supervised learning oracle
Contextual semibandits via supervised learning oracles
Akshay Krishnamurthy, Alekh Agarwal, Miro Dudik
We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this feedback. These problems, known as contextual semibandits, arise in crowdsourcing, recommendation, and many other domains. This paper reduces contextual semibandits to supervised learning, allowing us to leverage powerful supervised learning methods in this partial-feedback setting. Our first reduction applies when the mapping from feedback to reward is known and leads to a computationally efficient algorithm with near-optimal regret. We show that this algorithm outperforms state-of-the-art approaches on real-world learning-to-rank datasets, demonstrating the advantage of oracle-based algorithms. Our second reduction applies to the previously unstudied setting when the linear mapping from feedback to reward is unknown. Our regret guarantees are superior to prior techniques that ignore the feedback.
Contextual semibandits via supervised learning oracles
We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this feedback. These problems, known as contextual semibandits, arise in crowdsourcing, recommendation, and many other domains. This paper reduces contextual semibandits to supervised learning, allowing us to leverage powerful supervised learning methods in this partial-feedback setting. Our first reduction applies when the mapping from feedback to reward is known and leads to a computationally efficient algorithm with near-optimal regret. We show that this algorithm outperforms state-of-the-art approaches on real-world learning-to-rank datasets, demonstrating the advantage of oracle-based algorithms. Our second reduction applies to the previously unstudied setting when the linear mapping from feedback to reward is unknown. Our regret guarantees are superior to prior techniques that ignore the feedback.
Reviews: Contextual semibandits via supervised learning oracles
This paper is very interesting in general, and I believe that it has met the standard of NIPS poster. In particular, to the best of my knowledge, this is the first paper considering contextual combinatorial semi-bandits with *unknown* weights. However, I think some parts of the paper can still be improved, and will appreciate it if the authors polish the final version of the paper accordingly: 1) In Theorem 2: the O(T {2/3}) regret bound is somewhat unsatisfactory since I am expecting an O(T {1/2}) regret bound. If the authors believe that the O(T {2/3}) regret bound is intrinsic, please discuss. If the authors believe that it is due to unsatisfactory analysis, please also discuss (i.e. which step of the analysis leads to this non-tight regret bound). Please rewrite the motivation and explanation of the algorithm.
Contextual semibandits via supervised learning oracles
Krishnamurthy, Akshay, Agarwal, Alekh, Dudik, Miro
We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this feedback. These problems, known as contextual semibandits, arise in crowdsourcing, recommendation, and many other domains. This paper reduces contextual semibandits to supervised learning, allowing us to leverage powerful supervised learning methods in this partial-feedback setting. Our first reduction applies when the mapping from feedback to reward is known and leads to a computationally efficient algorithm with near-optimal regret. We show that this algorithm outperforms state-of-the-art approaches on real-world learning-to-rank datasets, demonstrating the advantage of oracle-based algorithms.
Contextual semibandits via supervised learning oracles
Krishnamurthy, Akshay, Agarwal, Alekh, Dudik, Miro
We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this feedback. These problems, known as contextual semibandits, arise in crowdsourcing, recommendation, and many other domains. This paper reduces contextual semibandits to supervised learning, allowing us to leverage powerful supervised learning methods in this partial-feedback setting. Our first reduction applies when the mapping from feedback to reward is known and leads to a computationally efficient algorithm with near-optimal regret. We show that this algorithm outperforms state-of-the-art approaches on real-world learning-to-rank datasets, demonstrating the advantage of oracle-based algorithms. Our second reduction applies to the previously unstudied setting when the linear mapping from feedback to reward is unknown. Our regret guarantees are superior to prior techniques that ignore the feedback.