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Numerical Analysis and Scientific Computing
Research Collection School Of Computing and Information Systems
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Dynamic Clustering Of Contextual Multi-Armed Bandits, Trong T. Nguyen, Hady W. Lauw
Dynamic Clustering Of Contextual Multi-Armed Bandits, Trong T. Nguyen, Hady W. Lauw
Research Collection School Of Computing and Information Systems
With the prevalence of the Web and social media, users increasingly express their preferences online. In learning these preferences, recommender systems need to balance the trade-off between exploitation, by providing users with more of the "same", and exploration, by providing users with something "new" so as to expand the systems' knowledge. Multi-armed bandit (MAB) is a framework to balance this trade-off. Most of the previous work in MAB either models a single bandit for the whole population, or one bandit for each user. We propose an algorithm to divide the population of users into multiple clusters, and to customize the …