In this task, you are given a part of an article. Your task is to generate headline (title) for this text. Preferred headlines are under fifteen words.

Self-paced learning (SPL) has been attracting increasing attention in machine learning and computer vision. Albeit empirically substantiated to be effective, the investigation on its theoretical insight is still a blank. It is even unknown that what objective a general SPL regime converges to. To this issue, this study attempts to initially provide some new insights under this “heuristic” learning scheme. Specifically, we prove that the solving strategy on SPL exactly accords with a majorization minimization algorithm, a well known technique in optimization and machine learning, implemented on a latent objective. A more interesting finding is that, the loss function contained in this latent objective has a similar configuration with non-convex regularized penalty, an attractive topic in statistics and machine learning. In particular, we show that the previous hard and linear self-paced regularizers are equivalent to the capped norm and minimax concave plus penalties, respectively, both being widely investigated in statistics. Such connections between SPL and previous known researches enhance new insightful comprehension on SPL, like convergence and parameter setting rationality. The correctness of the proposed theory is substantiated by experimental results on synthetic and UCI data sets.
What Objective Does Self-paced Learning Indeed Optimize?

The majority of online display ads are served through realtime bidding (RTB) — each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is critical for advertisers to devise a learning algorithm to cleverly bid an ad impression in real-time. Most previous works consider the bid decision as a static optimization problem of either treating the value of each impression independently or setting a bid price to each segment of ad volume. However, the bidding for a given ad campaign would repeatedly happen during its life span before the budget runs out. As such, each bid is strategically correlated by the constrained budget and the overall effectiveness of the campaign (e.g., the rewards from generated clicks), which is only observed after the campaign has completed. Thus, it is of great interest to devise an optimal bidding strategy sequentially so that the campaign budget can be dynamically allocated across all the available impressions on the basis of both the immediate and future rewards. In this paper, we formulate the bid decision process as a reinforcement learning problem, where the state space is represented by the auction information and the campaign’s real-time parameters, while an action is the bid price to set. By modeling the state transition via auction competition, we build a Markov Decision Process framework for learning the optimal bidding policy to optimize the advertising performance in the dynamic real-time bidding environment. Furthermore, the scalability problem from the large real-world auction volume and campaign budget is well handled by state value approximation using neural networks. The empirical study on two large-scale real-world datasets and the live A/B testing on a commercial platform have demonstrated the superior performance and high efficiency compared to state-of-the-art methods.
Real-Time Bidding by Reinforcement Learning in Display Advertising

We address the problem of extracting structured representations of economic events from a large corpus of news articles, using a combination of natural language processing and machine learning techniques. The developed techniques allow for semi-automatic population of a financial knowledge base, which, in turn, may be used to support a range of data mining and exploration tasks. The key challenge we face in this domain is that the same event is often reported multiple times, with varying correctness of details. We address this challenge by first collecting all information pertinent to a given event from the entire corpus, then considering all possible representations of the event, and finally, using a supervised learning method, to rank these representations by the associated confidence scores. A main innovative element of our approach is that it jointly extracts and stores all attributes of the event as a single representation (quintuple). Using a purpose-built test set we demonstrate that our supervised learning approach can achieve 25% improvement in F1-score over baseline methods that consider the earliest, the latest or the most frequent reporting of the event.

Towards Building a Knowledge Base of Monetary Transactions from a News Collection