REINFORCE
Industrial recommender systems deal with extremely large action spaces — many millions of items to recommend. Moreover, they need to serve billions of users, who are unique at any point in time, making a complex user state space. Luckily, huge quantities of logged implicit feedback (e.g., user clicks, dwell time) are available for learning. Learning from the logged feedback is however subject to biases caused by only observing feedback on recommendations selected by the previous versions of the recommender. In this work, we present a general recipe of addressing such biases in a production top-K recommender system at Youtube, built with a policy-gradient-based algorithm, i.e. REINFORCE. The contributions of the paper are: (1) scaling REINFORCE to a production recommender system with an action space on the orders of millions; (2) applying off-policy correction to address data biases in learning from logged feedback collected from multiple behavior policies; (3) proposing a novel top-K off-policy correction to account for our policy recommending multiple items at a time; (4) showcasing the value of exploration. We demonstrate the efficacy of our approaches through a series of simulations and multiple live experiments on Youtube. …

Shiryaev’s Bayesian Quickest Change Detection (QCD)
This paper provides the first description of a weak practical super-martingale phenomenon that can emerge in the test statistic in Shiryaev’s Bayesian quickest change detection (QCD) problem. We establish that this super-martingale phenomenon can emerge under a condition on the relative entropy between pre and post change densities when the measurements are insufficiently informative to overcome the change time’s geometric prior. We illustrate this super-martingale phenomenon in a simple Bayesian QCD problem which highlights the unsuitability of Shiryaev’s test statistic for detecting subtle change events. …

Graph Spanner
A graph spanner is a fundamental graph structure that faithfully preserves the pairwise distances in the input graph up to a small multiplicative stretch. The common objective in the computation of spanners is to achieve the best-known existential size-stretch trade-off efficiently. Classical models and algorithmic analysis of graph spanners essentially assume that the algorithm can read the input graph, construct the desired spanner, and write the answer to the output tape. However, when considering massive graphs containing millions or even billions of nodes not only the input graph, but also the output spanner might be too large for a single processor to store. …

PriPeARL
Preserving privacy of users is a key requirement of web-scale analytics and reporting applications, and has witnessed a renewed focus in light of recent data breaches and new regulations such as GDPR. We focus on the problem of computing robust, reliable analytics in a privacy-preserving manner, while satisfying product requirements. We present PriPeARL, a framework for privacy-preserving analytics and reporting, inspired by differential privacy. We describe the overall design and architecture, and the key modeling components, focusing on the unique challenges associated with privacy, coverage, utility, and consistency. We perform an experimental study in the context of ads analytics and reporting at LinkedIn, thereby demonstrating the tradeoffs between privacy and utility needs, and the applicability of privacy-preserving mechanisms to real-world data. We also highlight the lessons learned from the production deployment of our system at LinkedIn. …