1,688 research outputs found
Calibrated Fairness in Bandits
We study fairness within the stochastic, \emph{multi-armed bandit} (MAB)
decision making framework. We adapt the fairness framework of "treating similar
individuals similarly" to this setting. Here, an `individual' corresponds to an
arm and two arms are `similar' if they have a similar quality distribution.
First, we adopt a {\em smoothness constraint} that if two arms have a similar
quality distribution then the probability of selecting each arm should be
similar. In addition, we define the {\em fairness regret}, which corresponds to
the degree to which an algorithm is not calibrated, where perfect calibration
requires that the probability of selecting an arm is equal to the probability
with which the arm has the best quality realization. We show that a variation
on Thompson sampling satisfies smooth fairness for total variation distance,
and give an bound on fairness regret. This complements
prior work, which protects an on-average better arm from being less favored. We
also explain how to extend our algorithm to the dueling bandit setting.Comment: To be presented at the FAT-ML'17 worksho
Learning Contextual Bandits in a Non-stationary Environment
Multi-armed bandit algorithms have become a reference solution for handling
the explore/exploit dilemma in recommender systems, and many other important
real-world problems, such as display advertisement. However, such algorithms
usually assume a stationary reward distribution, which hardly holds in practice
as users' preferences are dynamic. This inevitably costs a recommender system
consistent suboptimal performance. In this paper, we consider the situation
where the underlying distribution of reward remains unchanged over (possibly
short) epochs and shifts at unknown time instants. In accordance, we propose a
contextual bandit algorithm that detects possible changes of environment based
on its reward estimation confidence and updates its arm selection strategy
respectively. Rigorous upper regret bound analysis of the proposed algorithm
demonstrates its learning effectiveness in such a non-trivial environment.
Extensive empirical evaluations on both synthetic and real-world datasets for
recommendation confirm its practical utility in a changing environment.Comment: 10 pages, 13 figures, To appear on ACM Special Interest Group on
Information Retrieval (SIGIR) 201
- …