Wang, Hao
Budget Constrained Bidding by Model-free Reinforcement Learning in Display Advertising
Wu, Di, Chen, Xiujun, Yang, Xun, Wang, Hao, Tan, Qing, Zhang, Xiaoxun, Xu, Jian, Gai, Kun
Real-time bidding (RTB) is an important mechanism in online display advertising, where a proper bid for each page view plays an essential role for good marketing results. Budget constrained bidding is a typical scenario in RTB where the advertisers hope to maximize the total value of the winning impressions under a pre-set budget constraint. However, the optimal bidding strategy is hard to be derived due to the complexity and volatility of the auction environment. To address these challenges, in this paper, we formulate budget constrained bidding as a Markov Decision Process and propose a model-free reinforcement learning framework to resolve the optimization problem. Our analysis shows that the immediate reward from environment is misleading under a critical resource constraint. Therefore, we innovate a reward function design methodology for the reinforcement learning problems with constraints. Based on the new reward design, we employ a deep neural network to learn the appropriate reward so that the optimal policy can be learned effectively. Different from the prior model-based work, which suffers from the scalability problem, our framework is easy to be deployed in large-scale industrial applications. The experimental evaluations demonstrate the effectiveness of our framework on large-scale real datasets.
l0-norm Based Centers Selection for Failure Tolerant RBF Networks
Wang, Hao, Leung, Chi-Sing, So, Hing Cheung, Feng, Ruibin, Han, Zifa
The aim of this paper is to select the RBF neural network centers under concurrent faults. It is well known that fault tolerance is a very attractive property for neural network algorithms. And center selection is an important procedure during the training process of RBF neural network. In this paper, we will address these two issues simultaneously and devise two novel algorithms. Both of them are based on the framework of ADMM and utilize the technique of sparse approximation. For both two methods, we first define a fault tolerant objective function. After that, the first method introduces the MCP function (an approximate l0-norm function) and combine it with ADMM framework to select the RBF centers. While the second method utilize ADMM and IHT to solve the problem. The convergence of both two methods is proved. Simulation results show that the proposed algorithms are superior to many existing center selection algorithms under concurrent fault.
On the Direction of Discrimination: An Information-Theoretic Analysis of Disparate Impact in Machine Learning
Wang, Hao, Ustun, Berk, Calmon, Flavio P.
In the context of machine learning, disparate impact refers to a form of systematic discrimination whereby the output distribution of a model depends on the value of a sensitive attribute (e.g., race or gender). In this paper, we propose an information-theoretic framework to analyze the disparate impact of a binary classification model. We view the model as a fixed channel, and quantify disparate impact as the divergence in output distributions over two groups. Our aim is to find a correction function that can perturb the input distributions of each group to align their output distributions. We present an optimization problem that can be solved to obtain a correction function that will make the output distributions statistically indistinguishable. We derive closed-form expressions to efficiently compute the correction function, and demonstrate the benefits of our framework on a recidivism prediction problem based on the ProPublica COMPAS dataset.
Information-Theoretic Domain Adaptation Under Severe Noise Conditions
Wang, Wei (Institute of Software, Chinese Academy of Sciences) | Wang, Hao (360 Search Lab, Qihoo 360) | Ran, Zhi-Yong (Chongqing University of Posts and Telecommunications) | He, Ran (Institute of Automation, Chinese Academy of Sciences)
Cross-domain data reconstruction methods derive a shared transformation across source and target domains. These methods usually make a specific assumption on noise, which exhibits limited ability when the target data are contaminated by different kinds of complex noise in practice. To enhance the robustness of domain adaptation under severe noise conditions, this paper proposes a novel reconstruction based algorithm in an information-theoretic setting. Specifically, benefiting from the theoretical property of correntropy, the proposed algorithm is distinguished with: detecting the contaminated target samples without making any specific assumption on noise; greatly suppressing the negative influence of noise on cross-domain transformation. Moreover, a relative entropy based regularization of the transformation is incorporated to avoid trivial solutions with the reaped theoretic advantages, i.e., non-negativity and scale-invariance. For optimization, a half-quadratic technique is developed to minimize the non-convex information-theoretic objectives with explicitly guaranteed convergence. Experiments on two real-world domain adaptation tasks demonstrate the superiority of our method.
Deep Learning for Precipitation Nowcasting: A Benchmark and A New Model
Shi, Xingjian, Gao, Zhihan, Lausen, Leonard, Wang, Hao, Yeung, Dit-Yan, Wong, Wai-kin, WOO, Wang-chun
With the goal of making high-resolution forecasts of regional rainfall, precipitation nowcasting has become an important and fundamental technology underlying various public services ranging from rainstorm warnings to flight safety. Recently, the Convolutional LSTM (ConvLSTM) model has been shown to outperform traditional optical flow based methods for precipitation nowcasting, suggesting that deep learning models have a huge potential for solving the problem. However, the convolutional recurrence structure in ConvLSTM-based models is location-invariant while natural motion and transformation (e.g., rotation) are location-variant in general. Furthermore, since deep-learning-based precipitation nowcasting is a newly emerging area, clear evaluation protocols have not yet been established. To address these problems, we propose both a new model and a benchmark for precipitation nowcasting. Specifically, we go beyond ConvLSTM and propose the Trajectory GRU (TrajGRU) model that can actively learn the location-variant structure for recurrent connections. Besides, we provide a benchmark that includes a real-world large-scale dataset from the Hong Kong Observatory, a new training loss, and a comprehensive evaluation protocol to facilitate future research and gauge the state of the art.
Dual Based DSP Bidding Strategy and its Application
Liu, Huahui, Zhu, Mingrui, Meng, Xiaonan, Hu, Yi, Wang, Hao
In recent years, RTB(Real Time Bidding) becomes a popular online advertisement trading method. During the auction, each DSP(Demand Side Platform) is supposed to evaluate current opportunity and respond with an ad and corresponding bid price. It's essential for DSP to find an optimal ad selection and bid price determination strategy which maximizes revenue or performance under budget and ROI(Return On Investment) constraints in P4P(Pay For Performance) or P4U(Pay For Usage) mode. We solve this problem by 1) formalizing the DSP problem as a constrained optimization problem, 2) proposing the augmented MMKP(Multi-choice Multi-dimensional Knapsack Problem) with general solution, 3) and demonstrating the DSP problem is a special case of the augmented MMKP and deriving specialized strategy. Our strategy is verified through simulation and outperforms state-of-the-art strategies in real application. To the best of our knowledge, our solution is the first dual based DSP bidding framework that is derived from strict second price auction assumption and generally applicable to the multiple ads scenario with various objectives and constraints.
ResumeVis: A Visual Analytics System to Discover Semantic Information in Semi-structured Resume Data
Zhang, Chen, Wang, Hao, Wu, Yingcai
Massive public resume data emerging on the WWW indicates individual-related characteristics in terms of profile and career experiences. Resume Analysis (RA) provides opportunities for many applications, such as talent seeking and evaluation. Existing RA studies based on statistical analyzing have primarily focused on talent recruitment by identifying explicit attributes. However, they failed to discover the implicit semantic information, i.e., individual career progress patterns and social-relations, which are vital to comprehensive understanding of career development. Besides, how to visualize them for better human cognition is also challenging. To tackle these issues, we propose a visual analytics system ResumeVis to mine and visualize resume data. Firstly, a text-mining based approach is presented to extract semantic information. Then, a set of visualizations are devised to represent the semantic information in multiple perspectives. By interactive exploration on ResumeVis performed by domain experts, the following tasks can be accomplished: to trace individual career evolving trajectory; to mine latent social-relations among individuals; and to hold the full picture of massive resumes' collective mobility. Case studies with over 2500 online officer resumes demonstrate the effectiveness of our system. We provide a demonstration video.
ZM-Net: Real-time Zero-shot Image Manipulation Network
Wang, Hao, Liang, Xiaodan, Zhang, Hao, Yeung, Dit-Yan, Xing, Eric P.
Many problems in image processing and computer vision (e.g. colorization, style transfer) can be posed as 'manipulating' an input image into a corresponding output image given a user-specified guiding signal. A holy-grail solution towards generic image manipulation should be able to efficiently alter an input image with any personalized signals (even signals unseen during training), such as diverse paintings and arbitrary descriptive attributes. However, existing methods are either inefficient to simultaneously process multiple signals (let alone generalize to unseen signals), or unable to handle signals from other modalities. In this paper, we make the first attempt to address the zero-shot image manipulation task. We cast this problem as manipulating an input image according to a parametric model whose key parameters can be conditionally generated from any guiding signal (even unseen ones). To this end, we propose the Zero-shot Manipulation Net (ZM-Net), a fully-differentiable architecture that jointly optimizes an image-transformation network (TNet) and a parameter network (PNet). The PNet learns to generate key transformation parameters for the TNet given any guiding signal while the TNet performs fast zero-shot image manipulation according to both signal-dependent parameters from the PNet and signal-invariant parameters from the TNet itself. Extensive experiments show that our ZM-Net can perform high-quality image manipulation conditioned on different forms of guiding signals (e.g. style images and attributes) in real-time (tens of milliseconds per image) even for unseen signals. Moreover, a large-scale style dataset with over 20,000 style images is also constructed to promote further research.
Relational Deep Learning: A Deep Latent Variable Model for Link Prediction
Wang, Hao (Hong Kong University of Science and Technology) | Shi, Xingjian (Hong Kong University of Science and Technology) | Yeung, Dit-Yan (Hong Kong University of Science and Technology)
Link prediction is a fundamental task in such areas as social network analysis, information retrieval, and bioinformatics. Usually link prediction methods use the link structures or node attributes as the sources of information. Recently, the relational topic model (RTM) and its variants have been proposed as hybrid methods that jointly model both sources of information and achieve very promising accuracy. However, the representations (features) learned by them are still not effective enough to represent the nodes (items). To address this problem, we generalize recent advances in deep learning from solely modeling i.i.d. sequences of attributes to jointly modeling graphs and non-i.i.d. sequences of attributes. Specifically, we follow the Bayesian deep learning framework and devise a hierarchical Bayesian model, called relational deep learning (RDL), to jointly model high-dimensional node attributes and link structures with layers of latent variables. Due to the multiple nonlinear transformations in RDL, standard variational inference is not applicable. We propose to utilize the product of Gaussians (PoG) structure in RDL to relate the inferences on different variables and derive a generalized variational inference algorithm for learning the variables and predicting the links. Experiments on three real-world datasets show that RDL works surprisingly well and significantly outperforms the state of the art.
Cluster-based Kriging Approximation Algorithms for Complexity Reduction
van Stein, Bas, Wang, Hao, Kowalczyk, Wojtek, Emmerich, Michael, Bäck, Thomas
Kriging or Gaussian Process Regression is applied in many fields as a non-linear regression model as well as a surrogate model in the field of evolutionary computation. However, the computational and space complexity of Kriging, that is cubic and quadratic in the number of data points respectively, becomes a major bottleneck with more and more data available nowadays. In this paper, we propose a general methodology for the complexity reduction, called cluster Kriging, where the whole data set is partitioned into smaller clusters and multiple Kriging models are built on top of them. In addition, four Kriging approximation algorithms are proposed as candidate algorithms within the new framework. Each of these algorithms can be applied to much larger data sets while maintaining the advantages and power of Kriging. The proposed algorithms are explained in detail and compared empirically against a broad set of existing state-of-the-art Kriging approximation methods on a well-defined testing framework. According to the empirical study, the proposed algorithms consistently outperform the existing algorithms. Moreover, some practical suggestions are provided for using the proposed algorithms.