Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
skip to main content
10.1145/3152494.3167992acmotherconferencesArticle/Chapter ViewAbstractPublication PagescodsConference Proceedingsconference-collections
short-paper

Unsupervised cost sensitive predictions with side information

Published: 11 January 2018 Publication History

Abstract

In many security and healthcare systems, a sequence of sensors/tests is used for detection and diagnosis. Each test outputs a prediction of the latent state, and carries with it inherent costs. Our objective is to learn strategies for selecting a test that gives the best trade-off between accuracy & costs. Unfortunately, it is often impossible to acquire ground truth annotations and we are left with the problem of unsupervised sensor selection (USS). Hanawal et al. [9] reduces USS to a special case of multi-armed bandit problem with side information and develop polynomial time algorithms that achieve sub-linear regret. In this paper, we extend earlier analysis with contextual information, propose an algorithm having sub-linear regret and verify our results on synthetic & real datasets.

References

[1]
Yasin Abbasi-Yadkori, Dávid Pál, and Csaba Szepesvári. 2011. Improved algorithms for linear stochastic bandits. In Advances in Neural Information Processing Systems. 2312--2320.
[2]
Deepak Agarwal, Bee-Chung Chen, Pradheep Elango, Nitin Motgi, Seung-Taek Park, Raghu Ramakrishnan, Scott Roy, and Joe Zachariah. 2009. Online models for content optimization. In Advances in Neural Information Processing Systems. 17--24.
[3]
Peter Auer. 2002. Using confidence bounds for exploitation-exploration trade-offs. Journal of Machine Learning Research 3, Nov (2002), 397--422.
[4]
Wei Chu, Lihong Li, Lev Reyzin, and Robert E Schapire. 2011. Contextual bandits with linear payoff functions. In International Conference on Artificial Intelligence and Statistics. 208--214.
[5]
Paulo Cortez, António Cerdeira, Fernando Almeida, Telmo Matos, and José Reis. 2009. Modeling wine preferences by data mining from physicochemical properties. Decision Support Systems 47, 4 (2009), 547--553.
[6]
Varsha Dani, Thomas P Hayes, and Sham M Kakade. 2008. Stochastic Linear Optimization under Bandit Feedback. In COLT. 355--366.
[7]
Kelwin Fernandes, Pedro Vinagre, and Paulo Cortez. 2015. A proactive intelligent decision support system for predicting the popularity of online news. In Portuguese Conference on Artificial Intelligence. Springer, 535--546.
[8]
Sarah Filippi, Olivier Cappe, Aurélien Garivier, and Csaba Szepesvári. 2010. Parametric bandits: The generalized linear case. In Advances in Neural Information Processing Systems. 586--594.
[9]
Manjesh Hanawal, Csaba Szepesvari, and Venkatesh Saligrama. 2017. Unsupervised Sequential Sensor Acquisition. In Artificial Intelligence and Statistics. 803--811.
[10]
Kwang-Sung Jun, Aniruddha Bhargava, Robert Nowak, and Rebecca Willett. 2017. Scalable Generalized Linear Bandits: Online Computation and Hashing. arXiv preprint arXiv:1706.00136 (2017).
[11]
Lihong Li, Wei Chu, John Langford, and Robert E Schapire. 2010. A contextual-bandit approach to personalized news article recommendation. In Proceedings of the 19th international conference on Worldwide web. ACM, 661--670.
[12]
Lihong Li, Yu Lu, and Dengyong Zhou. 2017. Provable Optimal Algorithms for Generalized Linear Contextual Bandits. arXiv preprint arXiv:1703.00048 (2017).
[13]
M. Lichman. 2013. UCI Machine Learning Repository. (2013). http://archive.ics.uci.edu/ml
[14]
Paat Rusmevichientong and John N Tsitsiklis. 2010. Linearly parameterized bandits. Mathematics of Operations Research 35, 2 (2010), 395--411.

Recommendations

Comments

Information & Contributors

Information

Published In

cover image ACM Other conferences
CODS-COMAD '18: Proceedings of the ACM India Joint International Conference on Data Science and Management of Data
January 2018
379 pages
ISBN:9781450363419
DOI:10.1145/3152494
Publication rights licensed to ACM. ACM acknowledges that this contribution was authored or co-authored by an employee, contractor or affiliate of a national government. As such, the Government retains a nonexclusive, royalty-free right to publish or reproduce this article, or to allow others to do so, for Government purposes only.

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 11 January 2018

Permissions

Request permissions for this article.

Check for updates

Author Tags

  1. contextual bandits
  2. cost-sensitive learning
  3. multi-armed bandits
  4. sequential decision making
  5. unsupervised learning

Qualifiers

  • Short-paper

Conference

CoDS-COMAD '18

Acceptance Rates

CODS-COMAD '18 Paper Acceptance Rate 50 of 150 submissions, 33%;
Overall Acceptance Rate 197 of 680 submissions, 29%

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • 0
    Total Citations
  • 85
    Total Downloads
  • Downloads (Last 12 months)3
  • Downloads (Last 6 weeks)0
Reflects downloads up to 26 Sep 2024

Other Metrics

Citations

View Options

Get Access

Login options

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media