LGJun 8, 2020
Stable Adversarial Learning under Distributional ShiftsJiashuo Liu, Zheyan Shen, Peng Cui et al.
Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. Recently, there are robust learning methods aiming at this problem by minimizing the worst-case risk over an uncertainty set. However, they equally treat all covariates to form the decision sets regardless of the stability of their correlations with the target, resulting in the overwhelmingly large set and low confidence of the learner.In this paper, we propose Stable Adversarial Learning (SAL) algorithm that leverages heterogeneous data sources to construct a more practical uncertainty set and conduct differentiated robustness optimization, where covariates are differentiated according to the stability of their correlations with the target. We theoretically show that our method is tractable for stochastic gradient-based optimization and provide the performance guarantees for our method. Empirical studies on both simulation and real datasets validate the effectiveness of our method in terms of uniformly good performance across unknown distributional shifts.
IRMay 9, 2020
SocialTrans: A Deep Sequential Model with Social Information for Web-Scale Recommendation SystemsQiaoan Chen, Hao Gu, Lingling Yi et al.
On social network platforms, a user's behavior is based on his/her personal interests, or influenced by his/her friends. In the literature, it is common to model either users' personal preference or their socially influenced preference. In this paper, we present a novel deep learning model SocialTrans for social recommendations to integrate these two types of preferences. SocialTrans is composed of three modules. The first module is based on a multi-layer Transformer to model users' personal preference. The second module is a multi-layer graph attention neural network (GAT), which is used to model the social influence strengths between friends in social networks. The last module merges users' personal preference and socially influenced preference to produce recommendations. Our model can efficiently fit large-scale data and we deployed SocialTrans to a major article recommendation system in China. Experiments on three data sets verify the effectiveness of our model and show that it outperforms state-of-the-art social recommendation methods.
LGJan 16, 2020
Combining Offline Causal Inference and Online Bandit Learning for Data Driven DecisionLi Ye, Yishi Lin, Hong Xie et al.
A fundamental question for companies with large amount of logged data is: How to use such logged data together with incoming streaming data to make good decisions? Many companies currently make decisions via online A/B tests, but wrong decisions during testing hurt users' experiences and cause irreversible damage. A typical alternative is offline causal inference, which analyzes logged data alone to make decisions. However, these decisions are not adaptive to the new incoming data, and so a wrong decision will continuously hurt users' experiences. To overcome the aforementioned limitations, we propose a framework to unify offline causal inference algorithms (e.g., weighting, matching) and online learning algorithms (e.g., UCB, LinUCB). We propose novel algorithms and derive bounds on the decision accuracy via the notion of "regret". We derive the first upper regret bound for forest-based online bandit algorithms. Experiments on two real datasets show that our algorithms outperform other algorithms that use only logged data or online feedbacks, or algorithms that do not use the data properly.