Coordinate descent methods usually minimize a cost function by updating a random decision variable (corresponding to one coordinate) at a time. Ideally, we would update the decision variable that yields the largest decrease in the cost function. However, finding this coordinate would require checking all of them, which would effectively negate the improvement in computational tractability that coordinate descent is intended to afford. To address this, we propose a new adaptive method for selecting a coordinate. First, we find a lower bound on the amount the cost function decreases when a coordinate is updated. We then use a multi-armed bandit algorithm to learn which coordinates result in the largest lower bound by interleaving this learning with conventional coordinate descent updates except that the coordinate is selected proportionately to the expected decrease. We show that our approach improves the convergence of coordinate descent methods both theoretically and experimentally.

Coordinate descent methods minimize a cost function by updating a single decision variable (corresponding to one coordinate) at a time. Ideally, we would update the decision variable that yields the largest marginal decrease in the cost function. However, finding this coordinate would require checking all of them, which is not computationally practical. Therefore, we propose a new adaptive method for coordinate descent. First, we define a lower bound on the decrease of the cost function when a coordinate is updated and, instead of calculating this lower bound for all coordinates, we use a multi-armed bandit algorithm to learn which coordinates result in the largest marginal decrease and simultaneously perform coordinate descent. We show that our approach improves the convergence of the coordinate methods both theoretically and experimentally.

We propose an online scheduling algorithm for posting crowdsourcing tasks which maximizes a novel metric called task viewership. This metric is computed using stochastic model based on coverage process and it measures the likelihood that a task is viewed by multiple crowd workers, which is correlated to the likelihood that it will be selected and completed.

Crowd workers exhibit varying work patterns, expertise, and quality leading to wide variability in the performance of crowdsourcing platforms. The onus of choosing a suitable platform to post tasks is mostly with the requester, often leading to poor guarantees and unmet requirements due to the dynamism in performance of crowd platforms. Towards this end, we demonstrate CrowdUtility, a statistical modelling based tool for evaluating multiple crowdsourcing platforms and recommending a platform that best suits the requirements of the requester. CrowdUtility uses an online Multi-Armed Bandit framework, to schedule tasks while optimizing platform performance. We demonstrate an end-to end system starting from requirements specification, to platform recommendation, to real-time monitoring.