Scalable Neural Contextual Bandit for Recommender Systems

High-quality recommender systems ought to deliver both innovative and relevant content through effective and exploratory interactions with users. Yet, supervised learning-based neural networks, which form the backbone of many existing recommender systems, only leverage recognized user interests, falling short when it comes to efficiently uncovering unknown user preferences. While there has been some progress with neural contextual bandit algorithms towards enabling online exploration through neural networks, their onerous computational demands hinder widespread adoption in real-world recommender systems. In this work, we propose a scalable sample-efficient neural contextual bandit algorithm for recommender systems. To do this, we design an epistemic neural network architecture, Epistemic Neural Recommendation (ENR), that enables Thompson sampling at a large scale. In two distinct large-scale experiments with real-world tasks, ENR significantly boosts click-through rates and user ratings by at least 9% and 6% respectively compared to state-of-the-art neural contextual bandit algorithms. Furthermore, it achieves equivalent performance with at least 29% fewer user interactions compared to the best-performing baseline algorithm. Remarkably, while accomplishing these improvements, ENR demands orders of magnitude fewer computational resources than neural contextual bandit baseline algorithms

Empirical analysis of representation learning and exploration in neural kernel bandits

Neural bandits have been shown to provide an efficient solution to practical sequential decision tasks that have nonlinear reward functions. The main contributor to that success is approximate Bayesian inference, which enables neural network (NN) training with uncertainty estimates. However, Bayesian NNs often suffer from a prohibitive computational overhead or operate on a subset of parameters. Alternatively, certain classes of infinite neural networks were shown to directly correspond to Gaussian processes (GP) with neural kernels (NK). NK-GPs provide accurate uncertainty estimates and can be trained faster than most Bayesian NNs. We propose to guide common bandit policies with NK distributions and show that NK bandits achieve state-of-the-art performance on nonlinear structured data. Moreover, we propose a framework for measuring independently the ability of a bandit algorithm to learn representations and explore, and use it to analyze the impact of NK distributions w.r.t.~those two aspects. We consider policies based on a GP and a Student's t-process (TP). Furthermore, we study practical considerations, such as training frequency and model partitioning. We believe our work will help better understand the impact of utilizing NKs in applied settings.Comment: Extended version. Added a major experiment comparing NK distribution w.r.t. exploration and exploitation. Submitted to ICLR 202