Bayesian Optimization for Policy Search via Online-Offline Experimentation

Journal of Machine Learning Research (JMLR)


Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces—such as those found in recommendation and ranking problems—is often constrained by the limited number of experiments that can be run simultaneously. To alleviate these constraints, we augment online experiments with an offline simulator and apply multi-task Bayesian optimization to tune live machine learning systems. We describe practical issues that arise in these types of applications, including biases that arise from using a simulator and assumptions for the multi-task kernel. We measure empirical learning curves which show substantial gains from including data from biased offline experiments, and show how these learning curves are consistent with theoretical results for multi-task Gaussian process generalization. We find that improved kernel inference is a significant driver of multi-task generalization. Finally, we show several examples of Bayesian optimization efficiently tuning a live machine learning system by combining offline and online experiments.

Related Publications

All Publications

Federated Learning for User Privacy and Data Confidentiality Workshop At ICML - July 24, 2021

Federated Learning with Buffered Asynchronous Aggregation

John Nguyen, Kshitiz Malik, Hongyuan Zhan, Ashkan Yousefpour, Michael Rabbat, Mani Malek, Dzmitry Huba

UAI - July 28, 2021

A Nonmyopic Approach to Cost-Constrained Bayesian Optimization

Eric Hans Lee, David Eriksson, Valerio Perrone, Matthias Seeger

ACM MM - October 20, 2021

EVRNet: Efficient Video Restoration on Edge Devices

Sachin Mehta, Amit Kumar, Fitsum Reda, Varun Nasery, Vikram Mulukutla, Rakesh Ranjan, Vikas Chandra

ICCV - October 11, 2021

Egocentric Pose Estimation from Human Vision Span

Hao Jiang, Vamsi Krishna Ithapu

To help personalize content, tailor and measure ads, and provide a safer experience, we use cookies. By clicking or navigating the site, you agree to allow our collection of information on and off Facebook through cookies. Learn more, including about available controls: Cookies Policy