Publication
IJCAI 2021
Conference paper

Toward Optimal Solution for the Context-Attentive Bandit Problem

IJCAI 2021
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Abstract

In various recommender system applications, from medical diagnosis to dialog systems, due to observation costs only a small subset of a potentially large number of context variables can be observed at each iteration; however, the agent has a freedom to choose which variables to observe. In this paper, we analyze and extend an online learning framework known as Context-Attentive Bandit, We derive a novel algorithm, called Context-Attentive Thompson Sampling (CATS), which builds upon the Linear Thompson Sampling approach, adapting it to Context-Attentive Bandit setting. We provide a theoretical regret analysis and an extensive empirical evaluation demonstrating advantages of the proposed approach over several baseline methods on a variety of real-life datasets.

Date

21 Aug 2021

Publication

IJCAI 2021

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