how to solve the sub-optimal problem of bandit algorithms in strong social relations domains caused by independently estimating unknown parameters associated with each user and ignoring correlations between users.Comment: MSc dissertatio

Connections Between Adaptive Control and Optimization in Machine Learning

This paper demonstrates many immediate connections between adaptive control and optimization methods commonly employed in machine learning. Starting from common output error formulations, similarities in update law modifications are examined. Concepts in stability, performance, and learning, common to both fields are then discussed. Building on the similarities in update laws and common concepts, new intersections and opportunities for improved algorithm analysis are provided. In particular, a specific problem related to higher order learning is solved through insights obtained from these intersections.Comment: 18 page

A Latent Source Model for Online Collaborative Filtering

Despite the prevalence of collaborative filtering in recommendation systems, there has been little theoretical development on why and how well it works, especially in the "online" setting, where items are recommended to users over time. We address this theoretical gap by introducing a model for online recommendation systems, cast item recommendation under the model as a learning problem, and analyze the performance of a cosine-similarity collaborative filtering method. In our model, each of $n$ users either likes or dislikes each of $m$ items. We assume there to be $k$ types of users, and all the users of a given type share a common string of probabilities determining the chance of liking each item. At each time step, we recommend an item to each user, where a key distinction from related bandit literature is that once a user consumes an item (e.g., watches a movie), then that item cannot be recommended to the same user again. The goal is to maximize the number of likable items recommended to users over time. Our main result establishes that after nearly $\log(km)$ initial learning time steps, a simple collaborative filtering algorithm achieves essentially optimal performance without knowing $k$. The algorithm has an exploitation step that uses cosine similarity and two types of exploration steps, one to explore the space of items (standard in the literature) and the other to explore similarity between users (novel to this work).Comment: Advances in Neural Information Processing Systems (NIPS 2014