arXiv subjects

Sven Schmit

Publications and source records attributed to Sven Schmit.

5 recordsLinked to original sources

arXiv2018

Optimal Testing in the Experiment-rich Regime

Motivated by the widespread adoption of large-scale A/B testing in industry, we propose a new experimentation framework for the setting where potential experiments are abundant (i.e., many hypotheses are available to test), and observations are costly; we refer to this as the experiment-rich regime. Such scenarios require the experimenter to internalize the opportunity cost of assigning a sample to a particular experiment. We fully characterize the optimal policy and give an algorithm to compute it. Furthermore, we develop a simple heuristic that also provides intuition for the optimal policy. We use simulations based on real data to compare both the optimal algorithm and the heuristic to other natural alternative experimental design frameworks. In particular, we discuss the paradox of power: high-powered classical tests can lead to highly inefficient sampling in the experiment-rich regime.

stat.ML↗

arXiv2018

Human Interaction with Recommendation Systems

Many recommendation algorithms rely on user data to generate recommendations. However, these recommendations also affect the data obtained from future users. This work aims to understand the effects of this dynamic interaction. We propose a simple model where users with heterogeneous preferences arrive over time. Based on this model, we prove that naive estimators, i.e. those which ignore this feedback loop, are not consistent. We show that consistent estimators are efficient in the presence of myopic agents. Our results are validated using extensive simulations.

stat.ML↗

arXiv2018

Learning with Abandonment

Consider a platform that wants to learn a personalized policy for each user, but the platform faces the risk of a user abandoning the platform if she is dissatisfied with the actions of the platform. For example, a platform is interested in personalizing the number of newsletters it sends, but faces the risk that the user unsubscribes forever. We propose a general thresholded learning model for scenarios like this, and discuss the structure of optimal policies. We describe salient features of optimal personalization algorithms and how feedback the platform receives impacts the results. Furthermore, we investigate how the platform can efficiently learn the heterogeneity across users by interacting with a population and provide performance guarantees.

stat.ML↗

arXiv2014

Learning multifractal structure in large networks

Generating random graphs to model networks has a rich history. In this paper, we analyze and improve upon the multifractal network generator (MFNG) introduced by Palla et al. We provide a new result on the probability of subgraphs existing in graphs generated with MFNG. From this result it follows that we can quickly compute moments of an important set of graph properties, such as the expected number of edges, stars, and cliques. Specifically, we show how to compute these moments in time complexity independent of the size of the graph and the number of recursive levels in the generative model. We leverage this theory to a new method of moments algorithm for fitting large networks to MFNG. Empirically, this new approach effectively simulates properties of several social and information networks. In terms of matching subgraph counts, our method outperforms similar algorithms used with the Stochastic Kronecker Graph model. Furthermore, we present a fast approximation algorithm to generate graph instances following the multi- fractal structure. The approximation scheme is an improvement over previous methods, which ran in time complexity quadratic in the number of vertices. Combined, our method of moments and fast sampling scheme provide the first scalable framework for effectively modeling large networks with MFNG.

cs.SI↗

arXiv2013

Silent error detection in numerical time-stepping schemes

Errors due to hardware or low level software problems, if detected, can be fixed by various schemes, such as recomputation from a checkpoint. Silent errors are errors in application state that have escaped low-level error detection. At extreme scale, where machines can perform astronomically many operations per second, silent errors threaten the validity of computed results. We propose a new paradigm for detecting silent errors at the application level. Our central idea is to frequently compare computed values to those provided by a cheap checking computation, and to build error detectors based on the difference between the two output sequences. Numerical analysis provides us with usable checking computations for the solution of initial-value problems in ODEs and PDEs, arguably the most common problems in computational science. Here, we provide, optimize, and test methods based on Runge-Kutta and linear multistep methods for ODEs, and on implicit and explicit finite difference schemes for PDEs. We take the heat equation and Navier-Stokes equations as examples. In tests with artificially injected errors, this approach effectively detects almost all meaningful errors, without significant slowdown.

math.NA↗