Recommendation System-based Upper Confidence Bound for Online Advertising

International audienceIn this paper, the method UCB-RS, which resorts to recommendation system (RS) for enhancing the upper-confidence bound algorithm UCB, is presented. The proposed method is used for dealing with non-stationary and large-state spaces multi-armed bandit problems. The proposed method has been targeted to the problem of the product recommendation in the online advertising. Through extensive testing with RecoGym, an OpenAI Gym-based reinforcement learning environment for the product recommendation in online advertising, the proposed method outperforms the widespread reinforcement learning schemes such as Epsilon-Greedy, Upper Confidence (UCB1) and Exponential Weights for Exploration and Exploitation (EXP3)