AAAI Publications, Twenty-Fourth AAAI Conference on Artificial Intelligence

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Collaborative Expert Portfolio Management
David Stern, Horst Samulowitz, Ralf Herbrich, Thore Graepel, Luca Pulina, Armando Tacchella

Last modified: 2010-07-03


We consider the task of assigning experts from a portfolio of specialists in order to solve a set of tasks. We apply a Bayesian model which combines collaborative filtering with a feature-based description of tasks and experts to yield a general framework for managing a portfolio of experts. The model learns an embedding of tasks and problems into a latent space in which affinity is measured by the inner product. The model can be trained incrementally and can track non-stationary data, tracking potentially changing expert and task characteristics. The approach allows us to use a principled decision theoretic framework for expert selection, allowing the user to choose a utility function that best suits their objectives. The model component for taking into account the performance feedback data is pluggable, allowing flexibility. We apply the model to manage a portfolio of algorithms to solve hard combinatorial problems. This is a well studied area and we demonstrate a large improvement on the state of the art in one domain (constraint solving) and in a second domain (combinatorial auctions) created a portfolio that performed significantly better than any single algorithm.


Algorithm Portfolios;Recommender System;Machine Learning;Expert Portfolios;QBF;Linear Programming

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