No-Regret Linear Bandits under Gap-Adjusted Misspecification

This work studies linear bandits under a new notion of gap-adjusted misspecification and is an extension of Liu et al. (2023). When the underlying reward function is not linear, existing linear bandits work usually relies on a uniform misspecification parameter $\epsilon$ that measures the sup-norm error of the best linear approximation. This results in an unavoidable linear regret whenever $\epsilon > 0$. We propose a more natural model of misspecification which only requires the approximation error at each input $x$ to be proportional to the suboptimality gap at $x$. It captures the intuition that, for optimization problems, near-optimal regions should matter more and we can tolerate larger approximation errors in suboptimal regions. Quite surprisingly, we show that the classical LinUCB algorithm -- designed for the realizable case -- is automatically robust against such $\rho$-gap-adjusted misspecification with parameter $\rho$ diminishing at $O(1/(d \sqrt{\log T}))$. It achieves a near-optimal $O(\sqrt{T})$ regret for problems that the best-known regret is almost linear in time horizon $T$. We further advance this frontier by presenting a novel phased elimination-based algorithm whose gap-adjusted misspecification parameter $\rho = O(1/\sqrt{d})$ does not scale with $T$. This algorithm attains optimal $O(\sqrt{T})$ regret and is deployment-efficient, requiring only $\log T$ batches of exploration. It also enjoys an adaptive $O(\log T)$ regret when a constant suboptimality gap exists. Technically, our proof relies on a novel self-bounding argument that bounds the part of the regret due to misspecification by the regret itself, and a new inductive lemma that limits the misspecification error within the suboptimality gap for all valid actions in each batch selected by G-optimal design.

Counterfactual Samples Constructing and Training for Commonsense Statements Estimation

Plausibility Estimation (PE) plays a crucial role for enabling language models to objectively comprehend the real world. While large language models (LLMs) demonstrate remarkable capabilities in PE tasks but sometimes produce trivial commonsense errors due to the complexity of commonsense knowledge. They lack two key traits of an ideal PE model: a) Language-explainable: relying on critical word segments for decisions, and b) Commonsense-sensitive: detecting subtle linguistic variations in commonsense. To address these issues, we propose a novel model-agnostic method, referred to as Commonsense Counterfactual Samples Generating (CCSG). By training PE models with CCSG, we encourage them to focus on critical words, thereby enhancing both their language-explainable and commonsense-sensitive capabilities. Specifically, CCSG generates counterfactual samples by strategically replacing key words and introducing low-level dropout within sentences. These counterfactual samples are then incorporated into a sentence-level contrastive training framework to further enhance the model's learning process. Experimental results across nine diverse datasets demonstrate the effectiveness of CCSG in addressing commonsense reasoning challenges, with our CCSG method showing 3.07% improvement against the SOTA methods.

Constrained Multi-objective Bayesian Optimization through Optimistic Constraints Estimation

Multi-objective Bayesian optimization has been widely adopted in scientific experiment design, including drug discovery and hyperparameter optimization. In practice, regulatory or safety concerns often impose additional thresholds on certain attributes of the experimental outcomes. Previous work has primarily focused on constrained single-objective optimization tasks or active search under constraints. We propose CMOBO, a sample-efficient constrained multi-objective Bayesian optimization algorithm that balances learning of the feasible region (defined on multiple unknowns) with multi-objective optimization within the feasible region in a principled manner. We provide both theoretical justification and empirical evidence, demonstrating the efficacy of our approach on various synthetic benchmarks and real-world applications.

Improving Multi-modal Recommender Systems by Denoising and Aligning Multi-modal Content and User Feedback

Multi-modal recommender systems (MRSs) are pivotal in diverse online web platforms and have garnered considerable attention in recent years. However, previous studies overlook the challenges of (1) noisy multi-modal content, (2) noisy user feedback, and (3) aligning multi-modal content with user feedback. In order to tackle these challenges, we propose Denoising and Aligning Multi-modal Recommender System (DA-MRS). To mitigate multi-modal noise, DA-MRS first constructs item-item graphs determined by consistent content similarity across modalities. To denoise user feedback, DA-MRS associates the probability of observed feedback with multi-modal content and devises a denoised BPR loss. Furthermore, DA-MRS implements Alignment guided by User preference to enhance task-specific item representation and Alignment guided by graded Item relations to provide finer-grained alignment. Extensive experiments verify that DA-MRS is a plug-and-play framework and achieves significant and consistent improvements across various datasets, backbone models, and noisy scenarios.

High Rank Path Development: an approach of learning the filtration of stochastic processes

Since the weak convergence for stochastic processes does not account for the growth of information over time which is represented by the underlying filtration, a slightly erroneous stochastic model in weak topology may cause huge loss in multi-periods decision making problems. To address such discontinuities Aldous introduced the extended weak convergence, which can fully characterise all essential properties, including the filtration, of stochastic processes; however was considered to be hard to find efficient numerical implementations. In this paper, we introduce a novel metric called High Rank PCF Distance (HRPCFD) for extended weak convergence based on the high rank path development method from rough path theory, which also defines the characteristic function for measure-valued processes. We then show that such HRPCFD admits many favourable analytic properties which allows us to design an efficient algorithm for training HRPCFD from data and construct the HRPCF-GAN by using HRPCFD as the discriminator for conditional time series generation. Our numerical experiments on both hypothesis testing and generative modelling validate the out-performance of our approach compared with several state-of-the-art methods, highlighting its potential in broad applications of synthetic time series generation and in addressing classic financial and economic challenges, such as optimal stopping or utility maximisation problems.

Communication-Efficient Federated Non-Linear Bandit Optimization

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each client and always remains decentralized, federated optimization preserves data privacy and allows for large-scale computing, which makes it a promising decentralized machine learning paradigm. Though it is often deployed for tasks that are online in nature, e.g., next-word prediction on keyboard apps, most works formulate it as an offline problem. The few exceptions that consider federated bandit optimization are limited to very simplistic function classes, e.g., linear, generalized linear, or non-parametric function class with bounded RKHS norm, which severely hinders its practical usage. In this paper, we propose a new algorithm, named Fed-GO-UCB, for federated bandit optimization with generic non-linear objective function. Under some mild conditions, we rigorously prove that Fed-GO-UCB is able to achieve sub-linear rate for both cumulative regret and communication cost. At the heart of our theoretical analysis are distributed regression oracle and individual confidence set construction, which can be of independent interests. Empirical evaluations also demonstrate the effectiveness of the proposed algorithm.

Bayesian Optimization with Hidden Constraints via Latent Decision Models

Bayesian optimization (BO) has emerged as a potent tool for addressing intricate decision-making challenges, especially in public policy domains such as police districting. However, its broader application in public policymaking is hindered by the complexity of defining feasible regions and the high-dimensionality of decisions. This paper introduces the Hidden-Constrained Latent Space Bayesian Optimization (HC-LSBO), a novel BO method integrated with a latent decision model. This approach leverages a variational autoencoder to learn the distribution of feasible decisions, enabling a two-way mapping between the original decision space and a lower-dimensional latent space. By doing so, HC-LSBO captures the nuances of hidden constraints inherent in public policymaking, allowing for optimization in the latent space while evaluating objectives in the original space. We validate our method through numerical experiments on both synthetic and real data sets, with a specific focus on large-scale police districting problems in Atlanta, Georgia. Our results reveal that HC-LSBO offers notable improvements in performance and efficiency compared to the baselines.

Multi-Granularity Click Confidence Learning via Self-Distillation in Recommendation

Recommendation systems rely on historical clicks to learn user interests and provide appropriate items. However, current studies tend to treat clicks equally, which may ignore the assorted intensities of user interests in different clicks. In this paper, we aim to achieve multi-granularity Click confidence Learning via Self-Distillation in recommendation (CLSD). Due to the lack of supervised signals in click confidence, we first apply self-supervised learning to obtain click confidence scores via a global self-distillation method. After that, we define a local confidence function to adapt confidence scores at the user group level, since the confidence distributions can be varied among user groups. With the combination of multi-granularity confidence learning, we can distinguish the quality of clicks and model user interests more accurately without involving extra data and model structures. The significant improvements over different backbones on industrial offline and online experiments in a real-world recommender system prove the effectiveness of our model. Recently, CLSD has been deployed on a large-scale recommender system, affecting over 400 million users.

Learning from All Sides: Diversified Positive Augmentation via Self-distillation in Recommendation

Personalized recommendation relies on user historical behaviors to provide user-interested items, and thus seriously struggles with the data sparsity issue. A powerful positive item augmentation is beneficial to address the sparsity issue, while few works could jointly consider both the accuracy and diversity of these augmented training labels. In this work, we propose a novel model-agnostic Diversified self-distillation guided positive augmentation (DivSPA) for accurate and diverse positive item augmentations. Specifically, DivSPA first conducts three types of retrieval strategies to collect high-quality and diverse positive item candidates according to users' overall interests, short-term intentions, and similar users. Next, a self-distillation module is conducted to double-check and rerank these candidates as the final positive augmentations. Extensive offline and online evaluations verify the effectiveness of our proposed DivSPA on both accuracy and diversity. DivSPA is simple and effective, which could be conveniently adapted to other base models and systems. Currently, DivSPA has been deployed on multiple widely-used real-world recommender systems.

Efficient Token-Guided Image-Text Retrieval with Consistent Multimodal Contrastive Training

Image-text retrieval is a central problem for understanding the semantic relationship between vision and language, and serves as the basis for various visual and language tasks. Most previous works either simply learn coarse-grained representations of the overall image and text, or elaborately establish the correspondence between image regions or pixels and text words. However, the close relations between coarse- and fine-grained representations for each modality are important for image-text retrieval but almost neglected. As a result, such previous works inevitably suffer from low retrieval accuracy or heavy computational cost. In this work, we address image-text retrieval from a novel perspective by combining coarse- and fine-grained representation learning into a unified framework. This framework is consistent with human cognition, as humans simultaneously pay attention to the entire sample and regional elements to understand the semantic content. To this end, a Token-Guided Dual Transformer (TGDT) architecture which consists of two homogeneous branches for image and text modalities, respectively, is proposed for image-text retrieval. The TGDT incorporates both coarse- and fine-grained retrievals into a unified framework and beneficially leverages the advantages of both retrieval approaches. A novel training objective called Consistent Multimodal Contrastive (CMC) loss is proposed accordingly to ensure the intra- and inter-modal semantic consistencies between images and texts in the common embedding space. Equipped with a two-stage inference method based on the mixed global and local cross-modal similarity, the proposed method achieves state-of-the-art retrieval performances with extremely low inference time when compared with representative recent approaches.