Learning Management
Efficient Online Learning of Optimal Rankings: Dimensionality Reduction via Gradient Descent
We consider a natural model of online preference aggregation, where sets of preferred items R1, R2, ..., Rt, ..., along with a demand for kt items in each Rt, appear online. Without prior knowledge of (Rt, kt), the learner maintains a ranking \pit aiming that at least kt items from Rt appear high in \pi_t. This is a fundamental problem in preference aggregation with applications to e.g., ordering product or news items in web pages based on user scrolling and click patterns. The widely studied Generalized Min-Sum-Set-Cover (GMSSC) problem serves as a formal model for the setting above. GMSSC is NP-hard and the standard application of no-regret online learning algorithms is computationally inefficient, because they operate in the space of rankings.
Online Learning and Pricing for Network Revenue Management with Reusable Resources
We consider a price-based network revenue management problem with multiple products and multiple reusable resources. Each randomly arriving customer requests a product (service) that needs to occupy a sequence of reusable resources (servers). We adopt an incomplete information setting where the firm does not know the price-demand function for each product and the goal is to dynamically set prices of all products to maximize the total expected revenue of serving customers. We propose novel batched bandit learning algorithms for finding near-optimal pricing policies, and show that they admit a near-optimal cumulative regret bound of \tilde{O}(J\sqrt{XT}), where J, X, and T are the numbers of products, candidate prices, and service periods, respectively. As part of our regret analysis, we develop the first finite-time mixing time analysis of an open network queueing system (i.e., the celebrated Jackson Network), which could be of independent interest.
Oracle-Efficient Online Learning for Smoothed Adversaries
We study the design of computationally efficient online learning algorithms under smoothed analysis. In this setting, at every step, an adversary generates a sample from an adaptively chosen distribution whose density is upper bounded by 1/\sigma times the uniform density. Given access to an offline optimization (ERM) oracle, we give the first computationally efficient online algorithms whose sublinear regret depends only on the pseudo/VC dimension d of the class and the smoothness parameter \sigma . Our results establish that online learning is computationally as easy as offline learning, under the smoothed analysis framework. This contrasts the computational separation between online learning with worst-case adversaries and offline learning established by [HK16].Our algorithms also achieve improved bounds for some settings with binary-valued functions and worst-case adversaries.
Detecting and Adapting to Irregular Distribution Shifts in Bayesian Online Learning
We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts and adapt the model to the detected changes by integrating ideas from change point detection, switching dynamical systems, and Bayesian online learning. Using a binary'change variable,' we construct an informative prior such that--if a change is detected--the model partially erases the information of past model updates by tempering to facilitate adaptation to the new data distribution. Furthermore, the approach uses beam search to track multiple change-point hypotheses and selects the most probable one in hindsight. Our proposed method is model-agnostic, applicable in both supervised and unsupervised learning settings, suitable for an environment of concept drifts or covariate drifts, and yields improvements over state-of-the-art Bayesian online learning approaches.
Optimal Stochastic and Online Learning with Individual Iterates
Stochastic composite mirror descent (SCMD) is a simple and efficient method able to capture both geometric and composite structures of optimization problems in machine learning. Existing strategies require to take either an average or a random selection of iterates to achieve optimal convergence rates, which, however, can either destroy the sparsity of solutions or slow down the practical training speed. In this paper, we propose a theoretically sound strategy to select an individual iterate of the vanilla SCMD, which is able to achieve optimal rates for both convex and strongly convex problems in a non-smooth learning setting. This strategy of outputting an individual iterate can preserve the sparsity of solutions which is crucial for a proper interpretation in sparse learning problems. We report experimental comparisons with several baseline methods to show the effectiveness of our method in achieving a fast training speed as well as in outputting sparse solutions.
Reviews: Community Exploration: From Offline Optimization to Online Learning
Summary In the submission, authors explore a new "community exploration problem", both in an offline and online setting: An agent choose at each round t \in [K] one community among C_1,โฆ,C_m. Then, a member is uniformly sampled (with replacement) from the chosen community. The goal for the agent is to maximize the overall number of distinct members sampled. In the offline setting, the agent knows each community size. If the allocation strategy k_1 ... k_m K has to be given before the beginning of the game (scenario 1), then a greedy non-adaptive strategy is shown to be optimal.
Improving the portability of predicting students performance models by using ontologies
Zambrano, Javier Lopez, Lara, Juan A., Romero, Cristobal
One of the main current challenges in Educational Data Mining and Learning Analytics is the portability or transferability of predictive models obtained for a particular course so that they can be applied to other different courses. To handle this challenge, one of the foremost problems is the models excessive dependence on the low-level attributes used to train them, which reduces the models portability. To solve this issue, the use of high level attributes with more semantic meaning, such as ontologies, may be very useful. Along this line, we propose the utilization of an ontology that uses a taxonomy of actions that summarises students interactions with the Moodle learning management system. We compare the results of this proposed approach against our previous results when we used low-level raw attributes obtained directly from Moodle logs. The results indicate that the use of the proposed ontology improves the portability of the models in terms of predictive accuracy. The main contribution of this paper is to show that the ontological models obtained in one source course can be applied to other different target courses with similar usage levels without losing prediction accuracy.
Reviews: Parameter-Free Online Learning via Model Selection
SUMMARY While I am not heavily familiar with the literature on adaptive online learning, this paper seems to be a breakthrough, offering in the form of Theorem 1 a very strong result that can be leveraged to obtain adaptive (in the model complexity sense) online learning bounds in a number of settings. The efficiency, at least in the polytime sense, of the algorithms for the various settings makes these results all the more interesting. I was very surprised by the aside'' on the 1-mixability of logistic loss and the argument for circumventing the lower bound of Hazan, Koren, and Levy in the supervised learning setting. I wish that the authors could give more detail to this observation and the consequences, as the implications are so interesting that I would be (almost) sold on acceptance from this fact alone. I found the results of this paper to be very interesting, technically strong, and important, so I would strongly recommend acceptance.
Reviews: Online Learning for Multivariate Hawkes Processes
This paper describes an algorithm for optizimization of Hawkes process parameters in on-line settings, where non-parametric form of a kernel is learnt. The paper reports a gradient approach to optimization, with theoretical analysis thereof. In particular, the authors provide: a regret bound, justification for simplification steps (discretization of time and truncation of time over which previous posts influence a new post), an approach to a tractable projection of the solution (a step in the algorithm), time complexity analysis. The paper is very well written, which is very helpful given it is mathematically involved. I found it tackling an important problem (on-line learning is important for large scale datasets, and non-parametricity is a very reasonable setting when it is hard to specify a reasonable kernel form a priori).
Integrating Online Learning and Connectivity Maintenance for Communication-Aware Multi-Robot Coordination
Yang, Yupeng, Lyu, Yiwei, Zhang, Yanze, Gao, Ian, Luo, Wenhao
This paper proposes a novel data-driven control strategy for maintaining connectivity in networked multi-robot systems. Existing approaches often rely on a pre-determined communication model specifying whether pairwise robots can communicate given their relative distance to guide the connectivity-aware control design, which may not capture real-world communication conditions. To relax that assumption, we present the concept of Data-driven Connectivity Barrier Certificates, which utilize Control Barrier Functions (CBF) and Gaussian Processes (GP) to characterize the admissible control space for pairwise robots based on communication performance observed online. This allows robots to maintain a satisfying level of pairwise communication quality (measured by the received signal strength) while in motion. Then we propose a Data-driven Connectivity Maintenance (DCM) algorithm that combines (1) online learning of the communication signal strength and (2) a bi-level optimization-based control framework for the robot team to enforce global connectivity of the realistic multi-robot communication graph and minimally deviate from their task-related motions. We provide theoretical proofs to justify the properties of our algorithm and demonstrate its effectiveness through simulations with up to 20 robots.