An Efficient Bandit Algorithm for Realtime Multivariate Optimization

Optimization is commonly employed to determine the content of web pages, such as to maximize conversions on landing pages or click-through rates on search engine result pages. Often the layout of these pages can be decoupled into several separate decisions. For example, the composition of a landing page may involve deciding which image to show, which wording to use, what color background to display, etc. Such optimization is a combinatorial problem over an exponentially large decision space. Randomized experiments do not scale well to this setting, and therefore, in practice, one is typically limited to optimizing a single aspect of a web page at a time. This represents a missed opportunity in both the speed of experimentation and the exploitation of possible interactions between layout decisions. Here we focus on multivariate optimization of interactive web pages. We formulate an approach where the possible interactions between different components of the page are modeled explicitly. We apply bandit methodology to explore the layout space efficiently and use hill-climbing to select optimal content in realtime. Our algorithm also extends to contextualization and personalization of layout selection. Simulation results show the suitability of our approach to large decision spaces with strong interactions between content. We further apply our algorithm to optimize a message that promotes adoption of an Amazon service. After only a single week of online optimization, we saw a 21% conversion increase compared to the median layout. Our technique is currently being deployed to optimize content across several locations at Amazon.com.Comment: KDD'17 Audience Appreciation Awar

BOCK : Bayesian Optimization with Cylindrical Kernels

A major challenge in Bayesian Optimization is the boundary issue (Swersky, 2017) where an algorithm spends too many evaluations near the boundary of its search space. In this paper, we propose BOCK, Bayesian Optimization with Cylindrical Kernels, whose basic idea is to transform the ball geometry of the search space using a cylindrical transformation. Because of the transformed geometry, the Gaussian Process-based surrogate model spends less budget searching near the boundary, while concentrating its efforts relatively more near the center of the search region, where we expect the solution to be located. We evaluate BOCK extensively, showing that it is not only more accurate and efficient, but it also scales successfully to problems with a dimensionality as high as 500. We show that the better accuracy and scalability of BOCK even allows optimizing modestly sized neural network layers, as well as neural network hyperparameters.Comment: 10 pages, 5 figures, 5 tables, 1 algorith

Optimizing omnidirectional reflection by multilayer mirrors

Periodic layered media can reflect strongly for all incident angles and polarizations in a given frequency range. Quarter-wave stacks at normal incidence are commonplace in the design of such omnidirectional reflectors. We discuss alternative design criteria to optimize these systems.Comment: 9 pages, 6 figures. To be published in J. Opt. A: Pure and Applied Optic

Optimizing I/O for Big Array Analytics

Big array analytics is becoming indispensable in answering important scientific and business questions. Most analysis tasks consist of multiple steps, each making one or multiple passes over the arrays to be analyzed and generating intermediate results. In the big data setting, I/O optimization is a key to efficient analytics. In this paper, we develop a framework and techniques for capturing a broad range of analysis tasks expressible in nested-loop forms, representing them in a declarative way, and optimizing their I/O by identifying sharing opportunities. Experiment results show that our optimizer is capable of finding execution plans that exploit nontrivial I/O sharing opportunities with significant savings.Comment: VLDB201

Ranking-based Deep Cross-modal Hashing

Cross-modal hashing has been receiving increasing interests for its low storage cost and fast query speed in multi-modal data retrievals. However, most existing hashing methods are based on hand-crafted or raw level features of objects, which may not be optimally compatible with the coding process. Besides, these hashing methods are mainly designed to handle simple pairwise similarity. The complex multilevel ranking semantic structure of instances associated with multiple labels has not been well explored yet. In this paper, we propose a ranking-based deep cross-modal hashing approach (RDCMH). RDCMH firstly uses the feature and label information of data to derive a semi-supervised semantic ranking list. Next, to expand the semantic representation power of hand-crafted features, RDCMH integrates the semantic ranking information into deep cross-modal hashing and jointly optimizes the compatible parameters of deep feature representations and of hashing functions. Experiments on real multi-modal datasets show that RDCMH outperforms other competitive baselines and achieves the state-of-the-art performance in cross-modal retrieval applications

Adapting Search Theory to Networks

The CSE is interested in the general problem of locating objects in networks. Because of their exposure to search theory, the problem they brought to the workshop was phrased in terms of adapting search theory to networks. Thus, the first step was the introduction of an already existing healthy literature on searching graphs. T. D. Parsons, who was then at Pennsylvania State University, was approached in 1977 by some local spelunkers who asked his aid in optimizing a search for someone lost in a cave in Pennsylvania. Parsons quickly formulated the problem as a search problem in a graph. Subsequent papers led to two divergent problems. One problem dealt with searching under assumptions of fairly extensive information, while the other problem dealt with searching under assumptions of essentially zero information. These two topics are developed in the next two sections