Model Selection for Production System via Automated Online Experiments


A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such as A/B tests yield the most reliable estimation of the effectiveness of the whole system, but can only compare two or a few models due to budget constraints. We propose an automated online experimentation mechanism that can efficiently perform model selection from a large pool of models with a small number of online experiments. We derive the probability distribution of the metric of interest that contains the model uncertainty from our Bayesian surrogate model trained using historical logs. Our method efficiently identifies the best model by sequentially selecting and deploying a list of models from the candidate set that balance exploration-exploitation. Using simulations based on real data, we demonstrate the effectiveness of our method on two different tasks.


May 2024 | The Web Conference

Personalized Audiobook Recommendations at Spotify Through Graph Neural Networks

Marco De Nadai, Francesco Fabbri, Paul Gigioli, Alice Wang, Ang Li, Fabrizio Silvestri, Laura Kim, Shawn Lin, Vladan Radosavljevic, Sandeep Ghael, David Nyhan, Hugues Bouchard, Mounia Lalmas-Roelleke, Andreas Damianou

May 2024 | The Web Conference (GFM workshop)

Towards Graph Foundation Models for Personalization

Andreas Damianou, Francesco Fabbri, Paul Gigioli, Marco De Nadai, Alice Wang, Enrico Palumbo, Mounia Lalmas

April 2024 | ICLR

In-context Exploration-Exploitation for Reinforcement Learning

Zhenwen Dai, Federico Tomasi, Sina Ghiassian