Maximizing the Success Probability of Policy Allocations in Online Systems

The effectiveness of advertising in e-commerce largely depends on the ability of merchants to bid on and win impressions for their targeted users. The bidding procedure is highly complex due to various factors such as market competition, user behavior, and the diverse objectives of advertisers. In this paper we consider the problem at the level of user timelines instead of individual bid requests, manipulating full policies (i.e. pre-defined bidding strategies) and not bid values. In order to optimally allocate policies to users, typical multiple treatments allocation methods solve knapsack-like problems which aim at maximizing an expected value under constraints. In the industrial contexts such as online advertising, we argue that optimizing for the probability of success is a more suited objective than expected value maximization, and we introduce the SuccessProbaMax algorithm that aims at finding the policy allocation which is the most likely to outperform a fixed reference policy. Finally, we conduct comprehensive experiments both on synthetic and real-world data to evaluate its performance. The results demonstrate that our proposed algorithm outperforms conventional expected-value maximization algorithms in terms of success rate.

DU-Shapley: A Shapley Value Proxy for Efficient Dataset Valuation

Many machine learning problems require performing dataset valuation, i.e. to quantify the incremental gain, to some relevant pre-defined utility, of aggregating an individual dataset to others. As seminal examples, dataset valuation has been leveraged in collaborative and federated learning to create incentives for data sharing across several data owners. The Shapley value has recently been proposed as a principled tool to achieve this goal due to formal axiomatic justification. Since its computation often requires exponential time, standard approximation strategies based on Monte Carlo integration have been considered. Such generic approximation methods, however, remain expensive in some cases. In this paper, we exploit the knowledge about the structure of the dataset valuation problem to devise more efficient Shapley value estimators. We propose a novel approximation of the Shapley value, referred to as discrete uniform Shapley (DU-Shapley) which is expressed as an expectation under a discrete uniform distribution with support of reasonable size. We justify the relevancy of the proposed framework via asymptotic and non-asymptotic theoretical guarantees and show that DU-Shapley tends towards the Shapley value when the number of data owners is large. The benefits of the proposed framework are finally illustrated on several dataset valuation benchmarks. DU-Shapley outperforms other Shapley value approximations, even when the number of data owners is small.

Offline Evaluation of Reward-Optimizing Recommender Systems: The Case of Simulation

Both in academic and industry-based research, online evaluation methods are seen as the golden standard for interactive applications like recommendation systems. Naturally, the reason for this is that we can directly measure utility metrics that rely on interventions, being the recommendations that are being shown to users. Nevertheless, online evaluation methods are costly for a number of reasons, and a clear need remains for reliable offline evaluation procedures. In industry, offline metrics are often used as a first-line evaluation to generate promising candidate models to evaluate online. In academic work, limited access to online systems makes offline metrics the de facto approach to validating novel methods. Two classes of offline metrics exist: proxy-based methods, and counterfactual methods. The first class is often poorly correlated with the online metrics we care about, and the latter class only provides theoretical guarantees under assumptions that cannot be fulfilled in real-world environments. Here, we make the case that simulation-based comparisons provide ways forward beyond offline metrics, and argue that they are a preferable means of evaluation.