اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدA Bandit Approach to Maximum Inner Product Search
463
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
There has been substantial research on sub-linear time approximate algorithms for Maximum Inner Product Search (MIPS). To achieve fast query time, state-of-the-art techniques require significant preprocessing, which can be a burden when the number of subsequent queries is not sufficiently large to amortize the cost. Furthermore, existing methods do not have the ability to directly control the suboptimality of their approximate results with theoretical guarantees. In this paper, we propose the first approximate algorithm for MIPS that does not require any preprocessing, and allows users to control and bound the suboptimality of the results. We cast MIPS as a Best Arm Identification problem, and introduce a new bandit setting that can fully exploit the special structure of MIPS. Our approach outperforms state-of-the-art methods on both synthetic and real-world datasets.
قيم البحث
اقرأ أيضاً
Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through adaptive
resource allocation and early-stopping. We formulate hyperparameter optimization as a pure-exploration non-stochastic infinite-armed bandit problem where a predefined resource like iterations, data samples, or features is allocated to randomly sampled configurations. We introduce a novel algorithm, Hyperband, for this framework and analyze its theoretical properties, providing several desirable guarantees. Furthermore, we compare Hyperband with popular Bayesian optimization methods on a suite of hyperparameter optimization problems. We observe that Hyperband can provide over an order-of-magnitude speedup over our competitor set on a variety of deep-learning and kernel-based learning problems.
The problem of {em efficiently} finding the best match for a query in a given set with respect to the Euclidean distance or the cosine similarity has been extensively studied in literature. However, a closely related problem of efficiently finding th
e best match with respect to the inner product has never been explored in the general setting to the best of our knowledge. In this paper we consider this general problem and contrast it with the existing best-match algorithms. First, we propose a general branch-and-bound algorithm using a tree data structure. Subsequently, we present a dual-tree algorithm for the case where there are multiple queries. Finally we present a new data structure for increasing the efficiency of the dual-tree algorithm. These branch-and-bound algorithms involve novel bounds suited for the purpose of best-matching with inner products. We evaluate our proposed algorithms on a variety of data sets from various applications, and exhibit up to five orders of magnitude improvement in query time over the naive search technique.
Motivated by the phenomenon that companies introduce new products to keep abreast with customers rapidly changing tastes, we consider a novel online learning setting where a profit-maximizing seller needs to learn customers preferences through offeri
ng recommendations, which may contain existing products and new products that are launched in the middle of a selling period. We propose a sequential multinomial logit (SMNL) model to characterize customers behavior when product recommendations are presented in tiers. For the offline version with known customers preferences, we propose a polynomial-time algorithm and characterize the properties of the optimal tiered product recommendation. For the online problem, we propose a learning algorithm and quantify its regret bound. Moreover, we extend the setting to incorporate a constraint which ensures every new product is learned to a given accuracy. Our results demonstrate the tier structure can be used to mitigate the risks associated with learning new products.
We consider a dynamic assortment selection problem, where in every round the retailer offers a subset (assortment) of $N$ substitutable products to a consumer, who selects one of these products according to a multinomial logit (MNL) choice model. The
retailer observes this choice and the objective is to dynamically learn the model parameters, while optimizing cumulative revenues over a selling horizon of length $T$. We refer to this exploration-exploitation formulation as the MNL-Bandit problem. Existing methods for this problem follow an explore-then-exploit approach, which estimate parameters to a desired accuracy and then, treating these estimates as if they are the correct parameter values, offers the optimal assortment based on these estimates. These approaches require certain a priori knowledge of separability, determined by the true parameters of the underlying MNL model, and this in turn is critical in determining the length of the exploration period. (Separability refers to the distinguishability of the true optimal assortment from the other sub-optimal alternatives.) In this paper, we give an efficient algorithm that simultaneously explores and exploits, achieving performance independent of the underlying parameters. The algorithm can be implemented in a fully online manner, without knowledge of the horizon length $T$. Furthermore, the algorithm is adaptive in the sense that its performance is near-optimal in both the well separated case, as well as the general parameter setting where this separation need not hold.
Monte Carlo Tree Search (MCTS) algorithms have achieved great success on many challenging benchmarks (e.g., Computer Go). However, they generally require a large number of rollouts, making their applications costly. Furthermore, it is also extremely
challenging to parallelize MCTS due to its inherent sequential nature: each rollout heavily relies on the statistics (e.g., node visitation counts) estimated from previous simulations to achieve an effective exploration-exploitation tradeoff. In spite of these difficulties, we develop an algorithm, WU-UCT, to effectively parallelize MCTS, which achieves linear speedup and exhibits only limited performance loss with an increasing number of workers. The key idea in WU-UCT is a set of statistics that we introduce to track the number of on-going yet incomplete simulation queries (named as unobserved samples). These statistics are used to modify the UCT tree policy in the selection steps in a principled manner to retain effective exploration-exploitation tradeoff when we parallelize the most time-consuming expansion and simulation steps. Experiments on a proprietary benchmark and the Atari Game benchmark demonstrate the linear speedup and the superior performance of WU-UCT comparing to existing techniques.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
