Industry
The Automated Acquisition of Suggestions from Tweets
Dong, Li (Beihang University) | Wei, Furu (Microsoft Research Asia) | Duan, Yajuan (University of Science and Technology of China) | Liu, Xiaohua (Microsoft Research Asia) | Zhou, Ming (Microsoft Research Asia) | Xu, Ke (Beihang University)
This paper targets at automatically detecting and classifying user's suggestions from tweets. The short and informal nature of tweets, along with the imbalanced characteristics of suggestion tweets, makes the task extremely challenging. To this end, we develop a classification framework on Factorization Machines, which is effective and efficient especially in classification tasks with feature sparsity settings. Moreover, we tackle the imbalance problem by introducing cost-sensitive learning techniques in Factorization Machines. Extensively experimental studies on a manually annotated real-life data set show that the proposed approach significantly improves the baseline approach, and yields the precision of 71.06% and recall of 67.86%. We also investigate the reason why Factorization Machines perform better. Finally, we introduce the first manually annotated dataset for suggestion classification.
Multi-Armed Bandit with Budget Constraint and Variable Costs
Ding, Wenkui (Tsinghua University) | Qin, Tao (Microsoft Research Asia) | Zhang, Xu-Dong (Tsinghua University) | Liu, Tie-Yan (Microsoft Research Asia)
We study the multi-armed bandit problems with budget constraint and variable costs (MAB-BV). In this setting, pulling an arm will receive a random reward together with a random cost, and the objective of an algorithm is to pull a sequence of arms in order to maximize the expected total reward with the costs of pulling those arms complying with a budget constraint. This new setting models many Internet applications (e.g., ad exchange, sponsored search, and cloud computing) in a more accurate manner than previous settings where the pulling of arms is either costless or with a fixed cost. We propose two UCB based algorithms for the new setting. The first algorithm needs prior knowledge about the lower bound of the expected costs when computing the exploration term. The second algorithm eliminates this need by estimating the minimal expected costs from empirical observations, and therefore can be applied to more real-world applications where prior knowledge is not available. We prove that both algorithms have nice learning abilities, with regret bounds of O(ln B). Furthermore, we show that when applying our proposed algorithms to a previous setting with fixed costs (which can be regarded as our special case), one can improve the previously obtained regret bound. Our simulation results on real-time bidding in ad exchange verify the effectiveness of the algorithms and are consistent with our theoretical analysis.
Online Lazy Updates for Portfolio Selection with Transaction Costs
Das, Puja (University of Minnesota, Twin Cities) | Johnson, Nicholas (University of Minnesota, Twin Cities) | Banerjee, Arindam (University of Minnesota, Twin Cities)
A major challenge for stochastic optimization is the cost of updating model parameters especially when the number of parameters is large. Updating parameters frequently can prove to be computationally or monetarily expensive. In this paper, we introduce an efficient primal-dual based online algorithm that performs lazy updates to the parameter vector and show that its performance is competitive with reasonable strategies which have the benefit of hindsight. We demonstrate the effectiveness of our algorithm in the online portfolio selection domain where a trader has to pay proportional transaction costs every time his portfolio is updated. Our Online Lazy Updates (OLU) algorithm takes into account the transaction costs while computing an optimal portfolio which results in sparse updates to the portfolio vector. We successfully establish the robustness and scalability of our lazy portfolio selection algorithm with extensive theoretical and experimental results on two real-world datasets.
From Interest to Function: Location Estimation in Social Media
Chen, Yan (Beihang University) | Zhao, Jichang (Beihang University) | Hu, Xia (Arizona State University) | Zhang, Xiaoming (Beihang University) | Li, Zhoujun (Beihang University) | Chua, Tat-Seng (National University of Singapore)
Recent years have witnessed the tremendous development of social media, which attracts a vast number of Internet users. The high-dimension content generated by these users provides an unique opportunity to understand their behavior deeply. As one of the most fundamental topics, location estimation attracts more and more research efforts. Different from the previous literature, we find that user's location is strongly related to user interest. Based on this, we first build a detection model to mine user interest from short text. We then establish the mapping between location function and user interest before presenting an efficient framework to predict the user's location with convincing fidelity. Thorough evaluations and comparisons on an authentic data set show that our proposed model significantly outperforms the state-of-the-arts approaches. Moreover, the high efficiency of our model also guarantees its applicability in real-world scenarios.
Goal-Oriented Euclidean Heuristics with Manifold Learning
Chen, Wenlin (Washington University in St. Louis) | Chen, Yixin (Washington University in St. Louis) | Weinberger, Kilian (Washington University in St. Louis) | Lu, Qiang (University of Science and Technology of China) | Chen, Xiaoping (University of Science and Technology of China)
Recently, a Euclidean heuristic (EH) has been proposed for A* search. EH exploits manifold learning methods to construct an embedding of the state space graph, and derives an admissible heuristic distance between two states from the Euclidean distance between their respective embedded points. EH has shown good performance and memory efficiency in comparison to other existing heuristics such as differential heuristics. However, its potential has not been fully explored. In this paper, we propose a number of techniques that can significantly improve the quality of EH. We propose a goal-oriented manifold learning scheme that optimizes the Euclidean distance to goals in the embedding while maintaining admissibility and consistency. We also propose a state heuristic enhancement technique to reduce the gap between heuristic and true distances. The enhanced heuristic is admissible but no longer consistent. We then employ a modified search algorithm, known as B' algorithm, that achieves optimality with inconsistent heuristics using consistency check and propagation. We demonstrate the effectiveness of the above techniques and report un-matched reduction in search costs across several non-trivial benchmark search problems.
Uncorrelated Lasso
Chen, Si-Bao (Anhui University) | Ding, Chris (University of Texas at Arlington) | Luo, Bin (Anhui University) | Xie, Ying (Anhui University)
In this paper, motivated by the previous sparse learning In many regression applications, there are too many unrelated based research, we propose to add variable correlation into predictors which may hide the relationship between the sparse-learning-based variable selection approach. We response and the most related predictors. A common way to note that in previous Lasso-type variable selection, variable resolve this problem is variable selection, that is to select a correlations are not taken into account, while in most subset of the most representative or discriminative predictors real-life data, predictors are often correlated. Strongly correlated from the input predictor set. The central requirement is that predictors share similar properties, and have some good predictor set contains predictors that are highly correlated overlapped information.
Instructor Rating Markets
Chakraborty, Mithun (Virginia Tech) | Das, Sanmay (Virginia Tech) | Lavoie, Allen (Virginia Tech) | Magdon-Ismail, Malik (Rensselaer Polytechnic Institute) | Naamad, Yonatan (Princeton University)
We describe the design of Instructor Rating Markets (IRMs) where human participants interact through intelligent automated market-makers in order to provide dynamic collective feedback to instructors on the progress of their classes. The markets are among the first to enable the empirical study of prediction markets where traders can affect the very outcomes they are trading on. More than 200 students across the Rensselaer campus participated in markets for ten classes in the Fall 2010 semester. In this paper, we describe how we designed these markets in order to elicit useful information, and analyze data from the deployment. We show that market prices convey useful information on future instructor ratings and contain significantly more information than do past ratings. The bulk of useful information contained in the price of a particular class is provided by students who are in that class, showing that the markets are serving to disseminate insider information. At the same time, we find little evidence of attempted manipulation by raters. The markets are also a laboratory for comparing different market designs and the resulting price dynamics, and we show how they can be used to compare market making algorithms.
Teamwork with Limited Knowledge of Teammates
Barrett, Samuel (The University of Texas at Austin) | Stone, Peter (The University of Texas at Austin) | Kraus, Sarit (Bar-Ilan University and The University of Maryland) | Rosenfeld, Avi (Jerusalem College of Technology)
While great strides have been made in multiagent teamwork, existing approaches typically assume extensive information exists about teammates and how to coordinate actions. This paper addresses how robust teamwork can still be created even if limited or no information exists about a specific group of teammates, as in the ad hoc teamwork scenario. The main contribution of this paper is the first empirical evaluation of an agent cooperating with teammates not created by the authors, where the agent is not provided expert knowledge of its teammates. For this purpose, we develop a general-purpose teammate modeling method and test the resulting ad hoc team agent's ability to collaborate with more than 40 unknown teams of agents to accomplish a benchmark task. These agents were designed by people other than the authors without these designers planning for the ad hoc teamwork setting. A secondary contribution of the paper is a new transfer learning algorithm, TwoStageTransfer, that can improve results when the ad hoc team agent does have some limited observations of its current teammates.
Optimal Coalition Structure Generation in Cooperative Graph Games
Bachrach, Yoram (Microsoft Research Cambridge) | Kohli, Pushmeet (Microsoft Research Cambridge) | Kolmogorov, Vladimir (nstitute of Science and Technology) | Zadimoghaddam, Morteza (Massachusetts Institute of Technology)
Representation languages for coalitional games are a key research area in algorithmic game theory. There is an inherent tradeoff between how general a language is, allowing it to capture more elaborate games, and how hard it is computationally to optimize and solve such games. One prominent such language is the simple yet expressive Weighted Graph Games (WGGs) representation (Deng and Papadimitriou, 1994), which maintains knowledge about synergies between agents in the form of an edge weighted graph. We consider the problem of finding the optimal coalition structure in WGGs. The agents in such games are vertices in a graph, and the value of a coalition is the sum of the weights of the edges present between coalition members. The optimal coalition structure is a partition of the agents to coalitions, that maximizes the sum of utilities obtained by the coalitions. We show that finding the optimal coalition structure is not only hard for general graphs, but is also intractable for restricted families such as planar graphs which are amenable for many other combinatorial problems. We then provide algorithms with constant factor approximations for planar, minor-free and bounded degree graphs.
Ties Matter: Complexity of Manipulation when Tie-Breaking with a Random Vote
Aziz, Haris (NICTA and University of New South Wales) | Gaspers, Serge (NICTA and University of New South Wales) | Mattei, Nicholas (NICTA and University of New South Wales) | Narodytska, Nina (NICTA and University of New South Wales) | Walsh, Toby (NICTA and University of New South Wales)
We study the impact on strategic voting of tie-breaking by means of considering the order of tied candidates within a random vote. We compare this to another non deterministic tie-breaking rule where we simply choose candidate uniformly at random. In general, we demonstrate that there is no connection between the computational complexity of computing a manipulating vote with the two different types of tie-breaking. However, we prove that for some scoring rules, the computational complexity of computing a manipulation can increase from polynomial to NP-hard. We also discuss the relationship with the computational complexity of computing a manipulating vote when we ask for a candidate to be the unique winner, or to be among the set of co-winners.