Reducing Dueling Bandits to Cardinal Bandits

We present algorithms for reducing the Dueling Bandits problem to the conventional (stochastic) Multi-Armed Bandits problem. The Dueling Bandits problem is an online model of learning with ordinal feedback of the form "A is preferred to B" (as opposed to cardinal feedback like "A has value 2.5"), giving it wide applicability in learning from implicit user feedback and revealed and stated preferences. In contrast to existing algorithms for the Dueling Bandits problem, our reductions -- named \Doubler, \MultiSbm and \DoubleSbm -- provide a generic schema for translating the extensive body of known results about conventional Multi-Armed Bandit algorithms to the Dueling Bandits setting. For \Doubler and \MultiSbm we prove regret upper bounds in both finite and infinite settings, and conjecture about the performance of \DoubleSbm which empirically outperforms the other two as well as previous algorithms in our experiments. In addition, we provide the first almost optimal regret bound in terms of second order terms, such as the differences between the values of the arms

Privacy and Truthful Equilibrium Selection for Aggregative Games

We study a very general class of games --- multi-dimensional aggregative games --- which in particular generalize both anonymous games and weighted congestion games. For any such game that is also large, we solve the equilibrium selection problem in a strong sense. In particular, we give an efficient weak mediator: a mechanism which has only the power to listen to reported types and provide non-binding suggested actions, such that (a) it is an asymptotic Nash equilibrium for every player to truthfully report their type to the mediator, and then follow its suggested action; and (b) that when players do so, they end up coordinating on a particular asymptotic pure strategy Nash equilibrium of the induced complete information game. In fact, truthful reporting is an ex-post Nash equilibrium of the mediated game, so our solution applies even in settings of incomplete information, and even when player types are arbitrary or worst-case (i.e. not drawn from a common prior). We achieve this by giving an efficient differentially private algorithm for computing a Nash equilibrium in such games. The rates of convergence to equilibrium in all of our results are inverse polynomial in the number of players $n$. We also apply our main results to a multi-dimensional market game. Our results can be viewed as giving, for a rich class of games, a more robust version of the Revelation Principle, in that we work with weaker informational assumptions (no common prior), yet provide a stronger solution concept (ex-post Nash versus Bayes Nash equilibrium). In comparison to previous work, our main conceptual contribution is showing that weak mediators are a game theoretic object that exist in a wide variety of games -- previously, they were only known to exist in traffic routing games

RRR: Rank-Regret Representative

Selecting the best items in a dataset is a common task in data exploration. However, the concept of "best" lies in the eyes of the beholder: different users may consider different attributes more important, and hence arrive at different rankings. Nevertheless, one can remove "dominated" items and create a "representative" subset of the data set, comprising the "best items" in it. A Pareto-optimal representative is guaranteed to contain the best item of each possible ranking, but it can be almost as big as the full data. Representative can be found if we relax the requirement to include the best item for every possible user, and instead just limit the users' "regret". Existing work defines regret as the loss in score by limiting consideration to the representative instead of the full data set, for any chosen ranking function. However, the score is often not a meaningful number and users may not understand its absolute value. Sometimes small ranges in score can include large fractions of the data set. In contrast, users do understand the notion of rank ordering. Therefore, alternatively, we consider the position of the items in the ranked list for defining the regret and propose the {\em rank-regret representative} as the minimal subset of the data containing at least one of the top-$k$ of any possible ranking function. This problem is NP-complete. We use the geometric interpretation of items to bound their ranks on ranges of functions and to utilize combinatorial geometry notions for developing effective and efficient approximation algorithms for the problem. Experiments on real datasets demonstrate that we can efficiently find small subsets with small rank-regrets

A Fully Dynamic Algorithm for k-Regret Minimizing Sets

Selecting a small set of representatives from a large database is important in many applications such as multi-criteria decision making, web search, and recommendation. The k-regret minimizing set (k-RMS) problem was recently proposed for representative tuple discovery. Specifically, for a large database P of tuples with multiple numerical attributes, the k-RMS problem returns a size-r subset Q of P such that, for any possible ranking function, the score of the top-ranked tuple in Q is not much worse than the score of the k th-ranked tuple in P. Although the k-RMS problem has been extensively studied in the literature, existing methods are designed for the static setting and cannot maintain the result efficiently when the database is updated. To address this issue, we propose the first fully-dynamic algorithm for the k-RMS problem that can efficiently provide the up-to-date result w.r.t. any tuple insertion and deletion in the database with a provable guarantee. Experimental results on several real-world and synthetic datasets demonstrate that our algorithm runs up to four orders of magnitude faster than existing k-RMS algorithms while providing results of nearly equal quality.Peer reviewe