nips nips2013 nips2013-7 knowledge-graph by maker-knowledge-mining

7 nips-2013-A Gang of Bandits


Source: pdf

Author: Nicolò Cesa-Bianchi, Claudio Gentile, Giovanni Zappella

Abstract: Multi-armed bandit problems 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 algorithm could lead to a dramatic performance increase. For instance, content may be served to a group of users by taking advantage of an underlying network of social relationships among them. In this paper, we introduce novel algorithmic approaches to the solution of such networked bandit problems. More specifically, we design and analyze a global recommendation strategy which allocates a bandit algorithm to each network node (user) and allows it to “share” signals (contexts and payoffs) with the neghboring nodes. We then derive two more scalable variants of this strategy based on different ways of clustering the graph nodes. We experimentally compare the algorithm and its variants to state-of-the-art methods for contextual bandits that do not use the relational information. Our experiments, carried out on synthetic and real-world datasets, show a consistent increase in prediction performance obtained by exploiting the network structure. 1

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 it Abstract Multi-armed bandit problems formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more generally, recommendation systems. [sent-7, score-0.394]

2 In many cases, however, these applications have a strong social component, whose integration in the bandit algorithm could lead to a dramatic performance increase. [sent-8, score-0.436]

3 For instance, content may be served to a group of users by taking advantage of an underlying network of social relationships among them. [sent-9, score-0.452]

4 In this paper, we introduce novel algorithmic approaches to the solution of such networked bandit problems. [sent-10, score-0.331]

5 More specifically, we design and analyze a global recommendation strategy which allocates a bandit algorithm to each network node (user) and allows it to “share” signals (contexts and payoffs) with the neghboring nodes. [sent-11, score-0.613]

6 We experimentally compare the algorithm and its variants to state-of-the-art methods for contextual bandits that do not use the relational information. [sent-13, score-0.346]

7 1 Introduction The ability of a website to present personalized content recommendations is playing an increasingly crucial role in achieving user satisfaction. [sent-15, score-0.34]

8 Because of the appearance of new content, and due to the ever-changing nature of content popularity, modern approaches to content recommendation are strongly adaptive, and attempt to match as closely as possible users’ interests by learning good mappings between available content and users. [sent-16, score-0.467]

9 The need to focus on content that raises the user interest and, simultaneously, the need of exploring new content in order to globally improve the user experience creates an exploration-exploitation dilemma, which is commonly formalized as a multi-armed bandit problem. [sent-18, score-0.828]

10 Indeed, contextual bandits have become a reference model for the study of adaptive techniques in recommender systems (e. [sent-19, score-0.418]

11 In many cases, however, the users targeted by a recommender system form a social network. [sent-21, score-0.378]

12 This is because the knowledge gathered about the interests of a given user may be exploited to improve the recommendation to the user’s friends. [sent-24, score-0.32]

13 In this work, an algorithmic approach to networked contextual bandits is proposed which is provably able to leverage user similarities represented as a graph. [sent-25, score-0.534]

14 Our approach consists in running an instance of a contextual bandit algorithm at each network node. [sent-26, score-0.53]

15 This mechanism is implemented by running instances of a linear contextual bandit algorithm in a specific reproducing kernel Hilbert space (RKHS). [sent-29, score-0.478]

16 The Laplacian matrix provides the information we rely upon to share user feedbacks from one node to the others, according to the network structure. [sent-33, score-0.423]

17 Moreover, the existing performance guarantees for the specific bandit algorithm we use can be directly lifted to the RKHS, and expressed in terms of spectral properties of the user network. [sent-35, score-0.445]

18 First, running a network of linear contextual bandit algorithms with a Laplacian-based feedback sharing mechanism may cause significant scaling problems, even on small to medium sized social networks. [sent-37, score-0.661]

19 Second, the social information provided by the network structure at hand need not be fully reliable in accounting for user behavior similarities. [sent-38, score-0.354]

20 After collecting empirical evidence on the sensitivity of networked bandit methods to graph noise, we propose two simple modifications to our basic strategy, both aimed at circumventing the above issues by clustering the graph nodes. [sent-40, score-0.598]

21 The first approach reduces graph noise simply by deleting edges between pairs of clusters. [sent-41, score-0.27]

22 We run experiments on two real-world datasets: one is extracted from the social bookmarking web service Delicious, and the other one from the music streaming platform Last. [sent-45, score-0.246]

23 2 Related work The benefit of using social relationships in order to improve the quality of recommendations is a recognized fact in the literature of content recommender systems —see e. [sent-47, score-0.377]

24 Linear models for contextual bandits were introduced in [4]. [sent-50, score-0.306]

25 Their application to personalized content recommendation was pioneered in [15], where the LinUCB algorithm was introduced. [sent-51, score-0.289]

26 To the best of our knowledge, this is the first work that combines contextual bandits with the social graph information. [sent-53, score-0.551]

27 However, non-contextual stochastic bandits in social networks were studied in a recent independent work [20]. [sent-54, score-0.277]

28 Other works, such as [2, 19], consider contextual bandits assuming metric or probabilistic dependencies on the product space of contexts and actions. [sent-55, score-0.357]

29 A non-contextual model of bandit algorithms running on the nodes of a graph was studied in [14]. [sent-57, score-0.505]

30 In that work, only one node reveals its payoffs, and the statistical information acquired by this node over time is spread across the entire network following the graphical structure. [sent-58, score-0.386]

31 More recently, a new model of distributed non-contextual bandit algorithms has been presented in [21], where the number of communications among the nodes is limited, and all the nodes in the network have the same best action. [sent-60, score-0.472]

32 3 Learning model We assume the social relationships over users are encoded as a known undirected and connected graph G = (V, E), where V = {1, . [sent-61, score-0.408]

33 Recall that a graph G can be equivalently defined in terms n of its Laplacian matrix L = Li,j i,j=1 , where Li,i is the degree of node i (i. [sent-65, score-0.314]

34 , the learner receives a user index it ∈ V together with a set of context vectors Cit = {xt,1 , xt,2 , . [sent-71, score-0.307]

35 The learner then selects some kt ∈ Cit to recommend to user it and observes some payoff at ∈ [−1, 1], a function 2 ¯ of it and xt = xt,kt . [sent-75, score-0.535]

36 1 A standard modeling assumption for bandit problems with contextual information (one that is also adopted here) is to assume that rewards are generated by noisy versions of unknown linear functions of the context vectors. [sent-77, score-0.509]

37 That is, we assume each node i ∈ V hosts an unknown parameter vector ui ∈ Rd , and that the reward value ai (x) associated with node i and context vector x ∈ Rd is given by the random variable ai (x) = ui x + i (x), where i (x) is a conditionally zero-mean and bounded variance noise term. [sent-78, score-1.057]

38 Therefore, ui x is the expected reward observed at node i for context vector x. [sent-88, score-0.593]

39 The regret rt of the learner at time t is the amount by which the average reward of the best choice in hindsight at node it exceeds the average reward of the algorithm’s choice, i. [sent-90, score-0.711]

40 We model the similarity among users in V by making the assumption that nearby users hold similar underlying vectors ui , so that reward signals received at a given node it at time t are also, to some extent, informative to learn the behavior of other users j connected to it within G. [sent-100, score-0.984]

41 , [8]), and assume that ui − uj 2 (1) (i,j)∈E 2 is small compared to i∈V ui , where · denotes the standard Euclidean norm of vectors. [sent-103, score-0.269]

42 4 Algorithm and regret analysis Our bandit algorithm maintains at time t an estimate wi,t for vector ui . [sent-106, score-0.443]

43 Vectors wi,t are updated based on the reward signals as in a standard linear bandit algorithm (e. [sent-107, score-0.506]

44 Every node i of G hosts a linear bandit algorithm like the one described in Figure 1. [sent-110, score-0.479]

45 The algorithm in Figure 1 maintains at time t a prototype vector wt which is the result of a standard linear least-squares approximation to the unknown parameter vector u associated with the node under consideration. [sent-111, score-0.257]

46 The ¯ linear bandit algorithm selects xt = xt,kt as the vector in Ct that maximizes an upper-confidencecorrected estimation of the expected reward achieved over context vectors xt,k . [sent-120, score-0.716]

47 The estimation is based on the current wt−1 , while the upper confidence level CBt is suggested by the standard analysis of linear bandit algorithms —see, e. [sent-121, score-0.274]

48 Once the actual reward at associated with ¯ ¯ xt is observed, the algorithm uses xt for updating Mt−1 to Mt via a rank-one adjustment, and bt−1 to bt via an additive update whose learning rate is precisely at . [sent-124, score-0.474]

49 This algorithm can be seen as a version of LinUCB [9], a linear bandit algorithm derived from LinRel [4]. [sent-125, score-0.274]

50 , ct ; wt−1 φt,k + CBt (φt,k ) where  CB t (φt,k ) ¯ Set xt = xt,kt ; Observe reward at ∈ [−1, 1]; Update ¯ ¯ • Mt = Mt−1 + xt xt , ¯ • bt = bt−1 + at xt . [sent-163, score-0.675]

51 end for = −1 φt,k Mt−1 φt,kσ  |Mt | ln + U  δ Observe reward at ∈ [−1, 1] at node it ; Update • Mt = Mt−1 + φt,kt φt,kt , • Figure 1: Pseudocode of the linear bandit algorithm sitting at each node i of the given graph. [sent-164, score-0.902]

52 Lin lets the algorithm in Figure 1 operate on each node i of G (we should then add subscript i throughout, replacing wt by wi,t , Mt by Mi,t , and so forth). [sent-171, score-0.228]

53 The updates Mi,t−1 → Mi,t and bi,t−1 → bi,t ¯ are performed at node i through vector xt both when i = it (i. [sent-172, score-0.241]

54 , when node i is the one which the context vectors in Cit refer to) and to a lesser extent when i = it (i. [sent-174, score-0.303]

55 , when node i is not the one which the vectors in Cit refer to). [sent-176, score-0.228]

56 This is because, as we said, the payoff at received for node it is somehow informative also for all other nodes i = it . [sent-177, score-0.478]

57 In other words, because we are assuming the underlying parameter vectors ui are close to each other, we should let the corresponding prototype vectors wi,t undergo similar updates, so as to also keep the wi,t close to each other over time. [sent-178, score-0.27]

58 , Dn ), whose i-th block Di is the d × d matrix Di = Id + t : kt =i xt xt . [sent-203, score-0.26]

59 Similarly, bt would be the dn-long vector whose i-th d-dimensional block contains t : kt =i at xt . [sent-204, score-0.247]

60 This would be equivalent to running n independent linear bandit algorithms (Figure 1), one per node of G. [sent-205, score-0.485]

61 Yet, the only reward signal observed at time t is the one available at node it . [sent-208, score-0.399]

62 Lin’s running time is mainly affected by the inversion of the dn × dn matrix Mt , which can be performed in time of order (dn)2 per round by using well-known formulas for incremental matrix inversions. [sent-213, score-0.326]

63 In the next section, we show that simple graph compression schemes (like node clustering) can conveniently be applied to both reduce edge noise and bring the algorithm to reasonable scaling behaviors. [sent-219, score-0.345]

64 , [8, 17, 12] and a version of the linear bandit algorithm described and analyzed in [1]. [sent-225, score-0.274]

65 , n}, hosting at each node i ∈ V vector ui ∈ Rd . [sent-231, score-0.286]

66 Then the cumulative regret satisfies T rt ≤ 2 T t=1 2σ 2 ln |MT | + 2L(u1 , . [sent-243, score-0.258]

67 Compared to running n independent bandit algorithms (which corresponds to A⊗ being the identity matrix), the bound in the above theorem has an extra term (i,j)∈E ui − uj 2 , which we assume small according to our working assumption. [sent-247, score-0.468]

68 Lin is a factor n smaller than the corresponding term for the n independent bandit case (see, e. [sent-250, score-0.274]

69 On the other hand, When G is the complete graph then TR (MT ) = TR(I) + 2t/(n + 1) = nd + 2T /(n + 1), hence ln |MT | ≤ dn ln(1 + 2T /(dn(n + 1))). [sent-256, score-0.284]

70 Lin (and its variants) to linear bandit algorithms which do not exploit the relational information provided by the graph. [sent-259, score-0.274]

71 We tested our algorithm and its competitors on a synthetic dataset and two freely available real-world datasets extracted from the social bookmarking web service Delicious and from the music streaming service Last. [sent-263, score-0.363]

72 This is an artificial dataset whose graph contains four cliques of 25 nodes each to which we added graph noise. [sent-267, score-0.301]

73 More precisely, we created a n × n symmetric noise matrix of random numbers in [0, 1], and we selected a threshold value such that the expected number of matrix elements above this value is exactly some chosen noise rate parameter. [sent-269, score-0.226]

74 This is a social network containing 1,892 nodes and 12,717 edges. [sent-274, score-0.256]

75 The dataset contains information about the listened artists, and we used this information in order to create the payoffs: if a user listened to an artist at least once the payoff is 1, otherwise the payoff is 0. [sent-276, score-0.799]

76 The payoffs were created using the information about the bookmarked URLs for each user: the payoff is 1 if the user bookmarked the URL, otherwise the payoff is 0. [sent-280, score-0.991]

77 3 These two networks are structurally different: on Delicious, payoffs depend on users more strongly than on Last. [sent-283, score-0.317]

78 1 10 100 1000 ITEM ID 10000 100000 We preprocessed datasets by breaking down the tags into smaller tags made up of single words. [sent-302, score-0.399]

79 In fact, many users tend to create tags like “webdesign tutorial css”. [sent-303, score-0.316]

80 This tag has been splitted into three smaller tags corresponding to the three words therein. [sent-304, score-0.224]

81 More generally, we splitted all compound tags containing underscores, hyphens and apexes. [sent-305, score-0.252]

82 This makes sense because users create tags independently, and we may have both “rock and roll” and “rock n roll”. [sent-306, score-0.316]

83 In the context of recommender systems, these two datasets may be seen as representatives of two “markets” whose products have significantly different market shares (the well-known dichotomy of hit vs. [sent-313, score-0.224]

84 Graph noise increases from top to bottom, payoff noise increases from left to right. [sent-348, score-0.366]

85 Lin is clearly more robust to payoff noise than its competitors. [sent-350, score-0.302]

86 We used all tags associated with a single item to create a TF-IDF context vector that uniquely represents that item, independent of which user the item is proposed to. [sent-358, score-0.629]

87 In 4Cliques we assigned the same unit norm random vector ui to every node in the same clique i of the original graph (before adding graph noise). [sent-363, score-0.514]

88 Payoffs were then generated according to the following stochastic model: ai (x) = ui x + , where (the payoff noise) is uniformly distributed in a bounded interval centered around zero. [sent-364, score-0.395]

89 , xt,25 in Cit by picking 24 vectors at random from the dataset and one among those vectors with nonzero payoff for user it . [sent-373, score-0.531]

90 This is necessary in order to avoid a meaningless comparison: with high probability, a purely random selection would result in payoffs equal to zero for all the context vectors in Cit . [sent-374, score-0.318]

91 Lin and its variants against two baselines: a baseline LinUCB-IND that runs an independent instance of the algorithm in Figure 1 at each node (this is equivalent to running GOB. [sent-376, score-0.289]

92 BLOCK 125 100 75 50 25 0 0 0 2000 4000 6000 8000 10000 TIME 0 2000 4000 6000 8000 10000 TIME Figure 4: Cumulative reward for all the bandit algorithms introduced in this section. [sent-389, score-0.506]

93 Table 2 and Figure 4 show the cumulative reward for each algorithm, as compared (“normalized”) to that of the random predictor, that is t (at − at ), where at is ¯ the payoff obtained by the algorithm and at is the payoff obtained by the random predictor, i. [sent-420, score-0.824]

94 , the ¯ average payoff over the context vectors available at time t. [sent-422, score-0.374]

95 Lin and LinUCB-SIN are more robust to payoff noise than LinUCB-IND. [sent-424, score-0.302]

96 When the payoff noise is low and the graph noise grows GOB. [sent-427, score-0.48]

97 fm, where many users gave positive payoffs to the same few items. [sent-435, score-0.317]

98 Movie recommendation using random walks over the contextual graph. [sent-478, score-0.28]

99 Personalized recommendation of social software items based on social relations. [sent-534, score-0.447]

100 Multi-armed bandits in the presence of side observations in social networks. [sent-581, score-0.277]


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