Nth-Iteration Lab

After summer update

Hi,

After some silent weeks in summer, a little update. Over summer a number of articles that we worked on before summer have been accepted / published. Let’s do a little list:

  1. Bayesian Analysis accepted a response to an article by Pratola that Dr.  Abdolreza Mohammadi and Dr. Maurits Kaptein wrote. Find our response here. We are quite happy being featured in BA, and I can really recommend the original article; this can be found at: https://projecteuclid.org/euclid.ba/1457383101.
  2. Methodology accepted a paper by Lianne Ippel, Maurits Kaptein, and Jeroen Vermunt on dealing with data streams. Its a very interesting tutorial on scaling up (traditional) analysis methods to deal with data streams. Find the manuscript here.
  3. Finally, a cool paper on Personalized Product Recommendations by Essi Poyry, Juho Hamari, Petri Parvinen, Hietaniemi Hinni and Maurits Kaptein was accepted for presentation at the HICSS 2017 conference. Please find an early version here.

That’s it for updates on publishing (although a very cool paper using LiFt was rejected as well last month — a pre-print can be found here: https://arxiv.org/abs/1607.08108).

Also, there was some coverage of the best paper that Jorrit Siebelink, Peter van der Putten, and Maurits Kaptein wrote for Intetain. See it here:  http://blog.eai.eu/understanding-cognitive-biases-through-virtual-role-playing/

Finally, not that JADS has officially started! (www.jads.nl). We hope to see you all soon in Den Bosch where we are working on a bunch of new research projects! And, please do join us for http://www.jads.nl/big-data–dance.html.

Cheers,

Maurits

New submission to arXiv

Hi all,

We just posted a new paper on arXiv; its a cool combination of Lock-in Feedback, and the beauty of avatars. The abstract reads:

“Lock-in feedback circuits are routinely used in physics laboratories all around the world to extract small signals out of a noisy environment. In a recent paper (M. Kaptein, R. van Emden, and D. Iannuzzi, paper under review), we have shown that one can adapt the algorithm exploited in those circuits to gain insight in behavioral economics. In this paper, we extend this concept to a very subjective socio-philosophical concept: the concept of beauty. We run an experiment on 7414 volunteers, asking them to express their opinion on the physical features of an avatar. Each participant was prompted with an image whose features were adjusted sequentially via a lock-in feedback algorithm driven by the opinion expressed by the previous participants. Our results show that the method allows one to identify the most attractive features of the avatar.”

Give it a try here: https://arxiv.org/abs/1607.08108

Cheers!

Maurits

ps. It might be quite over summer / August, we will post more in September.

Best paper at intetain.

Jorrit just won the best paper award at Intetain; pretty awesome!image

New paper accepted!

I am happy to announce that Lianne Ippel her paper (in joint work with Maurits Kaptein & Jeroen Vermunt) called “Estimating Random-Intercept Models on Data Streams” is accepted for publication in Computational Statistics and Data Analysis (CSDA). This is awesome!

You can find an author copy of the paper here.

Cheers!

Abstract accepted

Hi,

I am happy to share that Prof. Davide Iannuzzi will be presenting some of the joint work that Robin van Emden, me (Maurits Kaptein) and Davide have been doing together at APEC-SSS 2016. The abstract can be downloaded here.

Cheers,

Maurits (by the way, currently I am at the ISBA conference which is great!)

Updates

Hi All,

A few updates: First, things are going extremely smoothly at JADS where we are setting up a new Data Science research institute. We are happy to be a part of it, and to be collaborating with some great minds (such as Prof. Dr. Eric Postma). Also, we will be sharing new work on StreamingBandit during the Social Sciences and the Internet Conference (check here, and here is an abstract of the talk). Finally, we will be presenting a poster at the ISBA 2016 conference. Check out the poster here.

We also have some cool recent work that I would like to share. First, Robin van Emden did a pretty cool visualization of how Lock in Feedback (LiFt) works in two dimensions; (not that LiFt is implemented as a policy in StreamingBandit). Check this out:

LiFT animation I from Robin van Emden on Vimeo.

 

We think its pretty cool!

Also, up and coming, some really cool work by Shuai on distributing media expenditure over different channels, and some really cool stuff by Jules implementing a) simulation functionality into StreamingBandit, and b) creating an offline evaluation methods for continuum bandit problems.

Cheers.

Paper and projects

Hi all,

Just a brief update: A paper written by Jorrit Siebelink, Peter van den Putten, and Maurits Kaptein was recently accepted at INTETAIN 2016 which is coming up soon. Grab an author copy here.

Furthermore, we are doing some very cool project with 2 Finish companies on (1) optimizing media spending dynamically – together with Prof. Dr. Petri Parvinen – and (2) optimizing rebate offers. Both are exciting, and both use the StreamingBandit back-end. We will share results as they come available. We here also have some awesome work by a new student contributing: Shuai Yuan.

Finally, we would like to alert to JADS, the new and exciting joint data science initiative by the TU/e Eindhoven and UvT Tilburg. Maurits will be one of the staff member of JADS in years to come.

Guess that’s it for now; hope to have more updates on papers and recent work in the coming weeks.

Update; Persuasive 2016 + book

Hi All,

Finally, our book is out!
IMG_2139

And, I (Maurits), just yesterday gave the closing keynote for the workshop on Personalization (see here). It was a great session. My slides are available here.

Currently Persuasive 2016 is on its way, and, thanks to the organizers, its a great event! Check out the program here.

Finally, note that the publication page was updated. Check it here.

R, C++, and Bernoulli Bandits

Hey,

A little technical update today. We have been playing with Bayes optimal allocation in the case of a 2-arm Bernoulli Bandit problem with finite (and rather small) horizon. The idea is to start comparing some currently popular solutions  (e.g., Thompson sampling, Gittins Index, etc.) to Bayes optimal allocation (yes, some of this has been done before…).

So, we started out implementing induction the algorithm described here in [R]. You can find the source file here. The use is straightforward:


source("bb.R")

# Arm priors:
arm1 <- c(1,1)
arm2 <- c(120,100)

# Number of remaining pulls:
n <- 5

# Compute the Delta between the arms:
res <- DeltaArm(n, arm1, arm2) 

# Print result, and which arm to play 
print(res) 
print(ifelse(res>0,"Arm1","Arm2"))

Which prints that Arm 1 should be preferred in this case (note that this is not the case when $n < 3$; for these values the exploration does not pay off since there are too little future opportunities to use the learned knowledge).

However, the implementation in bb.R ends up being a bit slow, so, using the Rcpp package, we implemented the same thing in C++. This can be called like this:


# Use the Cpp version
library(Rcpp)

# Load the compiled Cpp function:
dyn.load('BB.so')

# Arm priors:
arm1 <- c(1,1)
arm2 <- c(120,100)

# Number of remaining pulls:
n <- 5

# Compute the Delta between the arms:
res <- .Call('DeltaArm', arm1[1],arm1[2],arm2[1],arm2[2],n) 

# Print result, and which arm to play 
print(res) 
print(ifelse(res>0,"Arm1","Arm2"))

Which gives the exact same (well, with some different rounding) results but much faster.

How much faster is easily seen if when doing several runs ($m=10$ in this case), for different values of the horizon $n = 1, \dots, 12$. The figure below shows the time progression of the R version and the C++ version; quite a shocking difference really. The C++ version can be downloaded in our downloads section (both the source, as well as the compiled version).

Have a great weekend!

Performance C++ vs R on Bernoulli Bandit

Talk at IvIR + StreamingBandit Paper

Hi All,

Last Friday I gave a talk at IvIR, and it was awesome (thanks to Professor Helberger). We had some great discussions, and I learned a lot about the legal discussion regarding privacy and personalization. Please find my slides here.

Also, today we heard that we can present the work on StreamingBandit during Persuasive2016. Jules Kruijswijk and Maurits Kaptein will present a poster (see a short description here) during the conference. We also submitted a longer version of this description for archival on arXiv. Find the .pdf here. The arXiv link should be available tomorrow.

Let us know if you have any questions!

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