Abstract Many Internet applications adopt real-time bidding mechanisms to ensure different services (types of content) are shown to the users through fair competitions. The service offering the highest bid price gets the content slot to present a list of items in its candidate pool. Through user interactions with the recommended items, the service obtains the desired engagement activities. We propose a contextual-bandit framework to jointly optimize the price to bid for the slot and the order to rank its candidates for a given service in this type of recommendation systems. Our method can take as input any feature that describes the user and the candidates, including the outputs of other machine learning models. We train reinforcement learning policies using deep neural networks, and compute top-K Gaussian propensity scores to exclude the variance in the gradients caused by randomness unrelated to the reward. This setup further facilitates us to automatically find accurate reward functions that trade off between budget spending and user engagements. In online A/B experiments on two major services of Facebook Home Feed, Groups You Should Join and Friend Requests, our method statistically significantly boosted the number of groups joined by 14.7%, the number of friend requests accepted by 7.0%, and the number of daily active Facebook users by about 1 million, against strong hand-tuned baselines that have been iterated in production over years.

In many personalized recommendation scenarios, the generalization ability of a target task can be improved via learning with additional auxiliary tasks alongside this target task on a multi-task network. However, this method often suffers from a serious optimization imbalance problem. On the one hand, one or more auxiliary tasks might have a larger influence than the target task and even dominate the network weights, resulting in worse recommendation accuracy for the target task. On the other hand, the influence of one or more auxiliary tasks might be too weak to assist the target task. More challenging is that this imbalance dynamically changes throughout the training process and varies across the parts of the same network. We propose a new method: MetaBalance to balance auxiliary losses via directly manipulating their gradients w.r.t the shared parameters in the multi-task network. Specifically, in each training iteration and adaptively for each part of the network, the gradient of an auxiliary loss is carefully reduced or enlarged to have a closer magnitude to the gradient of the target loss, preventing auxiliary tasks from being so strong that dominate the target task or too weak to help the target task. Moreover, the proximity between the gradient magnitudes can be flexibly adjusted to adapt MetaBalance to different scenarios. The experiments show that our proposed method achieves a significant improvement of 8.34% in terms of [email protected] upon the strongest baseline on two real-world datasets. The code of our approach can be found at here.1

Black-box variational inference algorithms use stochastic sampling to analyze diverse statistical models, like those expressed in probabilistic programming languages, without model-specific derivations. While the popular score-function estimator computes unbiased gradient estimates, its variance is often unacceptably large, especially in models with discrete latent variables. We propose a stochastic natural gradient estimator that is as broadly applicable and unbiased, but improves efficiency by exploiting the curvature of the variational bound, and provably reduces variance by marginalizing discrete latent variables. Our marginalized stochastic natural gradients have intriguing connections to classic coordinate ascent variational inference, but allow parallel updates of variational parameters, and provide superior convergence guarantees relative to naive Monte Carlo approximations. We integrate our method with the probabilistic programming language Pyro and evaluate real-world models of documents, images, networks, and crowd-sourcing. Compared to score-function estimators, we require far fewer Monte Carlo samples and consistently convergence orders of magnitude faster.

We propose a hierarchical generative model that captures the self-similar structure of image regions as well as how this structure is shared across image collections. Our model is based on a novel, variational interpretation of the popular expected patch log-likelihood (EPLL) method as a model for randomly positioned grids of image patches. While previous EPLL methods modeled image patches with finite Gaussian mixtures, we use nonparametric Dirichlet process (DP) mixtures to create models whose complexity grows as additional images are observed. An extension based on the hierarchical DP then captures repetitive and self-similar structure via image-specific variations in cluster frequencies. We derive a structured variational inference algorithm that adaptively creates new patch clusters to more accurately model novel image textures. Our denoising performance on standard benchmarks is superior to EPLL and comparable to the state-of-the-art, and provides novel statistical justifications for common image processing heuristics. We also show accurate image inpainting results.