As the demand for performance and scalability in cloud applications continues to grow, high-performance computing (HPC) facilities increasingly integrate FPGAs to accelerate computational workloads. To fully utilize the extensive resources available on modern high-end FPGAs, it is essential to optimize the allocation of multiple applications on a single device. This article introduces FARMER, a novel online learning methodology that leverages machine learning (ML) to model the throughput of different applications running concurrently on the same FPGA. It combines this with a sequential decision-making strategy and an in-circuit exploration flow based on dynamic partial reconfiguration (DPR) to drastically speed up the exploration of large design spaces. Experimental evaluations across a wide range of representative scenarios, conducted on a real prototyping platform using an AMD Alveo U55C FPGA board, demonstrate that FARMER consistently identifies a feasible solution while exploring less than$\mathbf {0.012\%}$of the total design space.

Predicting survival outcomes for non-small cell lung cancer (NSCLC) patients is challenging due to the different individual prognostic features. This task can benefit from the integration of whole-slide images, bulk transcriptomics, and DNA methylation, which offer complementary views of the patient's condition at diagnosis. However, real-world clinical datasets are often incomplete, with entire modalities missing for a significant fraction of patients. State-of-the-art models rely on available data to create patient-level representations or use generative models to infer missing modalities, but they lack robustness in cases of severe missingness. We propose a Multimodal Contrastive Variational AutoEncoder (MCVAE) to address this issue: modality-specific variational encoders capture the uncertainty in each data source, and a fusion bottleneck with learned gating mechanisms is introduced to normalize the contributions from present modalities. We propose a multi-task objective that combines survival loss and reconstruction loss to regularize patient representations, along with a cross-modal contrastive loss that enforces cross-modal alignment in the latent space. During training, we apply stochastic modality masking to improve the robustness to arbitrary missingness patterns. Extensive evaluations on the TCGA-LUAD ($n=475$) and TCGA-LUSC ($n=446$) datasets demonstrate the efficacy of our approach in predicting disease-specific survival (DSS) and its robustness to severe missingness scenarios compared to two state-of-the-art models. Finally, we bring some clarifications on multimodal integration by testing our model on all subsets of modalities, finding that integration is not always beneficial to the task.

The increasing integration of renewable energy sources (RESs) is transforming traditional power grid networks, which require new approaches for managing decentralized energy production and consumption. Microgrids (MGs) provide a promising solution by enabling localized control over energy generation, storage, and distribution. This paper presents a novel reinforcement learning (RL)-based methodology for optimizing microgrid energy management. Specifically, we propose an RL agent that learns optimal energy trading and storage policies by leveraging historical data on energy production, consumption, and market prices. A digital twin (DT) is used to simulate the energy storage system dynamics, incorporating degradation factors to ensure a realistic emulation of the analysed setting. Our approach is validated through an experimental campaign using real-world data from a power grid located in the Italian territory. The results indicate that the proposed RL-based strategy outperforms rule-based methods and existing RL benchmarks, offering a robust solution for intelligent microgrid management.

With the ever-increasing demand for performance and scalability in cloud applications, high-performance computing (HPC) facilities are starting to include FPGAs for workload acceleration. To efficiently exploit the massive amount of resources of high-end FPGAs, it is paramount to optimize the allocation of multiple applications on a single device. This paper proposes FARMER, a novel online learning methodology harnessing the power of Gaussian Process regression to model the throughput of different applications running on the same FPGA, and a sequential decision-making approach to explore the available configurations efficiently. Experimental results considering a large variety of representative scenarios tested on a real prototyping platform featuring an AMD Virtex-7 FPGA show that FARMER always finds a feasible solution with an exploration of less than 0.1% of the whole design space.

In online marketing, the advertisers aim to balance achieving high volumes and high profitability. The companies' business units address this tradeoff by maximizing the volumes while guaranteeing a minimum Return On Investment (ROI) level. Such a task can be naturally modeled as a combinatorial optimization problem subject to ROI and budget constraints that can be solved online. In this picture, the learner's uncertainty over the constraints' parameters plays a crucial role since the algorithms' exploration choices might lead to their violation during the entire learning process. Such violations represent a major obstacle to adopting online techniques in real-world applications. Thus, controlling the algorithms' exploration during learning is paramount to making humans trust online learning tools. This paper studies the nature of both optimization and learning problems. In particular, we show that the learning problem is inapproximable within any factor (unless P = NP) and provide a pseudo-polynomial-time algorithm to solve its discretized version. Subsequently, we prove that no online learning algorithm can violate the (ROI or budget) constraints a sublinear number of times during the learning process while guaranteeing a sublinear regret. We provide the GCB algorithm that guarantees sublinear regret at the cost of a linear number of constraint violations and GCBsafe that guarantees w.h.p.a constant upper bound on the number of constraint violations at the cost of a linear regret. Moreover, we designed GCBsafe(ψ, φ), which guarantees both sublinear regret and safety w.h.p. at the cost of accepting tolerances ψ and φ in the satisfaction of the ROI and budget constraints, respectively. Finally, we provide experimental results to compare the regret and constraint violations of GCB, GCBsafe, and GCBsafe(ψ, φ).

Policy gradient is one of the most famous algorithms in reinforcement learning. This paper studies the mean dynamics of the soft-max policy gradient algorithm and its properties in multi-agent settings by resorting to evolutionary game theory and dynamical system tools. Unlike most multi-agent reinforcement learning algorithms, whose mean dynamics are a slight variant of the replicator dynamics not affecting the properties of the original dynamics, the soft-max policy gradient dynamics presents a structure significantly different from that of the replicator. In particular, we show that the soft-max policy gradient dynamics in a given game are equivalent to the replicator dynamics in an auxiliary game obtained by a non-convex transformation of the payoffs of the original game. Such a structure gives the dynamics several non-standard properties. The first property we study concerns the convergence to the best response. In particular, while the continuous-time mean dynamics always converge to the best response, the crucial question concerns the convergence speed. Precisely, we show that the space of initializations can be split into two complementary sets such that the trajectories initialized from points of the first set (said good initialization region) directly move to the best response. In contrast, those initialized from points of the second set (said bad initialization region) move first to a series of sub-optimal strategies and then to the best response. Interestingly, in multi-agent adversarial machine learning environments, we show that an adversary can exploit this property to make any current strategy of the learning agent using the soft-max policy gradient fall inside a bad initialization region, thus slowing its learning process and exploiting that policy. When the soft-max policy gradient dynamics is studied in multi-population games, modeling the learning dynamics in self-play, we show that the dynamics preserve the volume of the set of initial points. This property proves that the dynamics cannot converge when the only equilibrium of the game is fully mixed, as the volume of the set of initial points would need to shrink. We also give empirical evidence that the volume expands over time, suggesting that the dynamics in games with fully-mixed equilibrium is chaotic.

We study a novel sequential decision-making setting, namely the dissimilarity bandits. At each round, the learner pulls an arm that provides a stochastic d-dimensional observation vector. The learner aims to identify the pair of arms with the maximum dissimilarity, where such an index is computed over pairs of expected observation vectors. We propose Successive Elimination for Dissimilarity (SED), a fixed-confidence best-pair identification algorithm based on sequential elimination. SED discards individual arms when there is statistical evidence that they cannot belong to a pair of most dissimilar arms and, thus, effectively exploits the structure of the setting by reusing the estimates of the expected observation vectors. We provide results on the sample complexity of SED, depending on {HP}, a novel index characterizing the complexity of identifying the pair of the most dissimilar arms. Then, we provide a sample complexity lower bound, highlighting the challenges of the identification problem for dissimilarity bandits, which is almost matched by our SED. Finally, we compare our approach over synthetically generated data and a realistic environmental monitoring domain against classical and combinatorial best-arm identification algorithms for the cases $d=1$ and $d>1$.

Designing efficient algorithms for computing refinements of the Nash equilibrium (NE) in two-player zero-sum sequential games is of paramount importance, since the NE may prescribe sub-optimal actions off the equilibrium path. The extensive-form perfect equilibrium (EFPE) amends such a weakness by accounting for the possibility that players may make mistakes. This is crucial in the real world, which involves humans with bounded rationality, and it is also key in boosting superhuman agents for games like Poker. Nevertheless, there are only few algorithms for computing NE refinements, which either lack convergence guarantees to exact equilibria or do not scale to large games. We provide the first efficient iterative algorithm that provably converges to an EFPE in two-player zero-sum sequential games. Our algorithm works by tracking a sequence of equilibria of regularized-perturbed games, by using a procedure that is specifically tailored to converge last iterate to such equilibria. The procedure can be implemented efficiently by visiting the game tree, making our method computationally appealing. We also empirically evaluate our algorithm, showing that its strategies are much more robust to players’ mistakes than those of state-of-the-art algorithms.

This research explores the application of deep learning techniques, specifically employing a residual neural network, to predict Kellgren-Lawrence grade (KLG) in osteoarthritis patients using magnetic resonance images (MRI). Taking advantage of the characteristics of images, the proposed model integrates the MRI slice number and the use of segmented images. Unlike conventional approaches, we adopt a one-to-one image processing strategy, so our model takes each slice individually as input and returns a prediction for each of them to enhance the model’s ability to focus on specific slices and increase the results’ interpretability. Furthermore, results on real-world data corroborate the idea that the segmented image can provide more accurate prediction by allowing our network to focus on the crucial parts of the knee. The empirical results show the model’s promising performance in predicting KLG, demonstrating its potential for accurate and detailed diagnosis of osteoarthritis. This research contributes to advancing studies on the early prediction of osteoarthritis by proposing an effective and interpretable deep-learning framework for osteoarthritis assessment.

Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available options are learning entities whose performance improves (in expectation) over time (e.g., online best model selection). While previous works addressed the regret minimization problem, this paper focuses on the fixed-budget Best Arm Identification (BAI) problem for SRBs. In this scenario, given a fixed budget of rounds, we are asked to provide a recommendation about the best option at the end of the identification process. We propose two algorithms to tackle the above-mentioned setting, namely R-UCBE, which resorts to a UCB-like approach, and R-SR, which employs a successive reject procedure. Then, we prove that, with a sufficiently large budget, they provide guarantees on the probability of properly identifying the optimal option at the end of the learning process and on the simple regret. Furthermore, we derive a lower bound on the error probability, matched by our R-SR (up to constants), and illustrate how the need for a sufficiently large budget is unavoidable in the SRB setting. Finally, we numerically validate the proposed algorithms in both synthetic and realistic environments.

Many real-world applications involve a sequential decision-making process where the options presented simultaneously. However, other applications, such as, Internet campaign management and environmental monitoring, the available options are presented sequentially to the decision-maker who, at each time, is asked to select the proposed option or not. This scenario is defined as the Sequential Pull/No-Pull setting The present study aims at developing a meta-algorithm, namely Sequential Pull/No-pull for MAB (Seq), to adapt any classical MAB (Multi-Armed Bandit) policy for this setting both in the case of regret minimization (RM) and best-arm identification (BAI) problems. This is achieved by exploting the sequential nature of the these settings allowing to select multiple arms and gather more information compared to classical policies. The proposed Seq meta-algorithm provides the same theoretical guarantees as the MAB policy employed, but was shown to provide improved performance compared to several classical MAB policies in RM and BAI problems employing real-world data. In particular, in the RM scenario regarding Internet advertising optimization, Seq-adapted algorithm resulted, on average, in ≈10% lower regret during the whole time horizon than using classical MAB policies. When tested in a BAI problem involving the identification of the time of the day characterized by the highest concentration of pollutants in a water monitoring scenario, Seq identified the correct time in less than 4 days and 28 measurement.

According to the main international reports, more pervasive industrial and business-process automation, thanks to machine learning and advanced analytic tools, will unlock more than 14 trillion USD worldwide annually by 2030. In the specific case of pricing problems, which constitute the class of problems we investigate in this paper, the estimated unlocked value will be about 0.5 trillion USD per year. In particular, this paper focuses on pricing in e-commerce when the objective function is profit maximization and only transaction data are available. This setting is one of the most common in real-world applications. Our work aims to find a pricing strategy that allows defining optimal prices at different volume thresholds to serve different classes of users. Furthermore, we face the major challenge, common in real-world settings, of dealing with limited data available. We design a two-phase online learning algorithm, namely PVD-B, capable of exploiting the data incrementally in an online fashion. The algorithm first estimates the demand curve and retrieves the optimal average price, and subsequently it offers discounts to differentiate the prices for each volume threshold. We ran a real-world 4-month-long A/B testing experiment in collaboration with an Italian e-commerce company, in which our algorithm PVD-B - corresponding to A configuration - has been compared with human pricing specialists - corresponding to B configuration. At the end of the experiment, our algorithm produced a total turnover of about 300 KEuros, outperforming the B configuration performance by about 55%. The Italian company we collaborated with decided to adopt our algorithm for more than 1,200 products since January 2022.

Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers that take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender repeatedly faces one or more receivers with unknown and adversarially selected types. First, we show how to obtain a tight $\tilde O(T^{1/2})$ regret bound in the case in which the sender faces a single receiver and has bandit feedback, improving over the best previously known bound of $\tilde O(T^{4/5})$. Then, we provide the first no-regret guarantees for the multi-receiver setting under bandit feedback. Finally, we show how to design no-regret algorithms with polynomial per-iteration running time by exploiting type reporting, thereby circumventing known complexity results on online Bayesian persuasion. We provide efficient algorithms guaranteeing a $O(T^{1/2})$ regret upper bound both in the single- and multi-receiver scenario when type reporting is allowed.

The computational study of equilibria involving constraints on players’ strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their strategies, such as, e.g., safety requirements and budget caps. Computational studies on constrained versions of the Nash equilibrium have lead to some results under very stringent assumptions, while finding constrained versions of the correlated equilibrium (CE) is still unexplored. In this paper, we introduce and computationally characterize constrained Phi-equilibria—a more general notion than constrained CEs—in normal-form games. We show that computing such equilibria is in general computationally intractable, and also that the set of the equilibria may not be convex, providing a sharp divide with unconstrained CEs. Nevertheless, we provide a polynomial-time algorithm for computing a constrained (approximate) Phi-equilibrium maximizing a given linear function, when either the number of constraints or that of players’ actions is fixed. Moreover, in the special case in which a player’s constraints do not depend on other players’ strategies, we show that an exact, function-maximizing equilibrium can be computed in polynomial time, while one (approximate) equilibrium can be found with an efficient decentralized no-regret learning algorithm.

Automated Reinforcement Learning (AutoRL) is a relatively new area of research that is gaining increasing attention. The objective of AutoRL consists in easing the employment of Reinforcement Learning (RL) techniques for the broader public by alleviating some of its main challenges, including data collection, algorithm selection, and hyper-parameter tuning. In this work, we propose a general and flexible framework, namely ARLO: Automated Reinforcement Learning Optimizer, to construct automated pipelines for AutoRL. Based on this, we propose a pipeline for offline and one for online RL, discussing the components, interaction, and highlighting the difference between the two settings. Furthermore, we provide a Python implementation of such pipelines, released as an open-source library. Our implementation is tested on an illustrative LQG domain and on classic MuJoCo environments, showing the ability to reach competitive performances requiring limited human intervention. We also showcase the full pipeline on a realistic dam environment, automatically performing the feature selection and the model generation tasks.

Distribution drift is an important issue for practical applications of machine learning (ML). In particular, in streaming ML, the data distribution may change over time, yielding the problem of concept drift, which affects the performance of learners trained with outdated data. In this article, we focus on supervised problems in an online nonstationary setting, introducing a novel learner-agnostic algorithm for drift adaptation, namely importance weighting for drift adaptation (IWDA), with the goal of performing efficient retraining of the learner when drift is detected. IWDA incrementally estimates the joint probability density of input and target for the incoming data and, as soon as drift is detected, retrains the learner using importance-weighted empirical risk minimization. The importance weights are computed for all the samples observed so far, employing the estimated densities, thus, using all available information efficiently. After presenting our approach, we provide a theoretical analysis in the abrupt drift setting. Finally, we present numerical simulations that illustrate how IWDA competes and often outperforms state-of-the-art stream learning techniques, including adaptive ensemble methods, on both synthetic and real-world data benchmarks.

We study decision making problems in which an agent sequentially interacts with a stochastic environment defined by means of a tree structure. The agent repeatedly faces the environment over time, and, after each round, it perceives a utility and a cost, which are both stochastic. The goal of the agent is to learn an optimal strategy in an online fashion, while, at the same time, keeping costs below a given safety threshold. Our model naturally fits many real-world scenarios, such as, e.g., opponent exploitation in games and web link selection. We study the hard-threshold problem of achieving sublinear regret while guaranteeing that the threshold constraint is satisfied at every iteration with high probability. First, we show that, in general, any algorithm with such a guarantee incurs in a linear regret. This motivates the introduction of a relaxed problem, namely the soft-threshold problem, in which we only require that the cumulative violation of the threshold constraint grows sublinearly, and, thus, we can provide an algorithm with sublinear regret. Next, we show how, in the hard-threshold problem, a sublinear regret algorithm can be designed under the additional assumption that there exists a known strategy strictly satisfying the threshold constraint. We also show that our regret bounds are tight. Finally, we cast the opponent exploitation problem to our model, and we experimentally evaluate our algorithms on a standard testbed of games.

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested and restless bandits in which the arms’ expected payoff is monotonically non-decreasing. This characteristic allows designing specifically crafted algorithms that exploit the regularity of the payoffs to provide tight regret bounds. We design an algorithm for the rested case (R-ed-UCB) and one for the restless case (R-less-UCB), providing a regret bound depending on the properties of the instance and, under certain circumstances, of $\widetilde{\mathcal{O}}(T^{\frac{2}{3}})$. We empirically compare our algorithms with state-of-the-art methods for non-stationary MABs over several synthetically generated tasks and an online model selection problem for a real-world dataset. Finally, using synthetic and real-world data, we illustrate the effectiveness of the proposed approaches compared with state-of-the-art algorithms for the non-stationary bandits.

There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire playlist, we study a novel bandit setting, namely Multi-Armed Bandit with Temporally-Partitioned Rewards (TP-MAB), in which the stochastic reward associated with the pull of an arm is partitioned over a finite number of consecutive rounds following the pull. This setting, unexplored so far to the best of our knowledge, is a natural extension of delayed-feedback bandits to the case in which rewards may be dilated over a finite-time span after the pull instead of being fully disclosed in a single, potentially delayed round. We provide two algorithms to address TP-MAB problems, namely, TP-UCB-FR and TP-UCB-EW, which exploit the partial information disclosed by the reward collected over time. We show that our algorithms provide better asymptotical regret upper bounds than delayed-feedback bandit algorithms when a property characterizing a broad set of reward structures of practical interest, namely α-smoothness, holds. We also empirically evaluate their performance across a wide range of settings, both synthetically generated and from a real-world media recommendation problem.

In several e-commerce scenarios, pricing long-tail products effectively is a central task for the companies, and there is broad agreement that Artificial Intelligence (AI) will play a prominent role in doing that in the next future. Nevertheless, dealing with long-tail products raises major open technical issues due to data scarcity which preclude the adoption of the mainstream approaches requiring usually a huge amount of data, such as, e.g., deep learning. In this paper, we provide a novel online learning algorithm for dynamic pricing that deals with non-stationary settings due to, e.g., the seasonality or adaptive competitors, and is very efficient in terms of the need for data thanks to assumptions such as, e.g., the monotonicity of the demand curve in the price that are customarily satisfied in long-tail markets. Furthermore, our dynamic pricing algorithm is paired with a clustering algorithm for the long-tail products which aggregates similar products such that the data of all the products of the same cluster are merged and used to choose their best price. We first evaluate our algorithms in an offline synthetic setting, comparing their performance with the state of the art and showing that our algorithms are more robust and data-efficient in long-tail settings. Subsequently, we evaluate our algorithms in an online setting with more than 8,000 products, including popular and long-tail, in an A/B test with humans for about two months. The increase of revenue thanks to our algorithms is about 18% for the popular products and about 90% for the long-tail products.

We study a repeated information design problem faced by an informed sender who tries to influence the behavior of a self-interested receiver. We consider settings where the receiver faces a sequential decision making (SDM) problem. At each round, the sender observes the realizations of random events in the SDM problem. This begets the challenge of how to incrementally disclose such information to the receiver to persuade them to follow (desirable) action recommendations. We study the case in which the sender does not know random events probabilities, and, thus, they have to gradually learn them while persuading the receiver. Our goal is to design online learning algorithms that are no-regret for the sender, while at the same time being persuasive for the receiver. We start by providing a non-trivial polytopal approximation of the set of sender's persuasive information structures. This is crucial to design efficient learning algorithms. Next, we prove a negative result: no learning algorithm can be persuasive. Thus, we relax persuasiveness requirements by focusing on algorithms that guarantee that the receiver's regret in following recommendations grows sub-linearly. In the full-feedback setting---where the sender observes all random events realizations---, we provide an algorithm with $\tilde{O}(\sqrt{T})$ regret for both the sender and the receiver. Instead, in the bandit-feedback setting---where the sender only observes the realizations of random events actually occurring in the SDM problem---, we design an algorithm that, given an $\alpha \in [1/2, 1]$ as input, ensures $\tilde{O}({T^\alpha})$ and $\tilde{O}( T^{\max \{ \alpha, 1-\frac{\alpha}{2} \} })$ regrets for the sender and the receiver, respectively. This result is complemented by a lower bound showing that such a regrets trade-off is essentially tight.

Recently, game-playing agents based on AI techniques have demonstrated super-human performance in several sequential games, such as chess, Go, and poker. Surprisingly, the multi-agent learning techniques that allowed to reach these achievements do not take into account the actual behavior of the human player, potentially leading to an impressive gap in performances. In this paper, we address the problem of designing artificial agents that learn how to effectively exploit unknown human opponents while playing repeatedly against them in an online fashion. We study the case in which the agent's strategy during each repetition of the game is subject to constraints ensuring that the human's expected utility is within some lower and upper thresholds. Our framework encompasses several real-world problems, such as human engagement in repeated game playing and human education by means of serious games. As a first result, we formalize a set of linear inequalities encoding the conditions that the agent's strategy must satisfy at each iteration in order to do not violate the given bounds for the human's expected utility. Then, we use such formulation in an upper confidence bound algorithm, and we prove that the resulting procedure suffers from sublinear regret and guarantees that the constraints are satisfied with high probability at each iteration. Finally, we empirically evaluate the convergence of our algorithm on standard testbeds of sequential games.

Multi-Armed Bandit (MAB) techniques have been successfully applied to many classes of sequential decision problems in the past decades. However, non-stationary settings -- very common in real-world applications -- received little attention so far, and theoretical guarantees on the regret are known only for some frequentist algorithms. In this paper, we propose an algorithm, namely Sliding-Window Thompson Sampling (SW-TS), for nonstationary stochastic MAB settings. Our algorithm is based on Thompson Sampling and exploits a sliding-window approach to tackle, in a unified fashion, two different forms of non-stationarity studied separately so far: abruptly changing and smoothly changing. In the former, the reward distributions are constant during sequences of rounds, and their change may be arbitrary and happen at unknown rounds, while, in the latter, the reward distributions smoothly evolve over rounds according to unknown dynamics. Under mild assumptions, we provide regret upper bounds on the dynamic pseudo-regret of SW-TS for the abruptly changing environment, for the smoothly changing one, and for the setting in which both the non-stationarity forms are present. Furthermore, we empirically show that SW-TS dramatically outperforms state-of-the-art algorithms even when the forms of non-stationarity are taken separately, as previously studied in the literature.

In 2017, Internet ad spending reached 209 billion USD worldwide, while, e.g., TV ads brought in 178 billion USD. An Internet advertising campaign includes up to thousands of sub-campaigns on multiple channels, e.g., search, social, display, whose parameters (bid and daily budget) need to be optimized every day, subject to a (cumulative) budget constraint. Such a process is often unaffordable for humans and its automation is crucial. As also shown by marketing funnel models, the sub-campaigns are usually interdependent, e.g., display ads induce awareness, increasing the number of impressions-and, thus, also the number of conversions-of search ads. This interdependence is widely exploited by humans in the optimization process, whereas, to the best of our knowledge, no algorithm takes it into account. In this paper, we provide the first model capturing the sub-campaigns interdependence. We also provide the IDIL algorithm, which, employing Granger Causality and Gaussian Processes, learns from past data, and returns an optimal stationary bid/daily budget allocation. We prove theoretical guarantees on the loss of IDIL w.r.t. the clairvoyant solution, and we show empirical evidence of its superiority in both realistic and real-world settings when compared with existing approaches.

Pay-per-click advertising includes various formats (e.g., search, contextual, and social) with a total investment of more than 140 billion USD per year. An advertising campaign is composed of some subcampaigns-each with a different ad-and a cumulative daily budget. The allocation of the ads is ruled exploiting auction mechanisms. In this paper, we propose, for the first time to the best of our knowledge, an algorithm for the online joint bid/budget optimization of pay-per-click multi-channel advertising campaigns. We formulate the optimization problem as a combinatorial bandit problem, in which we use Gaussian Processes to estimate stochastic functions, Bayesian bandit techniques to address the exploration/exploitation problem, and a dynamic programming technique to solve a variation of the Multiple-Choice Knapsack problem. We experimentally evaluate our algorithm both in simulation-using a synthetic setting generated from real data from Yahoo!-and in a real-world application over an advertising period of two months.

In the last two decades, online advertising has become the most effective way to sponsor a product or an event. The success of this advertising format is mainly due to the capability of the Internet channels to reach a broad audience and to target different groups of users with specific sponsored announces. This is of paramount importance for media agencies, companies whose primary goal is to design ad campaigns that target only those users who are interested in the sponsored product, thus avoiding unnecessary costs due to the display of ads to uninterested users. In the present work, we develop an automatic method to find the best user targets (a.k.a. contexts) that a media agency can use in a given Internet advertising campaign. More specifically, we formulate the problem of target optimization as a Learning from Logged Bandit Feedback (LLBF) problem, and we propose the TargOpt algorithm, which uses a tree expansion of the target space to learn the partition that efficiently maximizes the campaign revenue. Furthermore, since the problem of finding the optimal target is intrinsically exponential in the number of the features, we propose a tree-search method, called A-TargOpt, and two heuristics to drive the tree expansion, aiming at providing an anytime solution. Finally, we present empirical evidence, on both synthetically generated and real-world data, that our algorithms provide a practical solution to find effective targets for Internet advertising.

We study, to the best of our knowledge, the first Bayesian algorithm for unimodal Multi-Armed Bandit (MAB) problems with graph structure. In this setting, each arm corresponds to a node of a graph and each edge provides a relationship, unknown to the learner, between two nodes in terms of expected reward. Furthermore, for any node of the graph there is a path leading to the unique node providing the maximum expected reward, along which the expected reward is monotonically increasing. Previous results on this setting describe the behavior of frequentist MAB algorithms. In our paper, we design a Thompson Sampling-based algorithm whose asymptotic pseudo-regret matches the lower bound for the considered setting. We show that -as it happens in a wide number of scenarios- Bayesian MAB algorithms dramatically outperform frequentist ones. In particular, we provide a thorough experimental evaluation of the performance of our and state-of-the-art algorithms as the properties of the graph vary.

Logged data is one of the most widespread form of recorded information, since it can be acquired by almost any system and stored at a little cost. Customarily, the interaction logs between the system and a user (or environment) present the structure of a sequential decision process: given a context, the system performs an action and the user provides a feedback about it. This structure is common to a wide range of real-world micro-economic applications, e.g., e-commerce websites and advertisement campaigns. The problem of learning a policy from such logged interactions to take more profitable decisions in the future is known as the Learning from Logged Bandit Feedback (LLBF) problem. In this paper, we propose RADT, an algorithm specifically shaped for the LLBF setting and based on a risk-averse learning method which exploits the joint use of regression trees and statistical confidence bounds. Differently from existing techniques developed for this setting, RADT generates policies aiming to maximize a lower bound on the expected reward and provides a clear characterization of those features in the context that influence the process the most. Finally, we provide a wide experimental campaign over both synthetic and real-world datasets showing empirical evidence that RADT outperforms both state-of-the-art machine learning classification and regression techniques and existing methods addressing the LLBF setting.

Cognitive fault detection and diagnosis systems are systems able to provide timely information about possibly occurring faults without requiring any a priori knowledge about the process generating the data or the possible faults. This ability is crucial in sensor network scenarios where a priori information about the data generating process, the noise level or the dictionary of the possibly occurring faults is generally hard to obtain. We here present a novel cognitive fault detection and isolation system for sensor networks. The proposed solution relies on the modeling of spatial and temporal relationships present in the acquired datastreams and an ensemble of Hidden Markov Model change-detection tests working in the space of estimated parameters for fault detection and isolation purposes. The effectiveness of the proposed solution has been evaluated on both synthetically generated and real datasets.

Multi–Armed Bandits (MABs) have been widely considered in the last decade to model settings in which an agent wants to learn the action providing the highest expected reward among a fixed set of available actions during the operational life of a system. Classical techniques provide solutions that minimize the regret due to learning in settings where selecting an arm has no cost. Though, in many real world applications the learner has to pay some cost for pulling each arm and the learning process is constrained by a fixed budget B. This problem is addressed in the literature as the Budgeted MAB (BMAB). In this paper, for the first time, we study the problem of Budgeted Continuous–Armed Bandit (BCAB), where the set of the possible actions consists in a continuous set (e.g., a range of prices) and the learner suffers from a random reward and cost at each round. We provide a novel algorithm, named B–Zoom, which suffers a regret of, where d is the Zooming dimension of the problem. Finally, we provide an empirical analysis showing that, despite a lower average performance, the proposed approach is more robust to adverse settings as compared to existing algorithms designed for BMAB.

In nowadays life, mobile phones are becoming a cheaper and smaller alternative to laptops for simple, everyday tasks. They experienced an astonishing growth in functionalities and, because of their constant presence in our life, mobile phones became fundamental for the interaction with information coming from the environment. Nevertheless, their resources are limited, both in terms of performance and power, and their availability can greatly vary over time. Especially when dealing with power consumption, mobile devices cannot disregard environment conditions and user habits. Both internal and external conditions are rapidly changing and may influence the response of the entire system, e.g., switching between network types may causes an unpredictable power consumption. In order to puzzle out all these issues, we regard the definition of a power/energy model for mobile devices as a first mandatory step. In literature, several attempts to do so are present, basing their approaches on techniques coming from different computer science fields. They differ in the way they consider hardware components, in the operating system they are suitable for and in the scope of their tests and experiments. Within this paper, we categorize techniques presented in the major works in the field, in order to be able to compare different methods, highlight open issues and give suggestions on future works.

Cognitive fault diagnosis systems differentiate from more traditional solutions by providing online strategies to create and update the fault-free and the faulty classes directly from incoming data. This aspect is of paramount relevance within the big data framework, since measurements are there immediately processed to detect and identify the upsurge of potential faults. This paper introduces a novel cognitive fault diagnosis framework for processes described by nonlinear dynamic systems that inspects changes in the existing relationships among sensors. The proposed framework is based on an evolving clustering algorithm that operates in the parameter space of time invariant linear models approximating such relationships. During the operational life, parameter vectors associated with models thought not to belong to the nominal state are either labeled as outlier or fault. New classes of faults, here considered to propagate to the model parameters according to an abrupt profile, are created online as they appear. At the same time, existing classes can merge, depending on the information content carried by incoming data.

Sponsored search auctions constitute one of the most successful applications of microeconomic mechanisms. In mechanism design, auctions are usually designed to incentivize advertisers to bid their truthful valuations and, at the same time, to assure both the advertisers and the auctioneer a non--negative utility. Nonetheless, in sponsored search auctions, the click-through-rates (CTRs) of the advertisers are often unknown to the auctioneer and thus standard incentive compatible mechanisms cannot be directly applied and must be paired with an effective learning algorithm for the estimation of the CTRs. This introduces the critical problem of designing a learning mechanism able to estimate the CTRs as the same time as implementing a truthful mechanism with a revenue loss as small as possible compared to an optimal mechanism designed with the true CTRs. Previous works showed that in single-slot auctions the problem can be solved using a suitable exploration-exploitation mechanism able to achieve a per-step regret of order O(T-1/3) (where T is the number of times the auction is repeated). In this paper we extend these results to the general case of contextual multi-slot auctions with position- and ad-dependent externalities. In particular, we prove novel upper-bounds on the revenue loss w.r.t. to a VCG auction and we report numerical simulations investigating their accuracy in predicting the dependency of the regret on the number of rounds T, the number of slots K, and the number of advertisements n.