LGOct 3, 2022
Nonstationary data stream classification with online active learning and siamese neural networksKleanthis Malialis, Christos G. Panayiotou, Marios M. Polycarpou
We have witnessed in recent years an ever-growing volume of information becoming available in a streaming manner in various application areas. As a result, there is an emerging need for online learning methods that train predictive models on-the-fly. A series of open challenges, however, hinder their deployment in practice. These are, learning as data arrive in real-time one-by-one, learning from data with limited ground truth information, learning from nonstationary data, and learning from severely imbalanced data, while occupying a limited amount of memory for data storage. We propose the ActiSiamese algorithm, which addresses these challenges by combining online active learning, siamese networks, and a multi-queue memory. It develops a new density-based active learning strategy which considers similarity in the latent (rather than the input) space. We conduct an extensive study that compares the role of different active learning budgets and strategies, the performance with/without memory, the performance with/without ensembling, in both synthetic and real-world datasets, under different data nonstationarity characteristics and class imbalance levels. ActiSiamese outperforms baseline and state-of-the-art algorithms, and is effective under severe imbalance, even only when a fraction of the arriving instances' labels is available. We publicly release our code to the community.
LGOct 10, 2022
A Hybrid Active-Passive Approach to Imbalanced Nonstationary Data Stream ClassificationKleanthis Malialis, Manuel Roveri, Cesare Alippi et al.
In real-world applications, the process generating the data might suffer from nonstationary effects (e.g., due to seasonality, faults affecting sensors or actuators, and changes in the users' behaviour). These changes, often called concept drift, might induce severe (potentially catastrophic) impacts on trained learning models that become obsolete over time, and inadequate to solve the task at hand. Learning in presence of concept drift aims at designing machine and deep learning models that are able to track and adapt to concept drift. Typically, techniques to handle concept drift are either active or passive, and traditionally, these have been considered to be mutually exclusive. Active techniques use an explicit drift detection mechanism, and re-train the learning algorithm when concept drift is detected. Passive techniques use an implicit method to deal with drift, and continually update the model using incremental learning. Differently from what present in the literature, we propose a hybrid alternative which merges the two approaches, hence, leveraging on their advantages. The proposed method called Hybrid-Adaptive REBAlancing (HAREBA) significantly outperforms strong baselines and state-of-the-art methods in terms of learning quality and speed; we experiment how it is effective under severe class imbalance levels too.
LGOct 13, 2022
Data augmentation on-the-fly and active learning in data stream classificationKleanthis Malialis, Dimitris Papatheodoulou, Stylianos Filippou et al.
There is an emerging need for predictive models to be trained on-the-fly, since in numerous machine learning applications data are arriving in an online fashion. A critical challenge encountered is that of limited availability of ground truth information (e.g., labels in classification tasks) as new data are observed one-by-one online, while another significant challenge is that of class imbalance. This work introduces the novel Augmented Queues method, which addresses the dual-problem by combining in a synergistic manner online active learning, data augmentation, and a multi-queue memory to maintain separate and balanced queues for each class. We perform an extensive experimental study using image and time-series augmentations, in which we examine the roles of the active learning budget, memory size, imbalance level, and neural network type. We demonstrate two major advantages of Augmented Queues. First, it does not reserve additional memory space as the generation of synthetic data occurs only at training times. Second, learning models have access to more labelled data without the need to increase the active learning budget and / or the original memory size. Learning on-the-fly poses major challenges which, typically, hinder the deployment of learning models. Augmented Queues significantly improves the performance in terms of learning quality and speed. Our code is made publicly available.
LGNov 23, 2022
Unsupervised Unlearning of Concept Drift with AutoencodersAndré Artelt, Kleanthis Malialis, Christos Panayiotou et al.
Concept drift refers to a change in the data distribution affecting the data stream of future samples. Consequently, learning models operating on the data stream might become obsolete, and need costly and difficult adjustments such as retraining or adaptation. Existing methods usually implement a local concept drift adaptation scheme, where either incremental learning of the models is used, or the models are completely retrained when a drift detection mechanism triggers an alarm. This paper proposes an alternative approach in which an unsupervised and model-agnostic concept drift adaptation method at the global level is introduced, based on autoencoders. Specifically, the proposed method aims to ``unlearn'' the concept drift without having to retrain or adapt any of the learning models operating on the data. An extensive experimental evaluation is conducted in two application domains. We consider a realistic water distribution network with more than 30 models in-place, from which we create 200 simulated data sets / scenarios. We further consider an image-related task to demonstrate the effectiveness of our method.
LGSep 18, 2023
A Study of Data-driven Methods for Adaptive Forecasting of COVID-19 CasesCharithea Stylianides, Kleanthis Malialis, Panayiotis Kolios
Severe acute respiratory disease SARS-CoV-2 has had a found impact on public health systems and healthcare emergency response especially with respect to making decisions on the most effective measures to be taken at any given time. As demonstrated throughout the last three years with COVID-19, the prediction of the number of positive cases can be an effective way to facilitate decision-making. However, the limited availability of data and the highly dynamic and uncertain nature of the virus transmissibility makes this task very challenging. Aiming at investigating these challenges and in order to address this problem, this work studies data-driven (learning, statistical) methods for incrementally training models to adapt to these nonstationary conditions. An extensive empirical study is conducted to examine various characteristics, such as, performance analysis on a per virus wave basis, feature extraction, "lookback" window size, memory size, all for next-, 7-, and 14-day forecasting tasks. We demonstrate that the incremental learning framework can successfully address the aforementioned challenges and perform well during outbreaks, providing accurate predictions.
LGSep 30, 2022
A Multi-label Time Series Classification Approach for Non-intrusive Water End-Use MonitoringDimitris Papatheodoulou, Pavlos Pavlou, Stelios G. Vrachimis et al.
Numerous real-world problems from a diverse set of application areas exist that exhibit temporal dependencies. We focus on a specific type of time series classification which we refer to as aggregated time series classification. We consider an aggregated sequence of a multi-variate time series, and propose a methodology to make predictions based solely on the aggregated information. As a case study, we apply our methodology to the challenging problem of household water end-use dissagregation when using non-intrusive water monitoring. Our methodology does not require a-priori identification of events, and to our knowledge, it is considered for the first time. We conduct an extensive experimental study using a residential water-use simulator, involving different machine learning classifiers, multi-label classification methods, and successfully demonstrate the effectiveness of our methodology.
SPFeb 28
A Novel end-to-end Digital Health System Using Deep Learning-based ECG AnalysisArtemis Kontou, Natalia Miroshnikova, Costakis Matheou et al.
This study presents AI-HEART, a cloud-based information system for managing and analysing long-duration ambulatory electrocardiogram (ECG) recordings and supporting clinician decision-making. The platform operationalises an end-to-end pipeline that ingests multi-day three-lead ECGs, normalises inputs, performs signal preprocessing, and applies dedicated deep neural networks for wave delineation, noise/quality detection, and beat- and rhythm-level multi-class arrhythmia classification. To address class imbalance and real-world signal variability, model development combines large clinically annotated datasets with expert-in-the-loop curation and generative augmentation for under-represented rhythms. Empirical evaluation on three-lead ambulatory ECG data shows that delineation accuracy is sufficient for automated interval measurement, noise detection reliably flags poor-quality segments, and arrhythmia classification achieves high specificity with clinically useful macro-averaged performance across common and rarer rhythms. Beyond predictive accuracy, AI-HEART provides a scalable deployment approach for integrating AI into routine ECG services, enabling traceable outputs, audit-friendly storage of recordings and derived annotations, and clinician review/editing that captures feedback for controlled model improvement. The findings demonstrate the technical feasibility and operational value of a noise-aware AI-ECG platform as a digital health information system.
PEJan 28
Cross-Country Learning for National Infectious Disease Forecasting Using European DataZacharias Komodromos, Kleanthis Malialis, Artemis Kontou et al.
Accurate forecasting of infectious disease incidence is critical for public health planning and timely intervention. While most data-driven forecasting approaches rely primarily on historical data from a single country, such data are often limited in length and variability, restricting the performance of machine learning (ML) models. In this work, we investigate a cross-country learning approach for infectious disease forecasting, in which a single model is trained on time series data from multiple countries and evaluated on a country of interest. This setting enables the model to exploit shared epidemic dynamics across countries and to benefit from an enlarged training set. We examine this approach through a case study on COVID-19 case forecasting in Cyprus, using surveillance data from European countries. We evaluate multiple ML models and analyse the impact of the lookback window length and cross-country `data augmentation' on multi-step forecasting performance. Our results show that incorporating data from other countries can lead to consistent improvements over models trained solely on national data. Although the empirical focus is on Cyprus and COVID-19, the proposed framework and findings are applicable to infectious disease forecasting more broadly, particularly in settings with limited national historical data.
LGFeb 13
Drift-Aware Variational Autoencoder-based Anomaly Detection with Two-level EnsemblingJin Li, Kleanthis Malialis, Christos G. Panayiotou et al.
In today's digital world, the generation of vast amounts of streaming data in various domains has become ubiquitous. However, many of these data are unlabeled, making it challenging to identify events, particularly anomalies. This task becomes even more formidable in nonstationary environments where model performance can deteriorate over time due to concept drift. To address these challenges, this paper presents a novel method, VAE++ESDD, which employs incremental learning and two-level ensembling: an ensemble of Variational AutoEncoder(VAEs) for anomaly prediction, along with an ensemble of concept drift detectors. Each drift detector utilizes a statistical-based concept drift mechanism. To evaluate the effectiveness of VAE++ESDD, we conduct a comprehensive experimental study using real-world and synthetic datasets characterized by severely or extremely low anomalous rates and various drift characteristics. Our study reveals that the proposed method significantly outperforms both strong baselines and state-of-the-art methods.
LGFeb 9
Low Rank Transformer for Multivariate Time Series Anomaly Detection and LocalizationCharalampos Shimillas, Kleanthis Malialis, Konstantinos Fokianos et al.
Multivariate time series (MTS) anomaly diagnosis, which encompasses both anomaly detection and localization, is critical for the safety and reliability of complex, large-scale real-world systems. The vast majority of existing anomaly diagnosis methods offer limited theoretical insights, especially for anomaly localization, which is a vital but largely unexplored area. The aim of this contribution is to study the learning process of a Transformer when applied to MTS by revealing connections to statistical time series methods. Based on these theoretical insights, we propose the Attention Low-Rank Transformer (ALoRa-T) model, which applies low-rank regularization to self-attention, and we introduce the Attention Low-Rank score, effectively capturing the temporal characteristics of anomalies. Finally, to enable anomaly localization, we propose the ALoRa-Loc method, a novel approach that associates anomalies to specific variables by quantifying interrelationships among time series. Extensive experiments and real data analysis, show that the proposed methodology significantly outperforms state-of-the-art methods in both detection and localization tasks.
LGApr 6, 2025Code
SiameseDuo++: Active Learning from Data Streams with Dual Augmented Siamese NetworksKleanthis Malialis, Stylianos Filippou, Christos G. Panayiotou et al.
Data stream mining, also known as stream learning, is a growing area which deals with learning from high-speed arriving data. Its relevance has surged recently due to its wide range of applicability, such as, critical infrastructure monitoring, social media analysis, and recommender systems. The design of stream learning methods faces significant research challenges; from the nonstationary nature of the data (referred to as concept drift) and the fact that data streams are typically not annotated with the ground truth, to the requirement that such methods should process large amounts of data in real-time with limited memory. This work proposes the SiameseDuo++ method, which uses active learning to automatically select instances for a human expert to label according to a budget. Specifically, it incrementally trains two siamese neural networks which operate in synergy, augmented by generated examples. Both the proposed active learning strategy and augmentation operate in the latent space. SiameseDuo++ addresses the aforementioned challenges by operating with limited memory and limited labelling budget. Simulation experiments show that the proposed method outperforms strong baselines and state-of-the-art methods in terms of learning speed and/or performance. To promote open science we publicly release our code and datasets.
LGFeb 10
Resilient Class-Incremental Learning: on the Interplay of Drifting, Unlabelled and Imbalanced Data StreamsJin Li, Kleanthis Malialis, Marios Polycarpou
In today's connected world, the generation of massive streaming data across diverse domains has become commonplace. In the presence of concept drift, class imbalance, label scarcity, and new class emergence, they jointly degrade representation stability, bias learning toward outdated distributions, and reduce the resilience and reliability of detection in dynamic environments. This paper proposes SCIL (Streaming Class-Incremental Learning) to address these challenges. The SCIL framework integrates an autoencoder (AE) with a multi-layer perceptron for multi-class prediction, uses a dual-loss strategy (classification and reconstruction) for prediction and new class detection, employs corrected pseudo-labels for online training, manages classes with queues, and applies oversampling to handle imbalance. The rationale behind the method's structure is elucidated through ablation studies and a comprehensive experimental evaluation is performed using both real-world and synthetic datasets that feature class imbalance, incremental classes, and concept drifts. Our results demonstrate that SCIL outperforms strong baselines and state-of-the-art methods. Based on our commitment to Open Science, we make our code and datasets available to the community.
LGJan 15, 2025
Transformer-based Multivariate Time Series Anomaly LocalizationCharalampos Shimillas, Kleanthis Malialis, Konstantinos Fokianos et al.
With the growing complexity of Cyber-Physical Systems (CPS) and the integration of Internet of Things (IoT), the use of sensors for online monitoring generates large volume of multivariate time series (MTS) data. Consequently, the need for robust anomaly diagnosis in MTS is paramount to maintaining system reliability and safety. While significant advancements have been made in anomaly detection, localization remains a largely underexplored area, though crucial for intelligent decision-making. This paper introduces a novel transformer-based model for unsupervised anomaly diagnosis in MTS, with a focus on improving localization performance, through an in-depth analysis of the self-attention mechanism's learning behavior under both normal and anomalous conditions. We formulate the anomaly localization problem as a three-stage process: time-step, window, and segment-based. This leads to the development of the Space-Time Anomaly Score (STAS), a new metric inspired by the connection between transformer latent representations and space-time statistical models. STAS is designed to capture individual anomaly behaviors and inter-series dependencies, delivering enhanced localization performance. Additionally, the Statistical Feature Anomaly Score (SFAS) complements STAS by analyzing statistical features around anomalies, with their combination helping to reduce false alarms. Experiments on real world and synthetic datasets illustrate the model's superiority over state-of-the-art methods in both detection and localization tasks.
LGApr 3, 2024
Incremental Learning with Concept Drift Detection and Prototype-based Embeddings for Graph Stream ClassificationKleanthis Malialis, Jin Li, Christos G. Panayiotou et al.
Data stream mining aims at extracting meaningful knowledge from continually evolving data streams, addressing the challenges posed by nonstationary environments, particularly, concept drift which refers to a change in the underlying data distribution over time. Graph structures offer a powerful modelling tool to represent complex systems, such as, critical infrastructure systems and social networks. Learning from graph streams becomes a necessity to understand the dynamics of graph structures and to facilitate informed decision-making. This work introduces a novel method for graph stream classification which operates under the general setting where a data generating process produces graphs with varying nodes and edges over time. The method uses incremental learning for continual model adaptation, selecting representative graphs (prototypes) for each class, and creating graph embeddings. Additionally, it incorporates a loss-based concept drift detection mechanism to recalculate graph prototypes when drift is detected.
LGAug 22, 2025
Unsupervised Online Detection of Pipe Blockages and Leakages in Water Distribution NetworksJin Li, Kleanthis Malialis, Stelios G. Vrachimis et al.
Water Distribution Networks (WDNs), critical to public well-being and economic stability, face challenges such as pipe blockages and background leakages, exacerbated by operational constraints such as data non-stationarity and limited labeled data. This paper proposes an unsupervised, online learning framework that aims to detect two types of faults in WDNs: pipe blockages, modeled as collective anomalies, and background leakages, modeled as concept drift. Our approach combines a Long Short-Term Memory Variational Autoencoder (LSTM-VAE) with a dual drift detection mechanism, enabling robust detection and adaptation under non-stationary conditions. Its lightweight, memory-efficient design enables real-time, edge-level monitoring. Experiments on two realistic WDNs show that the proposed approach consistently outperforms strong baselines in detecting anomalies and adapting to recurrent drift, demonstrating its effectiveness in unsupervised event detection for dynamic WDN environments.
PEJul 17, 2025
Investigating Forecasting Models for Pandemic Infections Using Heterogeneous Data Sources: A 2-year Study with COVID-19Zacharias Komodromos, Kleanthis Malialis, Panayiotis Kolios
Emerging in December 2019, the COVID-19 pandemic caused widespread health, economic, and social disruptions. Rapid global transmission overwhelmed healthcare systems, resulting in high infection rates, hospitalisations, and fatalities. To minimise the spread, governments implemented several non-pharmaceutical interventions like lockdowns and travel restrictions. While effective in controlling transmission, these measures also posed significant economic and societal challenges. Although the WHO declared COVID-19 no longer a global health emergency in May 2023, its impact persists, shaping public health strategies. The vast amount of data collected during the pandemic offers valuable insights into disease dynamics, transmission, and intervention effectiveness. Leveraging these insights can improve forecasting models, enhancing preparedness and response to future outbreaks while mitigating their social and economic impact. This paper presents a large-scale case study on COVID-19 forecasting in Cyprus, utilising a two-year dataset that integrates epidemiological data, vaccination records, policy measures, and weather conditions. We analyse infection trends, assess forecasting performance, and examine the influence of external factors on disease dynamics. The insights gained contribute to improved pandemic preparedness and response strategies.
MAJan 7, 2025
Cooperative Search and Track of Rogue Drones using Multiagent Reinforcement LearningPanayiota Valianti, Kleanthis Malialis, Panayiotis Kolios et al.
This work considers the problem of intercepting rogue drones targeting sensitive critical infrastructure facilities. While current interception technologies focus mainly on the jamming/spoofing tasks, the challenges of effectively locating and tracking rogue drones have not received adequate attention. Solving this problem and integrating with recently proposed interception techniques will enable a holistic system that can reliably detect, track, and neutralize rogue drones. Specifically, this work considers a team of pursuer UAVs that can search, detect, and track multiple rogue drones over a sensitive facility. The joint search and track problem is addressed through a novel multiagent reinforcement learning scheme to optimize the agent mobility control actions that maximize the number of rogue drones detected and tracked. The performance of the proposed system is investigated under realistic settings through extensive simulation experiments with varying number of agents demonstrating both its performance and scalability.
LGJan 3, 2025
Online Detection of Water Contamination Under Concept DriftJin Li, Kleanthis Malialis, Stelios G. Vrachimis et al.
Water Distribution Networks (WDNs) are vital infrastructures, and contamination poses serious public health risks. Harmful substances can interact with disinfectants like chlorine, making chlorine monitoring essential for detecting contaminants. However, chlorine sensors often become unreliable and require frequent calibration. This study introduces the Dual-Threshold Anomaly and Drift Detection (AD&DD) method, an unsupervised approach combining a dual-threshold drift detection mechanism with an LSTM-based Variational Autoencoder(LSTM-VAE) for real-time contamination detection. Tested on two realistic WDNs, AD&DD effectively identifies anomalies with sensor offsets as concept drift, and outperforms other methods. A proposed decentralized architecture enables accurate contamination detection and localization by deploying AD&DD on selected nodes.
LGDec 30, 2024
Urban Water Consumption Forecasting Using Deep Learning and Correlated District Metered AreasKleanthis Malialis, Nefeli Mavri, Stelios G. Vrachimis et al.
Accurate water consumption forecasting is a crucial tool for water utilities and policymakers, as it helps ensure a reliable supply, optimize operations, and support infrastructure planning. Urban Water Distribution Networks (WDNs) are divided into District Metered Areas (DMAs), where water flow is monitored to efficiently manage resources. This work focuses on short-term forecasting of DMA consumption using deep learning and aims to address two key challenging issues. First, forecasting based solely on a DMA's historical data may lack broader context and provide limited insights. Second, DMAs may experience sensor malfunctions providing incorrect data, or some DMAs may not be monitored at all due to computational costs, complicating accurate forecasting. We propose a novel method that first identifies DMAs with correlated consumption patterns and then uses these patterns, along with the DMA's local data, as input to a deep learning model for forecasting. In a real-world study with data from five DMAs, we show that: i) the deep learning model outperforms a classical statistical model; ii) accurate forecasting can be carried out using only correlated DMAs' consumption patterns; and iii) even when a DMA's local data is available, including correlated DMAs' data improves accuracy.
LGMay 15, 2023
Autoencoder-based Anomaly Detection in Streaming Data with Incremental Learning and Concept Drift AdaptationJin Li, Kleanthis Malialis, Marios M. Polycarpou
In our digital universe nowadays, enormous amount of data are produced in a streaming manner in a variety of application areas. These data are often unlabelled. In this case, identifying infrequent events, such as anomalies, poses a great challenge. This problem becomes even more difficult in non-stationary environments, which can cause deterioration of the predictive performance of a model. To address the above challenges, the paper proposes an autoencoder-based incremental learning method with drift detection (strAEm++DD). Our proposed method strAEm++DD leverages on the advantages of both incremental learning and drift detection. We conduct an experimental study using real-world and synthetic datasets with severe or extreme class imbalance, and provide an empirical analysis of strAEm++DD. We further conduct a comparative study, showing that the proposed method significantly outperforms existing baseline and advanced methods.
LGOct 4, 2020
Data-efficient Online Classification with Siamese Networks and Active LearningKleanthis Malialis, Christos G. Panayiotou, Marios M. Polycarpou
An ever increasing volume of data is nowadays becoming available in a streaming manner in many application areas, such as, in critical infrastructure systems, finance and banking, security and crime and web analytics. To meet this new demand, predictive models need to be built online where learning occurs on-the-fly. Online learning poses important challenges that affect the deployment of online classification systems to real-life problems. In this paper we investigate learning from limited labelled, nonstationary and imbalanced data in online classification. We propose a learning method that synergistically combines siamese neural networks and active learning. The proposed method uses a multi-sliding window approach to store data, and maintains separate and balanced queues for each class. Our study shows that the proposed method is robust to data nonstationarity and imbalance, and significantly outperforms baselines and state-of-the-art algorithms in terms of both learning speed and performance. Importantly, it is effective even when only 1% of the labels of the arriving instances are available.
LGSep 24, 2020
Online Learning With Adaptive Rebalancing in Nonstationary EnvironmentsKleanthis Malialis, Christos G. Panayiotou, Marios M. Polycarpou
An enormous and ever-growing volume of data is nowadays becoming available in a sequential fashion in various real-world applications. Learning in nonstationary environments constitutes a major challenge, and this problem becomes orders of magnitude more complex in the presence of class imbalance. We provide new insights into learning from nonstationary and imbalanced data in online learning, a largely unexplored area. We propose the novel Adaptive REBAlancing (AREBA) algorithm that selectively includes in the training set a subset of the majority and minority examples that appeared so far, while at its heart lies an adaptive mechanism to continually maintain the class balance between the selected examples. We compare AREBA with strong baselines and other state-of-the-art algorithms and perform extensive experimental work in scenarios with various class imbalance rates and different concept drift types on both synthetic and real-world data. AREBA significantly outperforms the rest with respect to both learning speed and learning quality. Our code is made publicly available to the scientific community.
MAMar 13, 2019
Resource Abstraction for Reinforcement Learning in Multiagent Congestion ProblemsKleanthis Malialis, Sam Devlin, Daniel Kudenko
Real-world congestion problems (e.g. traffic congestion) are typically very complex and large-scale. Multiagent reinforcement learning (MARL) is a promising candidate for dealing with this emerging complexity by providing an autonomous and distributed solution to these problems. However, there are three limiting factors that affect the deployability of MARL approaches to congestion problems. These are learning time, scalability and decentralised coordination i.e. no communication between the learning agents. In this paper we introduce Resource Abstraction, an approach that addresses these challenges by allocating the available resources into abstract groups. This abstraction creates new reward functions that provide a more informative signal to the learning agents and aid the coordination amongst them. Experimental work is conducted on two benchmark domains from the literature, an abstract congestion problem and a realistic traffic congestion problem. The current state-of-the-art for solving multiagent congestion problems is a form of reward shaping called difference rewards. We show that the system using Resource Abstraction significantly improves the learning speed and scalability, and achieves the highest possible or near-highest joint performance/social welfare for both congestion problems in large-scale scenarios involving up to 1000 reinforcement learning agents.
LGSep 27, 2018
Queue-based Resampling for Online Class Imbalance LearningKleanthis Malialis, Christos G. Panayiotou, Marios M. Polycarpou
Online class imbalance learning constitutes a new problem and an emerging research topic that focusses on the challenges of online learning under class imbalance and concept drift. Class imbalance deals with data streams that have very skewed distributions while concept drift deals with changes in the class imbalance status. Little work exists that addresses these challenges and in this paper we introduce queue-based resampling, a novel algorithm that successfully addresses the co-existence of class imbalance and concept drift. The central idea of the proposed resampling algorithm is to selectively include in the training set a subset of the examples that appeared in the past. Results on two popular benchmark datasets demonstrate the effectiveness of queue-based resampling over state-of-the-art methods in terms of learning speed and quality.
LGJan 10, 2017
Real-Time Bidding by Reinforcement Learning in Display AdvertisingHan Cai, Kan Ren, Weinan Zhang et al.
The majority of online display ads are served through real-time bidding (RTB) --- each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is critical for advertisers to devise a learning algorithm to cleverly bid an ad impression in real-time. Most previous works consider the bid decision as a static optimization problem of either treating the value of each impression independently or setting a bid price to each segment of ad volume. However, the bidding for a given ad campaign would repeatedly happen during its life span before the budget runs out. As such, each bid is strategically correlated by the constrained budget and the overall effectiveness of the campaign (e.g., the rewards from generated clicks), which is only observed after the campaign has completed. Thus, it is of great interest to devise an optimal bidding strategy sequentially so that the campaign budget can be dynamically allocated across all the available impressions on the basis of both the immediate and future rewards. In this paper, we formulate the bid decision process as a reinforcement learning problem, where the state space is represented by the auction information and the campaign's real-time parameters, while an action is the bid price to set. By modeling the state transition via auction competition, we build a Markov Decision Process framework for learning the optimal bidding policy to optimize the advertising performance in the dynamic real-time bidding environment. Furthermore, the scalability problem from the large real-world auction volume and campaign budget is well handled by state value approximation using neural networks.
LGMar 16, 2016
Feature Selection as a Multiagent Coordination ProblemKleanthis Malialis, Jun Wang, Gary Brooks et al.
Datasets with hundreds to tens of thousands features is the new norm. Feature selection constitutes a central problem in machine learning, where the aim is to derive a representative set of features from which to construct a classification (or prediction) model for a specific task. Our experimental study involves microarray gene expression datasets, these are high-dimensional and noisy datasets that contain genetic data typically used for distinguishing between benign or malicious tissues or classifying different types of cancer. In this paper, we formulate feature selection as a multiagent coordination problem and propose a novel feature selection method using multiagent reinforcement learning. The central idea of the proposed approach is to "assign" a reinforcement learning agent to each feature where each agent learns to control a single feature, we refer to this approach as MARL. Applying this to microarray datasets creates an enormous multiagent coordination problem between thousands of learning agents. To address the scalability challenge we apply a form of reward shaping called CLEAN rewards. We compare in total nine feature selection methods, including state-of-the-art methods, and show that the proposed method using CLEAN rewards can significantly scale-up, thus outperforming the rest of learning-based methods. We further show that a hybrid variant of MARL achieves the best overall performance.