MaxGap Bandit: Adaptive Algorithms for Approximate Ranking

This paper studies the problem of adaptively sampling from K distributions (arms) in order to identify the largest gap between any two adjacent means. We call this the MaxGap-bandit problem. This problem arises naturally in approximate ranking, noisy sorting, outlier detection, and top-arm identification in bandits. The key novelty of the MaxGap-bandit problem is that it aims to adaptively determine the natural partitioning of the distributions into a subset with larger means and a subset with smaller means, where the split is determined by the largest gap rather than a pre-specified rank or threshold. Estimating an arm's gap requires sampling its neighboring arms in addition to itself, and this dependence results in a novel hardness parameter that characterizes the sample complexity of the problem. We propose elimination and UCB-style algorithms and show that they are minimax optimal. Our experiments show that the UCB-style algorithms require 6-8x fewer samples than non-adaptive sampling to achieve the same error

Multi-Task Off-Policy Learning from Bandit Feedback

Many practical applications, such as recommender systems and learning to rank, involve solving multiple similar tasks. One example is learning of recommendation policies for users with similar movie preferences, where the users may still rank the individual movies slightly differently. Such tasks can be organized in a hierarchy, where similar tasks are related through a shared structure. In this work, we formulate this problem as a contextual off-policy optimization in a hierarchical graphical model from logged bandit feedback. To solve the problem, we propose a hierarchical off-policy optimization algorithm (HierOPO), which estimates the parameters of the hierarchical model and then acts pessimistically with respect to them. We instantiate HierOPO in linear Gaussian models, for which we also provide an efficient implementation and analysis. We prove per-task bounds on the suboptimality of the learned policies, which show a clear improvement over not using the hierarchical model. We also evaluate the policies empirically. Our theoretical and empirical results show a clear advantage of using the hierarchy over solving each task independently.Comment: 14 pages, 3 figure

Carousel Personalization in Music Streaming Apps with Contextual Bandits

Media services providers, such as music streaming platforms, frequently leverage swipeable carousels to recommend personalized content to their users. However, selecting the most relevant items (albums, artists, playlists...) to display in these carousels is a challenging task, as items are numerous and as users have different preferences. In this paper, we model carousel personalization as a contextual multi-armed bandit problem with multiple plays, cascade-based updates and delayed batch feedback. We empirically show the effectiveness of our framework at capturing characteristics of real-world carousels by addressing a large-scale playlist recommendation task on a global music streaming mobile app. Along with this paper, we publicly release industrial data from our experiments, as well as an open-source environment to simulate comparable carousel personalization learning problems.Comment: 14th ACM Conference on Recommender Systems (RecSys 2020, Best Short Paper Candidate

Meta-Learning for Simple Regret Minimization

We develop a meta-learning framework for simple regret minimization in bandits. In this framework, a learning agent interacts with a sequence of bandit tasks, which are sampled i.i.d.\ from an unknown prior distribution, and learns its meta-parameters to perform better on future tasks. We propose the first Bayesian and frequentist algorithms for this meta-learning problem. The Bayesian algorithm has access to a prior distribution over the meta-parameters and its meta simple regret over $m$ bandit tasks with horizon $n$ is mere $\tilde{O}(m / \sqrt{n})$. This is while we show that the meta simple regret of the frequentist algorithm is $\tilde{O}(\sqrt{m} n + m/ \sqrt{n})$, and thus, worse. However, the algorithm is more general, because it does not need a prior distribution over the meta-parameters, and is easier to implement for various distributions. We instantiate our algorithms for several classes of bandit problems. Our algorithms are general and we complement our theory by evaluating them empirically in several environments