ترغب بنشر مسار تعليمي؟ اضغط هنا

Markov Decision Process modeled with Bandits for Sequential Decision Making in Linear-flow

240   0   0.0 ( 0 )
 نشر من قبل Yi Liu
 تاريخ النشر 2021
والبحث باللغة English




اسأل ChatGPT حول البحث

In membership/subscriber acquisition and retention, we sometimes need to recommend marketing content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page can only return feedback as moving forward in the process or dropping from it until a termination state. We refer to this type of problems as sequential decision making in linear--flow. We propose to formulate the problem as an MDP with Bandits where Bandits are employed to model the transition probability matrix. At recommendation time, we use Thompson sampling (TS) to sample the transition probabilities and allocate the best series of actions with analytical solution through exact dynamic programming. The way that we formulate the problem allows us to leverage TSs efficiency in balancing exploration and exploitation and Bandits convenience in modeling actions incompatibility. In the simulation study, we observe the proposed MDP with Bandits algorithm outperforms Q-learning with $epsilon$-greedy and decreasing $epsilon$, independent Bandits, and interaction Bandits. We also find the proposed algorithms performance is the most robust to changes in the across-page interdependence strength.



قيم البحث

اقرأ أيضاً

Several applications of Reinforcement Learning suffer from instability due to high variance. This is especially prevalent in high dimensional domains. Regularization is a commonly used technique in machine learning to reduce variance, at the cost of introducing some bias. Most existing regularization techniques focus on spatial (perceptual) regularization. Yet in reinforcement learning, due to the nature of the Bellman equation, there is an opportunity to also exploit temporal regularization based on smoothness in value estimates over trajectories. This paper explores a class of methods for temporal regularization. We formally characterize the bias induced by this technique using Markov chain concepts. We illustrate the various characteristics of temporal regularization via a sequence of simple discrete and continuous MDPs, and show that the technique provides improvement even in high-dimensional Atari games.
The Markov assumption (MA) is fundamental to the empirical validity of reinforcement learning. In this paper, we propose a novel Forward-Backward Learning procedure to test MA in sequential decision making. The proposed test does not assume any param etric form on the joint distribution of the observed data and plays an important role for identifying the optimal policy in high-order Markov decision processes and partially observable MDPs. We apply our test to both synthetic datasets and a real data example from mobile health studies to illustrate its usefulness.
Studies on massive open online courses (MOOCs) users discuss the existence of typical profiles and their impact on the learning process of the students. However defining the typical behaviors as well as classifying the users accordingly is a difficul t task. In this paper we suggest two methods to model MOOC users behaviour given their log data. We mold their behavior into a Markov Decision Process framework. We associate the users intentions with the MDP reward and argue that this allows us to classify them.
We propose SLTD (`Sequential Learning-to-Defer) a framework for learning-to-defer pre-emptively to an expert in sequential decision-making settings. SLTD measures the likelihood of improving value of deferring now versus later based on the underlying uncertainty in dynamics. In particular, we focus on the non-stationarity in the dynamics to accurately learn the deferral policy. We demonstrate our pre-emptive deferral can identify regions where the current policy has a low probability of improving outcomes. SLTD outperforms existing non-sequential learning-to-defer baselines, whilst reducing overall uncertainty on multiple synthetic and real-world simulators with non-stationary dynamics. We further derive and decompose the propagated (long-term) uncertainty for interpretation by the domain expert to provide an indication of when the models performance is reliable.
94 - Renzhe Xu , Peng Cui , Kun Kuang 2020
Nowadays fairness issues have raised great concerns in decision-making systems. Various fairness notions have been proposed to measure the degree to which an algorithm is unfair. In practice, there frequently exist a certain set of variables we term as fair variables, which are pre-decision covariates such as users choices. The effects of fair variables are irrelevant in assessing the fairness of the decision support algorithm. We thus define conditional fairness as a more sound fairness metric by conditioning on the fairness variables. Given different prior knowledge of fair variables, we demonstrate that traditional fairness notations, such as demographic parity and equalized odds, are special cases of our conditional fairness notations. Moreover, we propose a Derivable Conditional Fairness Regularizer (DCFR), which can be integrated into any decision-making model, to track the trade-off between precision and fairness of algorithmic decision making. Specifically, an adversarial representation based conditional independence loss is proposed in our DCFR to measure the degree of unfairness. With extensive experiments on three real-world datasets, we demonstrate the advantages of our conditional fairness notation and DCFR.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا