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Richard Oentaryo

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AAAI Conference 2015 Conference Paper

Algorithm Selection via Ranking

  • Richard Oentaryo
  • Stephanus Daniel Handoko
  • Hoong Chuin Lau

The abundance of algorithms developed to solve different problems has given rise to an important research question: How do we choose the best algorithm for a given problem? Known as algorithm selection, this issue has been prevailing in many domains, as no single algorithm can perform best on all problem instances. Traditional algorithm selection and portfolio construction methods typically treat the problem as a classification or regression task. In this paper, we present a new approach that provides a more natural treatment of algorithm selection and portfolio construction as a ranking task. Accordingly, we develop a Ranking-Based Algorithm Selection (RAS) method, which employs a simple polynomial model to capture the ranking of different solvers for different problem instances. We devise an efficient iterative algorithm that can gracefully optimize the polynomial coefficients by minimizing a ranking loss function, which is derived from a sound probabilistic formulation of the ranking problem. Experiments on the SAT 2012 competition dataset show that our approach yields competitive performance to that of more sophisticated algorithm selection methods.

JMLR Journal 2014 Journal Article

Detecting Click Fraud in Online Advertising: A Data Mining Approach

  • Richard Oentaryo
  • Ee-Peng Lim
  • Michael Finegold
  • David Lo
  • Feida Zhu
  • Clifton Phua
  • Eng-Yeow Cheu
  • Ghim-Eng Yap

Click fraud--the deliberate clicking on advertisements with no real interest on the product or service offered--is one of the most daunting problems in online advertising. Building an effective fraud detection method is thus pivotal for online advertising businesses. We organized a Fraud Detection in Mobile Advertising (FDMA) 2012 Competition, opening the opportunity for participants to work on real-world fraud data from BuzzCity Pte. Ltd., a global mobile advertising company based in Singapore. In particular, the task is to identify fraudulent publishers who generate illegitimate clicks, and distinguish them from normal publishers. The competition was held from September 1 to September 30, 2012, attracting 127 teams from more than 15 countries. The mobile advertising data are unique and complex, involving heterogeneous information, noisy patterns with missing values, and highly imbalanced class distribution. The competition results provide a comprehensive study on the usability of data mining-based fraud detection approaches in practical setting. Our principal findings are that features derived from fine-grained time-series analysis are crucial for accurate fraud detection, and that ensemble methods offer promising solutions to highly-imbalanced nonlinear classification tasks with mixed variable types and noisy/missing patterns. The competition data remain available for further studies at palanteer.sis.smu.edu.sg/fdma2012. [abs] [ pdf ][ bib ] &copy JMLR 2014. ( edit, beta )