Seminar: Fair Online Learning - Fair Resource Allocation and Learning: Combinatorial Sleeping Bandits with Fairness Constraints
Assistant Professor, Temple University
Monday, January 27, 2020
10:00am - 11:00am
655 McBryde Hall
The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player (i.e., the decision maker) here is to maximize the cumulative reward in the face of uncertainty. However, the basic MAB model neglects several important factors of the system in many real-world applications, where multiple arms (i.e., actions) can be simultaneously played and an arm could sometimes be "sleeping" (i.e., unavailable). Besides reward maximization, ensuring fairness is also a key design concern in practice. To that end, in this talk we will first introduce a new Combinatorial Sleeping MAB model with Fairness constraints, called CSMAB-F, aiming to address the aforementioned crucial modeling issues.
The objective is now to maximize the reward while satisfying the fairness requirement of a minimum selection fraction for each individual arm. To tackle this new problem, we extend an online learning algorithm, called Upper Confidence Bound (UCB), to deal with a critical tradeoff between exploitation and exploration and employ the virtual queue technique to properly handle the fairness constraints. By carefully integrating these two techniques, we develop a new algorithm, called Learning with Fairness Guarantee (LFG), for the CSMAB-F problem. Further, we rigorously prove the feasibility-optimality and a regret upper bound of LFG. Finally, we will present simulation results that corroborate the effectiveness of the proposed algorithm. Interestingly, the simulation results reveal an important tradeoff between the regret and the speed of convergence to a point satisfying the fairness constraints.
Dr. Bo Ji received his B.E. and M.E. degrees in Information Science and Electronic Engineering from Zhejiang University, Hangzhou, China, in 2004 and 2006, respectively, and his Ph.D. degree in Electrical and Computer Engineering from The Ohio State University, Columbus, OH, USA, in 2012. Dr. Ji joined Department of Computer and Information Sciences (CIS) at Temple University in July 2014, where he is currently an assistant professor. He is also a faculty member of the Center for Networked Computing (CNC) at Temple University. Prior to joining Temple University, he was a Senior Member of the Technical Staff with AT&T Labs, San Ramon, CA, from January 2013 to June 2014. His research interests are in the modeling, analysis, control, optimization, and learning of computer and networking systems, such as communication networks, information-update systems, cloud/datacenter networks, and cyber-physical systems. Dr. Ji is a senior member of the IEEE and a member of the ACM. He is a National Science Foundation (NSF) CAREER awardee (2017) and an NSF CISE Research Initiation Initiative (CRII) awardee (2017). He is also a recipient of the IEEE INFOCOM 2019 Best Paper Award.