KDD 2020- Learning by Exploration-Part 2

KDD 2020- Learning by Exploration-Part 2

Association for Computing Machinery (ACM) via YouTube Direct link

Leverage historical data to warm start model, reduce the need of exploration

11 of 12

11 of 12

Leverage historical data to warm start model, reduce the need of exploration

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KDD 2020- Learning by Exploration-Part 2

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  1. 1 Intro
  2. 2 Build independent LinUCB for each user? . Cold start challenge • Users are not independent
  3. 3 Connected users are assumed to share similar model parameters • Graph Laplacan based regularization upon ridge regression to model dependency
  4. 4 Graph Laplacian based regularization upon ridge regression to model dependency • Encode graph Laplaclan in context formulate as a di dimensional LIUCB
  5. 5 Social influence among users. content and opinion sharing in social network W • Reward: weighted average of expected reward among friends
  6. 6 Adaptively cluster users into groups by keep removing edges
  7. 7 item clustering • Each item cluster is associated with its own user clustering
  8. 8 Context-dependent clustering . For current user i, find neighboring user set /for every candidate item X. . Then aggregate the history rewards/ predictions within the user cluster.
  9. 9 Particle Thompson Sampling (PTS) [KBKTC15] • Probabilistic Matrix Factorization framework • Particle filtering for online Bayesian parameter estimation • Thompson Sampling for exploration
  10. 10 Alternating Least Squares for optimization • Exploration considers uncertainty from two factors
  11. 11 Leverage historical data to warm start model, reduce the need of exploration
  12. 12 What is the problem-related (structure-related) regret lower bound . Eg, user dependency structure, low rank, offline data • Did current algorithms fully utilize the information in problem structure?

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