Local clustering in contextual multi-armed bandits

Yikun Ban, Jingrui He

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an essential role in the user's actions, and thus the rewards. Clustering similar users can improve the quality of reward estimation, which in turn leads to more effective content recommendation and targeted advertising. Different from traditional clustering settings, we cluster users based on the unknown bandit parameters, which will be estimated incrementally. In particular, we define the problem of cluster detection in contextual MAB, and propose a bandit algorithm, LOCB, embedded with local clustering procedure. And, we provide theoretical analysis about LOCB in terms of the correctness and efficiency of clustering and its regret bound. Finally, we evaluate the proposed algorithm from various aspects, which outperforms state-of-the-art baselines.

Original languageEnglish (US)
Title of host publicationThe Web Conference 2021 - Proceedings of the World Wide Web Conference, WWW 2021
PublisherAssociation for Computing Machinery, Inc
Pages2335-2346
Number of pages12
ISBN (Electronic)9781450383127
DOIs
StatePublished - Apr 19 2021
Event2021 World Wide Web Conference, WWW 2021 - Ljubljana, Slovenia
Duration: Apr 19 2021Apr 23 2021

Publication series

NameThe Web Conference 2021 - Proceedings of the World Wide Web Conference, WWW 2021

Conference

Conference2021 World Wide Web Conference, WWW 2021
Country/TerritorySlovenia
CityLjubljana
Period4/19/214/23/21

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Software

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