3 ms·
I’ve actually run into the exact same issue. At the time we similarly had to scrap bandits. Since then I’ve had the opportunity to do a fair amount of research
by kianN 1y ago
I’ve actually run into the exact same issue. At the time we similarly had to scrap bandits. Since then I’ve had the opportunity to do a fair amount of research into hierarchical dirichelete processes in an unrelated field.
On a random day, a light went off in my head that hierarchy perfectly addresses the stratification vs aggregation problems that arise in bandits. Unfortunately I’ve never had a chance to apply this (and thus see the issues) in a relevant setting since.
- CuriouslyC 1y agoAhh, hierarchical dirichlet processes. Sounds like you were reading the literature on Bayesian diffusion modelling / diffusion trees. I studied that stuff almost 20 years ago now, really takes me back.
- kianN 1y agoHaha I’ve actually never heard of that field. My work was focused on applying Chinese restaurant process models to text analysis. But very curious what you were working on?
- CuriouslyC 1y agoI was using it for bioinformatics to incorporate measurement uncertainty from fluid microarrays into genotype cluster estimates.
- hruk 1y agoYou can do fairly well here with ridge regression as a poor man's hierarchical model. We've used this library's Bayesian ridge regression to support a geo-pricing strategy (and it contains the Dirichlet-Multinomial approach as well): https://github.com/bayesianbandits/bayesianbandits https://github.com/bayesianbandits/bayesianbandits