Data Mining
Non-Stationary Bandits with Auto-Regressive Temporal Dependency
Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online advertising. This paper introduces a novel non-stationary MAB framework that captures the temporal structure of these real-world dynamics through an auto-regressive (AR) reward structure. We propose an algorithm that integrates two key mechanisms: (i) an alternation mechanism adept at leveraging temporal dependencies to dynamically balance exploration and exploitation, and (ii) a restarting mechanism designed to discard out-of-date information. Our algorithm achieves a regret upper bound that nearly matches the lower bound, with regret measured against a robust dynamic benchmark. Finally, via a real-world case study on tourism demand prediction, we demonstrate both the efficacy of our algorithm and the broader applicability of our techniques to more complex, rapidly evolving time series.
Supplementary Material: Automatic Unsupervised Outlier Model Selection Details on Models, Meta-features, Datasets/Testbeds, Optimization, pseudo code, and Detailed Experiment Result A M
Model set M is composed by pairing outlier detection algorithms to distinct hyperparameter choices. Table 2 provides a comprehensive description of models, including 302 unique models composed by 8 popular outlier detection (OD) algorithms. B.1 Complete List of Meta-features We summarize the meta-features used by M When applicable, we provide the formula for computing the meta-feature(s) and corresponding variants. Some are based on [49]. Refer to the accompanied code for details.
1468ecc3d7e9dc2fbf336eed9bb292e0-Paper-Conference.pdf
Multiple Instance Learning (MIL) has been increasingly adopted to mitigate the high costs and complexity associated with labeling individual instances, learning instead from bags of instances labeled at the bag level and enabling instance-level labeling. While existing research has primarily focused on the learnability of MIL at the bag level, there is an absence of theoretical exploration to check if a given MIL algorithm is learnable at the instance level. This paper proposes a theoretical framework based on probably approximately correct (PAC) learning theory to assess the instance-level learnability of deep multiple instance learning (Deep MIL) algorithms. Our analysis exposes significant gaps between current Deep MIL algorithms, highlighting the theoretical conditions that must be satisfied by MIL algorithms to ensure instance-level learnability. With these conditions, we interpret the learnability of the representative Deep MIL algorithms and validate them through empirical studies.