Contextual Bandits in a Collaborative Environment

  title={Contextual Bandits in a Collaborative Environment},
  author={Qingyun Wu and Huazheng Wang and Quanquan Gu and Hongning Wang},
Contextual bandit algorithms provide principled online learning solutions to find optimal trade-offs between exploration and exploitation with companion side-information. They have been extensively used in many important practical scenarios, such as display advertising and content recommendation. A common practice estimates the unknown bandit parameters pertaining to each user independently. This unfortunately ignores dependency among users and thus leads to suboptimal solutions, especially for… CONTINUE READING
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