Multi-World Testing: A System for Experimentation, Learning, And Decision-Making(rev. Jul'16) Alekh Agarwal, Sarah Bird, Markus Cozowicz, Miro Dudik, John Langford, Lihong Li, Luong Hoang, Dan Melamed, Sid Sen, Robert Schapire, Alex Slivkins.
(The MWT project)
Multi-World Testing (MWT) is a methodology for principled and efficient experimentation, learning, and decision-making. It is plausibly applicable to most services that interact with customers; in many scenarios, it is exponentially more efficient than the traditional A/B testing. The underlying research area is known as "contextual bandits" and "counterfactual evaluation".
Online Decision Making in Crowdsourcing Markets: Theoretical Challenges Aleksandrs Slivkins and Jennifer Wortman Vaughan
SIGecom Exchanges, Dec 2013.
In crowdsourcing markets, task requesters and the platform itself make repeated decisions about prices to set, workers to filter out, problems to assign to specific workers, etc. Designing algorithms for making these repeated decisions is a rich, emerging problem space. We survey this problem space, point out significant modeling difficulties, and identify directions to make progress.
Crowdsourcing Gold-HIT Creation at Scale: Challenges and Adaptive Exploration Approaches Ittai Abraham, Omar Alonso, Vasilis Kandylas, Rajesh Patel, Steven Shelford, A. Slivkins, Hai Wu
CrowdScale 2013: Workshop on Crowdsourcing at Scale
Gold HITs --- Human Intelligence Tasks with known answers --- are commonly used to measure worker performance and data quality in industrial applications of crowdsourcing. We suggest adaptive exploration as a promising approach for automated, scalable Gold HIT creation. We substantiate this with initial experiments in a stylized model.
Working papers
Making Contextual Decisions with Low Technical Debt (2017)
Alekh Agarwal, Sarah Bird, Markus Cozowicz, Luong Hoang, John Langford, Stephen Lee, Jiaji Li, Dan Melamed, Gal Oshri, Oswaldo Ribas, Siddhartha Sen, and Aleksandrs Slivkins
Applications and systems are constantly faced with decisions that require picking from a set of actions based on contextual information. Contextual bandit algorithms can be very effective in these settings, but applying them in practice is fraught with technical debt. We create the first general system for contextual bandit learning, called the Decision Service.
Bayesian Exploration: Incentivizing Exploration in Bayesian Games(rev. 2016)
(slides)
Yishay Mansour, Aleksandrs Slivkins, Vasilis Syrgkanis and Steven Wu
Preliminary version in EC 2016.
At each time step, multiple agents arrive, play a fixed Bayesian game, and leave forever. Agents' decisions reveal info that can help future agents, creating a tradeoff between exploration, exploitation, and agents' incentives. We design a social planner which learns over time and coordinates the agents towards socially desirable outcomes.
Bayesian Incentive-Compatible Bandit Exploration(rev. 2018)
(slides)
Yishay Mansour, Aleksandrs Slivkins and Vasilis Syrgkanis
A deep revision of the paper in EC 2015.
We design bandit algorithms that recommend actions to self-interested agents (who then decide which actions to take). By means of carefully designed information disclosure, we incentivize the agents to balance exploration and exploitation so as to maximize social welfare.
Bandits and Experts in Metric Spaces(rev. 2018) Robert Kleinberg, Aleksandrs Slivkins and Eli Upfal.
A merged and heavily revised version of papers in
STOC'08 and
SODA'10.
To appear in J. of the ACM.
We introduce the 'Lipschitz MAB problem': a stochastic MAB problem, possibly with a very large set of arms, such that the expected payoffs obey a Lipschitz condition with respect to a given metric space. The goal is to minimize regret as a function of time, both in the worst case and for 'nice' problem instances.
Adaptive algorithms for quality control in crowdsourcing: the bandit survey problem (2013)
Ittai Abraham, Omar Alonso, Vasilis Kandylas and Aleksandrs Slivkins
A full version of the paper in COLT 2013.
We propose a simple model for adaptive quality control in crowdsourced multiple-choice tasks which we call the bandit survey problem. This model is related to, but technically different from the well-known multi-armed bandit problem. We present several algorithms for this problem, and support them with analysis and simulations.
Conference and journal publications
The Externalities of Exploration and How Data Diversity Helps Exploitation Manish Raghavan, Aleksandrs Slivkins, Jennifer Wortman Vaighan and Zhivei Steven Wu
COLT 2018: Conf. on Learning Theory.
We initiate the study of "externalities of exploration", with linear contextual bandits as a model. We show that the presence of one population group ("majority") can sometimes substantially reduce the rewards of another ("minority"), and no algorithm can avoid it. We also prove that the greedy algorithm is optimal, in a very strong sense, if the problem instance is sufficiently "smoothed".
Bandits with Knapsacks(rev. 2017) Ashwinkumar Badanidiyuru, Robert Kleinberg and Aleksandrs Slivkins
A full & heavily revised version of the paper in FOCS 2013.
J. of the ACM, Vol. 65 Issue 3, March 2018.
We define a broad class of explore-exploit problems with knapsack-style resource utilization constraints, which subsumes dynamic pricing, dynamic procurement, pay-per-click ad allocation, and many other problems. Our algorithms achieve optimal regret w.r.t. the optimal dynamic policy.
Harvesting Randomness to Optimize Distributed Systems Mathias Lecuyer, Joshua Lockerman, Lamont Nelson, Sid Sen, Amit Sharma, and Alex Slivkins
HotNets 2017: ACM Workshop on Hot Topics in Networks
Randomized decisions in cloud systems is a powerful resource for offline optimization. We show how to collect data from existing systems, without modifying them, to evaluate new policies, without deploying them.
Combinatorial Semi-Bandits with Knapsacks Karthik Abinav Sankararaman and Aleksandrs Slivkins
AISTATS 2018: Intl. Conf. on
AI and Statistics
We solve a common generalization of "combinatorial semi-bandits" and "bandits with knapsacks". That is, actions are subsets of "atoms", and the algorithm consumes some limited resources. For each atom the algorithm collects a reward and consumes some amount of each resource.
Competing Bandits: Learning under Competition Yishay Mansour, Aleksandrs Slivkins, and Zhiwei Steven Wu
ITCS 2018: Conf. on Innovations in Theoretical Computer Science
Most modern systems strive to learn from interactions with users, and many
engage in exploration: making potentially suboptimal choices for the
sake of acquiring new information. We initiate a study of the interplay between
exploration and competition---how such systems balance the exploration
for learning and the competition for users.
Multidimensional Dynamic Pricing for Welfare Maximization Aaron Roth, Aleksandrs Slivkins, Jonathan Ullman, and Steven Wu
EC 2017: ACM Symp. on Economics and Computation
We solve a dynamic pricing problem with d divisible goods.
Buyers have IID valuations over purchased bundles.
We optimize welfare (including seller's production costs) in #rounds polynomial in d and the accuracy parameter.
Crucially, we make assumptions (concavity and Holder-continuity) on buyers' valuations, rather than on the aggregate response to prices.
A Polynomial Time Algorithm For Spatio-Temporal Security Games Soheil Behnezhad, Mahsa Derakhshan, MohammadTaghi HajiAghayi, and Aleksandrs Slivkins.
EC 2017: ACM Symp. on Economics and Computation
We study a practically important class of security games with targets and “patrols” moving on a real line. We compute the Nash equilibrium in time polynomial in the input size, and only polylogarithmic in the number of possible patrol locations (M). Prior work made substantial assumptions, e.g., a constant number of rounds, and had running times polynomial in M.
Bayesian Exploration: Incentivizing Exploration in Bayesian Games
(slides)
Yishay Mansour, Aleksandrs Slivkins, Vasilis Syrgkanis and Steven Wu
EC 2016: ACM Symp. on Economics and Computation
At each time step, multiple agents arrive, play a fixed Bayesian game, and leave forever. Agents' decisions reveal info that can help future agents, creating a tradeoff between exploration, exploitation, and agents' incentives. We design a social planner which learns over time and coordinates the agents towards socially desirable outcomes.
Truthful Mechanisms with Implicit Payment Computation(Rev. Nov'15) Moshe Babaioff, Robert Kleinberg and Aleksandrs Slivkins
J. of the ACM, Vol. 62, Issue 2, May 2015.
(Preliminary version in ACM EC 2010 and ACM EC 2013.)
The latest revision reflects some minor bug fixes
We show that payment computation essentially does not present any obstacle in designing truthful mechanisms, even when we can only call the allocation rule once. Applying this to multi-armed bandits (MAB), we design truthful MAB mechanisms for stochastic payoffs. More generally, we open up a problem of designing monotone MAB allocation rules.
Bayesian Incentive-Compatible Bandit Exploration(rev. Oct'15)
(slides)
Yishay Mansour, Aleksandrs Slivkins and Vasilis Syrgkanis
EC 2015: ACM Symp. on Economics and Computation
We design bandit algorithms that recommend actions to self-interested agents (who then decide which actions to take). By means of carefully designed information disclosure, we incentivize the agents to balance exploration and exploitation so as to maximize social welfare.
Contextual Dueling Bandits Miroslav Dudík, Katja Hofmann, Robert E. Schapire, Aleksandrs Slivkins and Masrour Zoghi
COLT 2015: Conf. on Learning Theory.
We extend "dueling bandits" (where feedback is limited to pairwise comparisons between arms) to incorporate contexts (as in "contextual bandits"). We propose a natural new solution concept, rooted in game theory, and present algorithms for approximately learning this concept.
Incentivizing High Quality Crowdwork Chien-Ju Ho, Aleksandrs Slivkins, Siddharth Suri, and Jennifer Wortman Vaughan
WWW 2015:
24th Intl. World Wide Web Conference.
Nominee for Best Paper Award. A talk at CODE@MIT 2015: Conf. on Digital Experimentation @MIT.
Short version: SIGecom Exchanges, Dec 2015.
We study causal effects of performance-based payments (PBPs) on the quality of crowdwork, via randomized behavioral experiments on Amazon Mechanical Turk. We shed light on when, where, and why PBPs help improve quality.
Adaptive Contract Design for Crowdsourcing Markets:
Bandit Algorithms for Repeated Principal-Agent Problems(rev. Sep'15) Chien-Ju Ho, Aleksandrs Slivkins and Jennifer Wortman Vaughan.
EC 2014: ACM Symp. on Economics and Computation JAIR: J. of Artificial Intelligence Research, Vol. 54, 2015.
(Special Track on Human Computation)
We consider a repeated version of the principal-agent model in which the principal can revise the contract over time, and the agent can strategically choose the (unobservable) effort level. We treat this as a multi-armed bandit problem, and design an algorithm that adaptively refines the partition of the action space without relying on Lipschitz assumptions.
One Practical Algorithm for Both Stochastic and Adversarial Bandits Yevgeny Seldin and Aleksandrs Slivkins
ICML 2014: Intl. Conf. on Machine Learning.
We present a bandit algorithm that achieves near-optimal performance in both stochastic and adversarial regimes without prior knowledge about the environment. Our algorithm is both rigorous and practical; it is based on a new control lever that we reveal in the EXP3 algorithm.
Robust Multi-objective Learning with Mentor Feedback Alekh Agarwal, Ashwinkumar Badanidiyuru, Miroslav Dudik, Robert E. Schapire, Aleksandrs Slivkins.
COLT 2014: Conf. on Learning Theory.
We study decision-making with multiple objectives. During the training phase, we observe the actions of an outside agent (“mentor”). In the test phase, our goal is to maximally improve upon the mentor’s (unobserved) actions across all objectives. We present an algorithm with near-optimal regret compared with the best possible improvement.
Resourceful Contextual Bandits Ashwinkumar Badanidiyuru, John Langford and Aleksandrs Slivkins
COLT 2014: Conf. on Learning Theory.
Contextual bandits with resource constraints: we consider very general settings for both contextual bandits (arbitrary policy sets) and bandits with resource constraints (bandits with knapsacks), and obtain a regret guarantee with near-optimal statistical properties.
Bandits with Knapsacks(rev. 2017) Ashwinkumar Badanidiyuru, Robert Kleinberg and Aleksandrs Slivkins
FOCS 2013:
IEEE Symp. on Foundations of Computer Science.
We define a broad class of explore-exploit problems with knapsack-style resource utilization constraints, which subsumes dynamic pricing, dynamic procurement, pay-per-click ad allocation, and many other problems. Our algorithms achieve optimal regret w.r.t. the optimal dynamic policy.
Multi-parameter Mechanisms with Implicit Payment Computation Moshe Babaioff, Robert Kleinberg and Aleksandrs Slivkins
EC 2013: ACM Symp. on Electronic Commerce
We show that payment computation essentially does not present any obstacle in designing truthful mechanisms, even for multi-parameter domains, and even when we can only call the allocation rule once. Then we study a prominent example for a multi-parameter setting in which an allocation rule can only be called once, which arises in sponsored search auctions.
Selection and Influence in Cultural Dynamics(rev. Oct'15) David Kempe, Jon Kleinberg, Sigal Oren and Aleksandrs Slivkins
EC 2013: ACM Symp. on Electronic Commerce Network Science, vol. 4(1), 2016.
One of the fundamental principles driving diversity or homogeneity in a social network is the tension between two forces: influence (tendency to become similar to one's friends) and selection (tendency to interact with similar people). Influence tends to promote homogeneity within a society, while selection frequently causes fragmentation. We analyze which societal outcomes should be expected when both forces are in effect. We consider a natural class of models built upon active lines of work in political opinion formation, cultural diversity, and language evolution.
We propose a simple model for adaptive quality control in crowdsourced multiple-choice tasks which we call the bandit survey problem. This model is related to, but technically different from the well-known multi-armed bandit problem. We present several algorithms for this problem, and support them with analysis and simulations.
It is commonly assumed that individuals tend to be more similar to their friends than to strangers. Thus, we can view an observed social network as a noisy signal about the latent underlying "social space": the way in which individuals are (dis)similar. We present near-linear time algorithms which - under reasonably standard models of social network generation - can infer the similarities from the observed network with provable guarantees.
The best of both worlds: stochastic and adversarial bandits.
Sébastien Bubeck and Aleksandrs Slivkins
COLT 2012: Conf. on Learning Theory.
We present a new bandit algorithm whose regret is optimal both for adversarial rewards and for stochastic rewards, achieving, resp., square-root regret and polylog regret. Adversarial rewards and stochastic rewards are the two main settings for (non-Bayesian) multi-armed bandits; prior work treats them separately, and does not attempt to jointly optimize for both.
We consider dynamic pricing with limited supply and unknown demand distribution.
We extend multi-armed bandit techniques to the limited supply setting, and obtain optimal regret rates.
Multi-armed bandits on implicit metric spaces NIPS 2011:
Conf. on Neural Information Processing Systems.
Suppose an MAB algorithm is given a tree-based classification of arms. This tree implicitly defines a "similarity distance" between arms, but the numeric distances are not revealed to the algorithm. Our algorithm (almost) matches the best known guarantees for the setting (Lipschitz MAB) in which the distances are revealed.
Contextual bandits with similarity information(rev. May'14) COLT 2011: Conf. on Learning Theory.
JMLR:
J. of Machine Learning Research, 15(Jul):2533-2568, 2014.
In each round nature reveals a 'context' x, algorithm chooses an 'arm' y, and the expected payoff is μ(x,y). Similarity info is given: a metric space over the (x,y) pairs such that μ is a Lipschitz function. Interpreting the current time as a part of the 'context', we obtain a very general bandit framework that includes slowly changing payoffs and variable sets of arms. The main algorithmic idea is to adapt the partitions of the metric space to frequent context arrivals and high-payoff regions.
We show that payment computation essentially does not present any obstacle in designing truthful mechanisms for single-parameter domains, even when we can only call the allocation rule once. Applying this to multi-armed bandits (MAB), we design truthful MAB mechanisms for stochastic payoffs. More generally, we open up a problem of designing monotone MAB allocation rules.
Sharp Dichotomies for Regret Minimization in Metric Spaces Robert Kleinberg and Aleksandrs Slivkins
SODA 2010:
ACM-SIAM Symp. on Discrete Algorithms The original full version is superseded by
this version (revised & merged with the STOC'08 paper).
We further study multi-armed bandits in metric spaces, focusing on the connections between online learning and metric topology. The main result is that the worst-case regret is either O(log t) or at least sqrt{t}, depending (essentially) on whether the metric space is countable.
Adapting to the Shifting Intent of Search Queries Umar Syed, Aleksandrs Slivkins and Nina Mishra
NIPS'09:
Annual Conf. on Neural Information Processing Systems
Query intent may shift over time. A classifier can use the available signals to predict a shift in intent. Then a bandit algorithm can be used to find the new relevant results. We present a meta-algorithm that combines such
classifier with a bandit algorithm in a feedback loop, with favorable regret guarantees.
Significantly revised merge of papers from
FOCS'04
and
SODA'05.
For the full story (with results from
FOCS'05)
see Chapter 3 of my
PhD thesis.
We consider metric embeddings and triangulation-based distance estimation
in a distributed framework with low load on the participating nodes.
Our results provide theoretical insight into the empirical success of several recent
Internet-related projects.
Characterizing Truthful Multi-Armed Bandit Mechanisms(revised June'13) Moshe Babaioff, Yogeshwer Sharma and Aleksandrs Slivkins
EC 2009: ACM Symp. on Electronic Commerce SICOMP: SIAM J. on Computing , Vol. 43, No. 1, pp. 194-230, 2014
We consider a natural strategic version of the MAB problem motivated by pay-per-click auctions. We show that requiring an MAB algorithm to be incentive-compatible has striking consequences both for structure and regret.
Adapting to a Changing Environment: the Brownian Restless Bandits Aleksandrs Slivkins and Eli Upfal.
COLT 2008:
Conf. on Learning Theory.
We study a version of the stochastic multi-armed bandit problem in which the expected reward of each arm evolves stochastically and gradually in time, following an independent Brownian motion or a similar process. Our benchmark is a hypothetical policy that chooses the best arm in each round.
Multi-armed Bandits in Metric Spaces Robert Kleinberg, Aleksandrs Slivkins and Eli Upfal.
STOC 2008:
ACM Symp. on Theory of Computing The original full version is superseded by
this version (revised & merged with the SODA'10 paper).
We introduce the 'Lipschitz MAB problem': a stochastic MAB problem, possibly with a very large set of arms, such that the expected payoffs obey a Lipschitz condition with respect to a given metric space. The goal is to minimize regret as a function of time, both in the worst case and for 'nice' problem instances.
Towards Fast Decentralized Construction of Locality-Aware Overlay Networks PODC 2007:
ACM Symp. on Principles of Distributed Computing
[slides]
We provide fast (polylog-time) distributed constructions
for various locality-aware (low-stretch) distributed data structures,
such as distance labeling schemes, name-independent routing schemes, and
multicast trees.
Oscillations with TCP-like Flow Control in Networks of Queues Matthew Andrews and Aleksandrs Slivkins
INFOCOM 2006
IEEE Conf. on Computer Communications
For a wide range of TCP-like fluid-based congestion control models,
we construct a network of sessions and (almost) FIFO routers such that
starting from a certain initial state, the system returns to the same
state eventually. Contrasting the prior work, in our example the total
sending rate of all sessions that come through any given router never
exceeds its capacity.
the FOCS'05 version is merged with
(I.Abraham, Y.Bartal, O.Neiman).
Given any x, any metric admits a low-dim embedding
into L_{p}, p>=1 with disortion D(x) = O(log 1/x)
on all but an x-fraction of edges.
Moreover, any decomposable metric (e.g. any doubling metric)
admits a low-dim embedding such that
D(x) = O(log 1/x)^{1/p}
for all x.
Best Student Paper Award
(eligibility: at least one student author)
Special issue of "Distributed Computing": Vol. 19, No. 4. (March 2007).
We approach several problems on distance estimation and object location
with a unified technique called ''rings of neighbors''. Using this
technique on metrics of low doubling dimension, we obtain significant
improvements for low-stretch routing schemes, searchable small-world networks,
distance labeling, and triangulation-based distance
estimation.
Distributed Approaches to Triangulation and Embedding SODA 2005:
ACM-SIAM Symp. on Discrete Algorithms [recommended version: merged journal version of the FOCS'04 paper]
Following up on the FOCS'04 paper, we consider metric embeddings and triangulation-based distance estimation in a distributed framework with low load on all participating nodes.
We consider metric embeddings and triangulation-based distance estimation
in a distributed framework where nodes
measure distances only to a small set of beacons.
Our results provide theoretical insight into the empirical success of several recent
Internet-related projects.
Network Failure Detection and Graph Connectivity Jon Kleinberg, Mark Sandler and Aleksandrs Slivkins.
SIAM J. on Computing, 38(4): 1330-1346, Aug 2008.
SODA 2004:
The ACM-SIAM Symp. on Discrete Algorithms
[slides]
We detect network partitions -- with strong provable guarantees -- using
a small set of 'agents' placed randomly on nodes of the network.
We parameterize our guarantees by edge- and
node-connectivity of the underlying graph.
Parameterized Tractability of Edge-Disjoint Paths on DAGs
SIAM J. on Discrete Math, 24(1): 146-157, Feb 2010.
ESA 2003:
The European Symp. on Algorithms [slides]
We resolve a long-standing open question about the complexity of
the k-edge-disjoint paths problem:
we show that on DAGs it is W[1]-hard,
hence unlikely to admit running time f(k)*poly(n).
However, such running time can be achieved if the input+demands graph is
almost Eulerian.
Interleaving Schemes on Circulant Graphs with Two Offsets Aleksandrs Slivkins and Shuki Bruck.
Discrete Mathematics
309(13): 4384-4398, July 2009.
Undergraduate research project (1999-2000), tech report (2002).
We construct optimal interleaving schemes
on infinite circulant graphs with two offsets.
Interleaving is used for error-correcting on a bursty noisy channel.
Unpublished work
Dynamic Ad Allocation: Bandits with Budgets (2013)
This brief note is on dynamic allocation of pay-per-click ads with advertisers' budgets. We define and analyze a natural extension of UCB1 to per-arm budgets.
Approximate Matching for Peer-to-Peer Overlays with Cubit Bernard Wong, Aleksandrs Slivkins and Emin G. Sirer
Cubit is a system that provides fully decentralized approximate keyword search capabilities to a peer-to-peer network. You can use Cubit to find a movie, song or artist even if you misspell the title or the name.