A Reinforcement Learning Framework for Time-Dependent Causal Effects Evaluation in A/B Testing

A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major challenges arise in online experiments where there is only one unit that receives a sequence of treatments over time. In those experiments, the treatment at a given time impacts current outcome as well as future outcomes. The aim of this paper is to introduce a reinforcement learning framework for carrying A/B testing, while characterizing the long-term treatment effects. Our proposed testing procedure allows for sequential monitoring and online updating, so it is generally applicable to a variety of treatment designs in different industries. In addition, we systematically investigate the theoretical properties (e.g., asymptotic distribution and power) of our testing procedure. Finally, we apply our framework to both synthetic datasets and a real-world data example obtained from a ride-sharing company to illustrate its usefulness.

A Review on Generative Adversarial Networks: Algorithms, Theory, and Applications

Generative adversarial networks (GANs) are a hot research topic recently. GANs have been widely studied since 2014, and a large number of algorithms have been proposed. However, there is few comprehensive study explaining the connections among different GANs variants, and how they have evolved. In this paper, we attempt to provide a review on various GANs methods from the perspectives of algorithms, theory, and applications. Firstly, the motivations, mathematical representations, and structure of most GANs algorithms are introduced in details. Furthermore, GANs have been combined with other machine learning algorithms for specific applications, such as semi-supervised learning, transfer learning, and reinforcement learning. This paper compares the commonalities and differences of these GANs methods. Secondly, theoretical issues related to GANs are investigated. Thirdly, typical applications of GANs in image processing and computer vision, natural language processing, music, speech and audio, medical field, and data science are illustrated. Finally, the future open research problems for GANs are pointed out.

An Attention-based Graph Neural Network for Heterogeneous Structural Learning

In this paper, we focus on graph representation learning of heterogeneous information network (HIN), in which various types of vertices are connected by various types of relations. Most of the existing methods conducted on HIN revise homogeneous graph embedding models via meta-paths to learn low-dimensional vector space of HIN. In this paper, we propose a novel Heterogeneous Graph Structural Attention Neural Network (HetSANN) to directly encode structural information of HIN without meta-path and achieve more informative representations. With this method, domain experts will not be needed to design meta-path schemes and the heterogeneous information can be processed automatically by our proposed model. Specifically, we implicitly represent heterogeneous information using the following two methods: 1) we model the transformation between heterogeneous vertices through a projection in low-dimensional entity spaces; 2) afterwards, we apply the graph neural network to aggregate multi-relational information of projected neighborhood by means of attention mechanism. We also present three extensions of HetSANN, i.e., voices-sharing product attention for the pairwise relationships in HIN, cycle-consistency loss to retain the transformation between heterogeneous entity spaces, and multi-task learning with full use of information. The experiments conducted on three public datasets demonstrate that our proposed models achieve significant and consistent improvements compared to state-of-the-art solutions.

Deep Reinforcement Learning for Multi-Driver Vehicle Dispatching and Repositioning Problem

Order dispatching and driver repositioning (also known as fleet management) in the face of spatially and temporally varying supply and demand are central to a ride-sharing platform marketplace. Hand-crafting heuristic solutions that account for the dynamics in these resource allocation problems is difficult, and may be better handled by an end-to-end machine learning method. Previous works have explored machine learning methods to the problem from a high-level perspective, where the learning method is responsible for either repositioning the drivers or dispatching orders, and as a further simplification, the drivers are considered independent agents maximizing their own reward functions. In this paper we present a deep reinforcement learning approach for tackling the full fleet management and dispatching problems. In addition to treating the drivers as individual agents, we consider the problem from a system-centric perspective, where a central fleet management agent is responsible for decision-making for all drivers.

Building Effective Large-Scale Traffic State Prediction System: Traffic4cast Challenge Solution

How to build an effective large-scale traffic state prediction system is a challenging but highly valuable problem. This study focuses on the construction of an effective solution designed for spatio-temporal data to predict large-scale traffic state. Considering the large data size in Traffic4cast Challenge and our limited computational resources, we emphasize model design to achieve a relatively high prediction performance within acceptable running time. We adopt a structure similar to U-net and use a mask instead of spatial attention to address the data sparsity. Then, combined with the experience of time series prediction problem, we design a number of features, which are input into the model as different channels. Region cropping is used to decrease the difference between the size of the receptive field and the study area, and the models can be specially optimized for each sub-region. The fusion of interdisciplinary knowledge and experience is an emerging demand in classical traffic research. Several interdisciplinary studies we have been studying are also discussed in the Complementary Challenges. The source codes are available in https://github.com/wufanyou/traffic4cast-TLab.

Predicting origin-destination ride-sourcing demand with a spatio-temporal encoder-decoder residual multi-graph convolutional network

With the rapid development of mobile-internet technologies, on-demand ride-sourcing services have become increasingly popular and largely reshaped the way people travel. Demand prediction is one of the most fundamental components in supply-demand management systems of ride-sourcing platforms. With accurate short-term prediction for origin-destination (OD) demand, the platforms make precise and timely decisions on real-time matching, idle vehicle reallocations and ride-sharing vehicle routing, etc. Compared to zone-based demand prediction that has been examined by many previous studies, OD-based demand prediction is more challenging. This is mainly due to the complicated spatial and temporal dependencies among demand of different OD pairs. To overcome this challenge, we propose the Spatio-Temporal Encoder-Decoder Residual Multi-Graph Convolutional network (ST-ED-RMGC), a novel deep learning model for predicting ride-sourcing demand of various OD pairs. Firstly, the model constructs OD graphs, which utilize adjacent matrices to characterize the non-Euclidean pair-wise geographical and semantic correlations among different OD pairs. Secondly, based on the constructed graphs, a residual multi-graph convolutional (RMGC) network is designed to encode the contextual-aware spatial dependencies, and a long-short term memory (LSTM) network is used to encode the temporal dependencies, into a dense vector space. Finally, we reuse the RMGC networks to decode the compressed vector back to OD graphs and predict the future OD demand. Through extensive experiments on the for-hire-vehicles datasets in Manhattan, New York City, we show that our proposed deep learning framework outperforms the state-of-arts by a significant margin.

Multi-Agent Reinforcement Learning for Order-dispatching via Order-Vehicle Distribution Matching

Improving the efficiency of dispatching orders to vehicles is a research hotspot in online ride-hailing systems. Most of the existing solutions for order-dispatching are centralized controlling, which require to consider all possible matches between available orders and vehicles. For large-scale ride-sharing platforms, there are thousands of vehicles and orders to be matched at every second which is of very high computational cost. In this paper, we propose a decentralized execution order-dispatching method based on multi-agent reinforcement learning to address the large-scale order-dispatching problem. Different from the previous cooperative multi-agent reinforcement learning algorithms, in our method, all agents work independently with the guidance from an evaluation of the joint policy since there is no need for communication or explicit cooperation between agents. Furthermore, we use KL-divergence optimization at each time step to speed up the learning process and to balance the vehicles (supply) and orders (demand). Experiments on both the explanatory environment and real-world simulator show that the proposed method outperforms the baselines in terms of accumulated driver income (ADI) and Order Response Rate (ORR) in various traffic environments. Besides, with the support of the online platform of Didi Chuxing, we designed a hybrid system to deploy our model.

Multi-grained Attention Networks for Single Image Super-Resolution

Deep Convolutional Neural Networks (CNN) have drawn great attention in image super-resolution (SR). Recently, visual attention mechanism, which exploits both of the feature importance and contextual cues, has been introduced to image SR and proves to be effective to improve CNN-based SR performance. In this paper, we make a thorough investigation on the attention mechanisms in a SR model and shed light on how simple and effective improvements on these ideas improve the state-of-the-arts. We further propose a unified approach called "multi-grained attention networks (MGAN)" which fully exploits the advantages of multi-scale and attention mechanisms in SR tasks. In our method, the importance of each neuron is computed according to its surrounding regions in a multi-grained fashion and then is used to adaptively re-scale the feature responses. More importantly, the "channel attention" and "spatial attention" strategies in previous methods can be essentially considered as two special cases of our method. We also introduce multi-scale dense connections to extract the image features at multiple scales and capture the features of different layers through dense skip connections. Ablation studies on benchmark datasets demonstrate the effectiveness of our method. In comparison with other state-of-the-art SR methods, our method shows the superiority in terms of both accuracy and model size.

PINE: Universal Deep Embedding for Graph Nodes via Partial Permutation Invariant Set Functions

Graph node embedding aims at learning a vector representation for all nodes given a graph. It is a central problem in many machine learning tasks (e.g., node classification, recommendation, community detection). The key problem in graph node embedding lies in how to define the dependence to neighbors. Existing approaches specify (either explicitly or implicitly) certain dependencies on neighbors, which may lead to loss of subtle but important structural information within the graph and other dependencies among neighbors. This intrigues us to ask the question: can we design a model to give the maximal flexibility of dependencies to each node's neighborhood. In this paper, we propose a novel graph node embedding (named PINE) via a novel notion of partial permutation invariant set function, to capture any possible dependence. Our method 1) can learn an arbitrary form of the representation function from the neighborhood, withour losing any potential dependence structures, and 2) is applicable to both homogeneous and heterogeneous graph embedding, the latter of which is challenged by the diversity of node types. Furthermore, we provide theoretical guarantee for the representation capability of our method for general homogeneous and heterogeneous graphs. Empirical evaluation results on benchmark data sets show that our proposed PINE method outperforms the state-of-the-art approaches on producing node vectors for various learning tasks of both homogeneous and heterogeneous graphs.