论文标题
强盗数据驱动的优化
Bandit Data-Driven Optimization
论文作者
论文摘要
机器学习在非营利和公共部门中的应用通常具有数据获取,预测和干预措施优化的迭代工作流程。机器学习管道必须克服的四个主要疼痛点才能在这些设置中实际上有用:小数据,仅在默认干预下收集的数据,由于通信差距而导致的未建立目标以及干预的不可预见的后果。在本文中,我们介绍了匪徒数据驱动的优化,这是解决这些疼痛点的第一个迭代预测框架。强盗数据驱动的优化结合了在集成框架中在线强盗学习和离线预测分析的优势。我们提出了证明,这是该框架的一种新颖算法,并正式证明它没有重新格局。使用数值模拟,我们表明证明比现有基线实现了卓越的性能。我们还在食品救援志愿者建议的详细案例研究中应用证明,并表明证明作为框架的证明与非营利和公共部门应用程序中ML模型的复杂性很好。
Applications of machine learning in the non-profit and public sectors often feature an iterative workflow of data acquisition, prediction, and optimization of interventions. There are four major pain points that a machine learning pipeline must overcome in order to be actually useful in these settings: small data, data collected only under the default intervention, unmodeled objectives due to communication gap, and unforeseen consequences of the intervention. In this paper, we introduce bandit data-driven optimization, the first iterative prediction-prescription framework to address these pain points. Bandit data-driven optimization combines the advantages of online bandit learning and offline predictive analytics in an integrated framework. We propose PROOF, a novel algorithm for this framework and formally prove that it has no-regret. Using numerical simulations, we show that PROOF achieves superior performance than existing baseline. We also apply PROOF in a detailed case study of food rescue volunteer recommendation, and show that PROOF as a framework works well with the intricacies of ML models in real-world AI for non-profit and public sector applications.