Joshua Reid

Larkin Liu, Yu-Chung Lin, Joshua Reid

Language models based on deep neural networks and traditional stochastic modelling have become both highly functional and effective in recent times. In this work, a general survey into the two types of language modelling is conducted. We investigate the effectiveness of the Hidden Markov Model (HMM), and the Long Short-Term Memory Model (LSTM). We analyze the hidden state structures common to both models, and present an analysis on structural similarity of the hidden states, common to both HMM's and LSTM's. We compare the LSTM's predictive accuracy and hidden state output with respect to the HMM for a varying number of hidden states. In this work, we justify that the less complex HMM can serve as an appropriate approximation of the LSTM model.

Larkin Liu, Richard Downe, Joshua Reid

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB simulations to simulate an online eCommerce platform for grocery pick up, optimizing for product availability. In this work, we evaluate several popular MAB strategies, such as $ε$-greedy, UCB1, and Thompson Sampling. We compare the respective performances of each MAB strategy in the context of regret minimization. We run the analysis in the scenario where the reward function is non-stationary. Furthermore, the process experiences delayed feedback, where the reward function is not immediately responsive to the arm played. We devise a new adaptive technique (AG1) tailored for non-stationary reward functions in the delayed feedback scenario. The results of the simulation show show superior performance in the context of regret minimization compared to traditional MAB strategies.