A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
We obtain the conditions for the emergence of the swarm intelligence effect in an interactive game of restless multi-armed bandit (rMAB). A player competes with multiple agents. Each bandit has a payoff that changes with a probability pc per round. The agents and player choose one of three options: (1) Exploit (a …
Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more generally, recommendation systems. In many cases, however, these applications have a…
This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes the rewards for some other actions related to i. We will see that this model is su…
This study shows how social insects and machine learning methods share a common mathematical framework.
problem Understanding how decentralized systems achieve optimal decision-making.
method Developed a rigorous mathematical framework to show isomorphism between ant colonies and ensemble machine learning.
result Demonstrated that ant colony decision-making and random forest learning implement identical variance reduction strategies through decorrelation of identical units.
Many real-world problems like Social Influence Maximization face the dilemma of choosing the best K out of N options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses K out of N arms at each time, with an aim to achieve an efficient trade-off between exploration and expl…
We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is instantaneously observed by the agent, as well as its neighbours in the social n…
The paper tackles adaptive policy selection to maximize social welfare, achieving optimal regret bounds.
problem Maximizing social welfare through adaptive policy selection, considering both private utility and public revenue.
method The approach involves learning response functions through experimentation, deriving lower and upper bounds for regret, and using algorithms like Exp3.
result The algorithm achieves optimal regret bounds, showing that welfare maximization is harder than multi-armed bandit problems.
We study the online influence maximization problem in social networks under the independent cascade model. Specifically, we aim to learn the set of "best influencers" in a social network online while repeatedly interacting with it. We address the challenges of (i) combinatorial action space, since the number of feasibl…
Optimizing news headlines is important for publishers and media sites. A compelling headline will increase readership, user engagement and social shares. At Yahoo Front Page, headline testing is carried out using a test-rollout strategy: we first allocate equal proportion of the traffic to each headline variation for a…
Real-world networks such as social and communication networks are too large to be observed entirely. Such networks are often partially observed such that network size, network topology, and nodes of the original network are unknown. In this paper we formalize the Adaptive Graph Exploring problem. We assume that we are …
We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between actions and a common set of unknowns such that choosing an action reveals observations…
Twitter, a popular social network, presents great opportunities for on-line machine learning research. However, previous research has focused almost entirely on learning from passively collected data. We study the problem of learning to acquire followers through normative user behavior, as opposed to the mass following…
We study the problem of online influence maximization in social networks. In this problem, a learner aims to identify the set of "best influencers" in a network by interacting with it, i.e., repeatedly selecting seed nodes and observing activation feedback in the network. We capitalize on an important property of the i…
The rise in online social networking has brought about a revolution in social relations. However, its effects on offline interactions and its implications for collective well-being are still not clear and are under-investigated. We study the ecology of online and offline interaction in an evolutionary game framework wh…