arXiv subjects

Zhe Feng

Publications and source records attributed to Zhe Feng.

At least 55 records · Page 3Linked to original sources

arXiv2023

Learning Thresholds with Latent Values and Censored Feedback

In this paper, we investigate a problem of actively learning threshold in latent space, where the unknown reward $g(γ, v)$ depends on the proposed threshold $γ$ and latent value $v$ and it can be $only$ achieved if the threshold is lower than or equal to the unknown latent value. This problem has broad applications in practical scenarios, e.g., reserve price optimization in online auctions, online task assignments in crowdsourcing, setting recruiting bars in hiring, etc. We first characterize the query complexity of learning a threshold with the expected reward at most $ε$ smaller than the optimum and prove that the number of queries needed can be infinitely large even when $g(γ, v)$ is monotone with respect to both $γ$ and $v$. On the positive side, we provide a tight query complexity $\tildeΘ(1/ε^3)$ when $g$ is monotone and the CDF of value distribution is Lipschitz. Moreover, we show a tight $\tildeΘ(1/ε^3)$ query complexity can be achieved as long as $g$ satisfies one-sided Lipschitzness, which provides a complete characterization for this problem. Finally, we extend this model to an online learning setting and demonstrate a tight $Θ(T^{2/3})$ regret bound using continuous-arm bandit techniques and the aforementioned query complexity results.

cs.LG↗

arXiv2023

Deep Learning for Two-Sided Matching

We initiate the study of deep learning for the automated design of two-sided matching mechanisms. What is of most interest is to use machine learning to understand the possibility of new tradeoffs between strategy-proofness and stability. These properties cannot be achieved simultaneously, but the efficient frontier is not understood. We introduce novel differentiable surrogates for quantifying ordinal strategy-proofness and stability and use them to train differentiable matching mechanisms that map discrete preferences to valid randomized matchings. We demonstrate that the efficient frontier characterized by these learned mechanisms is substantially better than that achievable through a convex combination of baselines of deferred acceptance (stable and strategy-proof for only one side of the market), top trading cycles (strategy-proof for one side, but not stable), and randomized serial dictatorship (strategy-proof for both sides, but not stable). This gives a new target for economic theory and opens up new possibilities for machine learning pipelines in matching market design.

cs.GT↗

arXiv2023

Follow-ups Also Matter: Improving Contextual Bandits via Post-serving Contexts

Standard contextual bandit problem assumes that all the relevant contexts are observed before the algorithm chooses an arm. This modeling paradigm, while useful, often falls short when dealing with problems in which valuable additional context can be observed after arm selection. For example, content recommendation platforms like Youtube, Instagram, Tiktok also observe valuable follow-up information pertinent to the user's reward after recommendation (e.g., how long the user stayed, what is the user's watch speed, etc.). To improve online learning efficiency in these applications, we study a novel contextual bandit problem with post-serving contexts and design a new algorithm, poLinUCB, that achieves tight regret under standard assumptions. Core to our technical proof is a robustified and generalized version of the well-known Elliptical Potential Lemma (EPL), which can accommodate noise in data. Such robustification is necessary for tackling our problem, and we believe it could also be of general interest. Extensive empirical tests on both synthetic and real-world datasets demonstrate the significant benefit of utilizing post-serving contexts as well as the superior performance of our algorithm over the state-of-the-art approaches.

cs.LG↗

arXiv2023

Knowledge-grounded Natural Language Recommendation Explanation

Explanations accompanied by a recommendation can assist users in understanding the decision made by recommendation systems, which in turn increases a user's confidence and trust in the system. Recently, research has focused on generating natural language explanations in a human-readable format. Thus far, the proposed approaches leverage item reviews written by users, which are often subjective, sparse in language, and unable to account for new items that have not been purchased or reviewed before. Instead, we aim to generate fact-grounded recommendation explanations that are objectively described with item features while implicitly considering a user's preferences, based on the user's purchase history. To achieve this, we propose a knowledge graph (KG) approach to natural language explainable recommendation. Our approach draws on user-item features through a novel collaborative filtering-based KG representation to produce fact-grounded, personalized explanations, while jointly learning user-item representations for recommendation scoring. Experimental results show that our approach consistently outperforms previous state-of-the-art models on natural language explainable recommendation.

cs.CL↗

arXiv2023

Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study

This research presents a novel Discrete Event Simulation (DES) of the Lloyd's of London specialty insurance market, exploring complex market dynamics that have not been previously studied quantitatively. The proof-of-concept model allows for the simulation of various scenarios that capture important market phenomena such as the underwriting cycle, the impact of risk syndication, and the importance of appropriate exposure management. Despite minimal calibration, our model has shown that it is a valuable tool for understanding and analysing the Lloyd's of London specialty insurance market, particularly in terms of identifying areas for further investigation for regulators and participants of the market alike. The results generate the expected behaviours that, syndicates (insurers) are less likely to go insolvent if they adopt sophisticated exposure management practices, catastrophe events lead to more defined patterns of cyclicality and cause syndicates to substantially increase their premiums offered. Lastly, syndication enhances the accuracy of actuarial price estimates and narrows the divergence among syndicates. Overall, this research offers a new perspective on the Lloyd's of London market and demonstrates the potential of individual-based modelling (IBM) for understanding complex financial systems.

q-fin.GN↗

arXiv2023

Online Bidding Algorithms for Return-on-Spend Constrained Advertisers

Online advertising has recently grown into a highly competitive and complex multi-billion-dollar industry, with advertisers bidding for ad slots at large scales and high frequencies. This has resulted in a growing need for efficient "auto-bidding" algorithms that determine the bids for incoming queries to maximize advertisers' targets subject to their specified constraints. This work explores efficient online algorithms for a single value-maximizing advertiser under an increasingly popular constraint: Return-on-Spend (RoS). We quantify efficiency in terms of regret relative to the optimal algorithm, which knows all queries a priori. We contribute a simple online algorithm that achieves near-optimal regret in expectation while always respecting the specified RoS constraint when the input sequence of queries are i.i.d. samples from some distribution. We also integrate our results with the previous work of Balseiro, Lu, and Mirrokni [BLM20] to achieve near-optimal regret while respecting both RoS and fixed budget constraints. Our algorithm follows the primal-dual framework and uses online mirror descent (OMD) for the dual updates. However, we need to use a non-canonical setup of OMD, and therefore the classic low-regret guarantee of OMD, which is for the adversarial setting in online learning, no longer holds. Nonetheless, in our case and more generally where low-regret dynamics are applied in algorithm design, the gradients encountered by OMD can be far from adversarial but influenced by our algorithmic choices. We exploit this key insight to show our OMD setup achieves low regret in the realm of our algorithm.

cs.LG↗

arXiv2023

Pairwise Ranking Losses of Click-Through Rates Prediction for Welfare Maximization in Ad Auctions

We study the design of loss functions for click-through rates (CTR) to optimize (social) welfare in advertising auctions. Existing works either only focus on CTR predictions without consideration of business objectives (e.g., welfare) in auctions or assume that the distribution over the participants' expected cost-per-impression (eCPM) is known a priori, then use various additional assumptions on the parametric form of the distribution to derive loss functions for predicting CTRs. In this work, we bring back the welfare objectives of ad auctions into CTR predictions and propose a novel weighted rankloss to train the CTR model. Compared to existing literature, our approach provides a provable guarantee on welfare but without assumptions on the eCPMs' distribution while also avoiding the intractability of naively applying existing learning-to-rank methods. Further, we propose a theoretically justifiable technique for calibrating the losses using labels generated from a teacher network, only assuming that the teacher network has bounded $\ell_2$ generalization error. Finally, we demonstrate the advantages of the proposed loss on synthetic and real-world data.

cs.GT↗

arXiv2023

A Context-Integrated Transformer-Based Neural Network for Auction Design

One of the central problems in auction design is developing an incentive-compatible mechanism that maximizes the auctioneer's expected revenue. While theoretical approaches have encountered bottlenecks in multi-item auctions, recently, there has been much progress on finding the optimal mechanism through deep learning. However, these works either focus on a fixed set of bidders and items, or restrict the auction to be symmetric. In this work, we overcome such limitations by factoring \emph{public} contextual information of bidders and items into the auction learning framework. We propose $\mathtt{CITransNet}$, a context-integrated transformer-based neural network for optimal auction design, which maintains permutation-equivariance over bids and contexts while being able to find asymmetric solutions. We show by extensive experiments that $\mathtt{CITransNet}$ can recover the known optimal solutions in single-item settings, outperform strong baselines in multi-item auctions, and generalize well to cases other than those in training.

cs.GT↗

arXiv2023

Incrementality Bidding via Reinforcement Learning under Mixed and Delayed Rewards

Incrementality, which is used to measure the causal effect of showing an ad to a potential customer (e.g. a user in an internet platform) versus not, is a central object for advertisers in online advertising platforms. This paper investigates the problem of how an advertiser can learn to optimize the bidding sequence in an online manner \emph{without} knowing the incrementality parameters in advance. We formulate the offline version of this problem as a specially structured episodic Markov Decision Process (MDP) and then, for its online learning counterpart, propose a novel reinforcement learning (RL) algorithm with regret at most $\widetilde{O}(H^2\sqrt{T})$, which depends on the number of rounds $H$ and number of episodes $T$, but does not depend on the number of actions (i.e., possible bids). A fundamental difference between our learning problem from standard RL problems is that the realized reward feedback from conversion incrementality is \emph{mixed} and \emph{delayed}. To handle this difficulty we propose and analyze a novel pairwise moment-matching algorithm to learn the conversion incrementality, which we believe is of independent of interest.

cs.LG↗

arXiv2022

The Software Stack That Won the Formula Student Driverless Competition

This report describes our approach to design and evaluate a software stack for a race car capable of achieving competitive driving performance in the different disciplines of the Formula Student Driverless. By using a 360° LiDAR and optionally three cameras, we reliably recognize the plastic cones that mark the track boundaries at distances of around 35 m, enabling us to drive at the physical limits of the car. Using a GraphSLAM algorithm, we are able to map these cones with a root-mean-square error of less than 15 cm while driving at speeds of over 70 kph on a narrow track. The high-precision map is used in the trajectory planning to detect the lane boundaries using Delaunay triangulation and a parametric cubic spline. We calculate an optimized trajectory using a minimum curvature approach together with a GGS-diagram that takes the aerodynamics at different velocities into account. To track the target path with accelerations of up to 1.6 g, the control system is split into a PI controller for longitudinal control and model predictive controller for lateral control. Additionally, a low-level optimal control allocation is used. The software is realized in ROS C++ and tested in a custom simulation, as well as on the actual race track.

cs.RO↗

arXiv2022

Optimal Auctions through Deep Learning: Advances in Differentiable Economics

Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981, but more than 40 years later a full analytical understanding of the optimal design still remains elusive for settings with two or more items. In this work, we initiate the exploration of the use of tools from deep learning for the automated design of optimal auctions. We model an auction as a multi-layer neural network, frame optimal auction design as a constrained learning problem, and show how it can be solved using standard machine learning pipelines. In addition to providing generalization bounds, we present extensive experimental results, recovering essentially all known solutions that come from the theoretical analysis of optimal auction design problems and obtaining novel mechanisms for settings in which the optimal mechanism is unknown.

cs.GT↗

arXiv2022

Thermally enhanced photoluminescence and temperature sensing properties of Sc$_2$W$_3$O$_{12}$:Eu$^{3+}$ phosphors

Currently,lanthanide ions doped luminescence materials applying as optical thermometers have arose much concern. Basing on the different responses of two emissions to temperature, the fluorescence intensity ratio (FIR) technique can be executed and further estimate the sensitivities to assess the optical thermometry performances. In this study, we introduce different doping concentrations of Eu$^{3+}$ ions into negative expansion material Sc$_2$W$_3$O$_{12}$:Eu$^{3+}$, accessing to the thermal enhanced luminescence from 373 to 548 K, and investigate the temperature sensing properties in detail. All samples exhibit good thermally enhanced luminescence behavior. The emission intensity of Sc$_2$W$_3$O$_{12}$: 6 mol% Eu$^{3+}$ phosphors reaches at 147.81% of initial intensity at 473 K. As the Eu doping concentration increases, the resistance of the samples to thermal quenching decreases. The FIR technique based on the transitions 5D0-7F1 (592 nm) and 5D0-7F2 (613 nm) of Eu$^{3+}$ ions demonstrate a maximum relative temperature sensitivity of 3.063% K-1 at 298 K for Sc$_2$W$_3$O$_{12}$:Eu$^{3+}$: 6 mol% Eu$^{3+}$ phosphors. The sensitivity of sample decreases with the increase of Eu$^{3+}$ concentration. Benefiting from the thermal enhanced luminescence performance and good temperature sensing properties, the Sc$_2$W$_3$O$_{12}$:Eu$^{3+}$: Eu$^{3+}$ phosphors can be applies as optical thermometers.

cond-mat.mtrl-sci↗

arXiv2022

Sequential Information Design: Markov Persuasion Process and Its Efficient Reinforcement Learning

In today's economy, it becomes important for Internet platforms to consider the sequential information design problem to align its long term interest with incentives of the gig service providers. This paper proposes a novel model of sequential information design, namely the Markov persuasion processes (MPPs), where a sender, with informational advantage, seeks to persuade a stream of myopic receivers to take actions that maximizes the sender's cumulative utilities in a finite horizon Markovian environment with varying prior and utility functions. Planning in MPPs thus faces the unique challenge in finding a signaling policy that is simultaneously persuasive to the myopic receivers and inducing the optimal long-term cumulative utilities of the sender. Nevertheless, in the population level where the model is known, it turns out that we can efficiently determine the optimal (resp. $ε$-optimal) policy with finite (resp. infinite) states and outcomes, through a modified formulation of the Bellman equation. Our main technical contribution is to study the MPP under the online reinforcement learning (RL) setting, where the goal is to learn the optimal signaling policy by interacting with with the underlying MPP, without the knowledge of the sender's utility functions, prior distributions, and the Markov transition kernels. We design a provably efficient no-regret learning algorithm, the Optimism-Pessimism Principle for Persuasion Process (OP4), which features a novel combination of both optimism and pessimism principles. Our algorithm enjoys sample efficiency by achieving a sublinear $\sqrt{T}$-regret upper bound. Furthermore, both our algorithm and theory can be applied to MPPs with large space of outcomes and states via function approximation, and we showcase such a success under the linear setting.

cs.AI↗

arXiv2022

Nonlinear spatiotemporal instabilities in two-dimensional electroconvective flows

This work studies the effects of a through-flow on two-dimensional electrohydrodynamic (EHD) flows of a dielectric liquid confined between two plane plates, as a model problem to further our understanding of the fluid mechanics in the presence of an electric field. The liquid is subjected to a strong unipolar charge injection from the bottom plate and a pressure gradient along the streamwise direction. Highly-accurate numerical simulations and weakly nonlinear stability analyses based on multiple-scale expansion and amplitude expansion methods are used to unravel the nonlinear spatiotemporal instability mechanisms in this combined flow. We found that the through-flow makes the hysteresis loop in the EHD flow narrower. In the numerical simulation of an impulse response, the leading and trailing edges of the wavepacket within the nonlinear regime are consistent with the linear ones, a result which we also verified against that in natural convection. In addition, as the bifurcation in EHD-Poiseuille flows is of a subcritical nature, nonlinear finite-amplitude solutions exist in the subcritical regime, and our calculation indicates that they are convectively unstable. The validity of the Ginzburg-Landau equation (GLE), derived from the weakly nonlinear expansion of Navier-Stokes equations and the Maxwell's equations in the quasi-electrostatic limit, serving as a physical reduced-order model for probing the spatiotemporal dynamics in this flow, has also been investigated. We found that the coefficients in the GLE calculated using amplitude expansion method can predict the absolute growth rates even when the parameters are away from the linear critical conditions, compared favourably with the local dispersion relation, whereas the validity range of the GLE derived from the multiple-scale expansion method is confined to the vicinity of the linear critical conditions.

physics.flu-dyn↗

arXiv2021

Onset of vortex shedding around a short cylinder

This paper presents results of three-dimensional direct numerical simulations (DNS) and global linear stability analyses (LSA) of a viscous incompressible flow past a finite-length cylinder with two free flat ends. The cylindrical axis is normal to the streamwise direction. The work focuses on the effects of aspect ratios (in the range of $0.5\leq \rm{\small AR} \leq2$, cylinder length over diameter) and Reynolds numbers ($Re\leq1000$ based on cylinder diameter and uniform incoming velocity) on the onset of vortex shedding in this flow. All important flow patterns have been identified and studied, especially as $\rm{\small AR}$ changes. The appearance of a steady wake pattern when $\rm{\small AR}\leq1.75$ has not been discussed earlier in the literature for this flow. LSA based on the time-mean flow has been applied to understand the Hopf bifurcation past which vortex shedding happens. The nonlinear DNS results indicate that there are two vortex shedding patterns at different $Re$, one is transient and the other is nonlinearly saturated. The vortex-shedding frequencies of these two flow patterns correspond to the eigenfrequencies of the two global modes in the stability analysis of the time-mean flow. Wherever possible, we compare the results of our analyses to those of the flows past other short-$\rm{\small AR}$ bluff bodies in order that our discussions bear more general meanings.

physics.flu-dyn↗

arXiv2021

Learning to Bid in Contextual First Price Auctions

In this paper, we investigate the problem about how to bid in repeated contextual first price auctions. We consider a single bidder (learner) who repeatedly bids in the first price auctions: at each time $t$, the learner observes a context $x_t\in \mathbb{R}^d$ and decides the bid based on historical information and $x_t$. We assume a structured linear model of the maximum bid of all the others $m_t = α_0\cdot x_t + z_t$, where $α_0\in \mathbb{R}^d$ is unknown to the learner and $z_t$ is randomly sampled from a noise distribution $\mathcal{F}$ with log-concave density function $f$. We consider both \emph{binary feedback} (the learner can only observe whether she wins or not) and \emph{full information feedback} (the learner can observe $m_t$) at the end of each time $t$. For binary feedback, when the noise distribution $\mathcal{F}$ is known, we propose a bidding algorithm, by using maximum likelihood estimation (MLE) method to achieve at most $\widetilde{O}(\sqrt{\log(d) T})$ regret. Moreover, we generalize this algorithm to the setting with binary feedback and the noise distribution is unknown but belongs to a parametrized family of distributions. For the full information feedback with \emph{unknown} noise distribution, we provide an algorithm that achieves regret at most $\widetilde{O}(\sqrt{dT})$. Our approach combines an estimator for log-concave density functions and then MLE method to learn the noise distribution $\mathcal{F}$ and linear weight $α_0$ simultaneously. We also provide a lower bound result such that any bidding policy in a broad class must achieve regret at least $Ω(\sqrt{T})$, even when the learner receives the full information feedback and $\mathcal{F}$ is known.

cs.LG↗

arXiv2021

Modeling Endorsement for Multi-Document Abstractive Summarization

A crucial difference between single- and multi-document summarization is how salient content manifests itself in the document(s). While such content may appear at the beginning of a single document, essential information is frequently reiterated in a set of documents related to a particular topic, resulting in an endorsement effect that increases information salience. In this paper, we model the cross-document endorsement effect and its utilization in multiple document summarization. Our method generates a synopsis from each document, which serves as an endorser to identify salient content from other documents. Strongly endorsed text segments are used to enrich a neural encoder-decoder model to consolidate them into an abstractive summary. The method has a great potential to learn from fewer examples to identify salient content, which alleviates the need for costly retraining when the set of documents is dynamically adjusted. Through extensive experiments on benchmark multi-document summarization datasets, we demonstrate the effectiveness of our proposed method over strong published baselines. Finally, we shed light on future research directions and discuss broader challenges of this task using a case study.

cs.CL↗

arXiv2021

Welfare-Preserving $\varepsilon$-BIC to BIC Transformation with Negligible Revenue Loss

In this paper, we provide a transform from an $\varepsilon$-BIC mechanism into an exactly BIC mechanism without any loss of social welfare and with additive and negligible revenue loss. This is the first $\varepsilon$-BIC to BIC transformation that preserves welfare and provides negligible revenue loss. The revenue loss bound is tight given the requirement to maintain social welfare. Previous $\varepsilon$-BIC to BIC transformations preserve social welfare but have no revenue guarantee~\citep{BeiHuang11}, or suffer welfare loss while incurring a revenue loss with both a multiplicative and an additive term, e.g.,~\citet{DasWeinberg12, Rubinstein18, Cai19}. The revenue loss achieved by our transformation is incomparable to these earlier approaches and can be significantly less. \newnew{Our approach is different from the previous replica-surrogate matching methods and we directly make use of a directed and weighted type graph (induced by the types' regret), one for each agent. The transformation runs a \emph{fractional rotation step} and a \emph{payment reducing step} iteratively to make the mechanism Bayesian incentive compatible.} We also analyze $\varepsilon$-expected ex-post IC ($\varepsilon$-EEIC) mechanisms~\citep{DuettingFJLLP12}. We provide a welfare-preserving transformation in this setting with the same revenue loss guarantee for uniform type distributions and give an impossibility result for non-uniform distributions. We apply the transform to linear-programming based and machine-learning based methods of automated mechanism design.

cs.GT↗