Truncated LinUCB for Stochastic Linear Bandits

This paper considers contextual bandits with a finite number of arms, where the contexts are independent and identically distributed $d$-dimensional random vectors, and the expected rewards are linear in both the arm parameters and contexts. The LinUCB algorithm, which is near minimax optimal for related linear bandits, is shown to have a cumulative regret that is suboptimal in both the dimension $d$ and time horizon $T$, due to its over-exploration. A truncated version of LinUCB is proposed and termed "Tr-LinUCB", which follows LinUCB up to a truncation time $S$ and performs pure exploitation afterwards. The Tr-LinUCB algorithm is shown to achieve $O(d\log(T))$ regret if $S = Cd\log(T)$ for a sufficiently large constant $C$, and a matching lower bound is established, which shows the rate optimality of Tr-LinUCB in both $d$ and $T$ under a low dimensional regime. Further, if $S = d\log^{\kappa}(T)$ for some $\kappa>1$, the loss compared to the optimal is a multiplicative $\log\log(T)$ factor, which does not depend on $d$. This insensitivity to overshooting in choosing the truncation time of Tr-LinUCB is of practical importance.

Scalable Topical Phrase Mining from Text Corpora

While most topic modeling algorithms model text corpora with unigrams, human interpretation often relies on inherent grouping of terms into phrases. As such, we consider the problem of discovering topical phrases of mixed lengths. Existing work either performs post processing to the inference results of unigram-based topic models, or utilizes complex n-gram-discovery topic models. These methods generally produce low-quality topical phrases or suffer from poor scalability on even moderately-sized datasets. We propose a different approach that is both computationally efficient and effective. Our solution combines a novel phrase mining framework to segment a document into single and multi-word phrases, and a new topic model that operates on the induced document partition. Our approach discovers high quality topical phrases with negligible extra cost to the bag-of-words topic model in a variety of datasets including research publication titles, abstracts, reviews, and news articles.

Scalable and Robust Construction of Topical Hierarchies

Automated generation of high-quality topical hierarchies for a text collection is a dream problem in knowledge engineering with many valuable applications. In this paper a scalable and robust algorithm is proposed for constructing a hierarchy of topics from a text collection. We divide and conquer the problem using a top-down recursive framework, based on a tensor orthogonal decomposition technique. We solve a critical challenge to perform scalable inference for our newly designed hierarchical topic model. Experiments with various real-world datasets illustrate its ability to generate robust, high-quality hierarchies efficiently. Our method reduces the time of construction by several orders of magnitude, and its robust feature renders it possible for users to interactively revise the hierarchy.