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Online Matrix Completion: A Collaborative Approach with Hott Items

ICML 2024 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Ranking bandits · 1 citations (OpenAlex)

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Studies online low-rank matrix completion with many users and items under a hott-items (separability) assumption, proposing PhasedClusterElim (S=1) and DeterminantElim (S=r) with sublinear per-user regret guarantees.

Problem

Online collaborative filtering / matrix completion with bandit feedback where M, N >> T; the goal is to minimize per-user regret while learning a rank-r reward matrix, improving on greedy algorithms whose gap dependence is Δ^-2.

Approach

Relies on a hott-items (separability) assumption so users cluster by best item; uses opinionated users as labels to assign overlapping user groups, then jointly eliminates items per group in phases with matrix completion sub-routines. For S=r, eliminates r-column subsets by estimating determinant-based averages.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PhasedElimSimplified instead of Alternating Minimization or Explore-Then-CommitOnline matrix completion · Synthetic, M=200, N=200, rank 4, T=300cumulative regretHelped
Use PhasedElimSimplified instead of Explore-Then-Commit with 25 exploration roundsOnline matrix completion · Synthetic, M=200, N=200, rank 4, T=300regret per roundHelped
Increase Explore-Then-Commit exploration period from 25 to 50 or 75 roundsExplore-Then-Commit · Synthetic, M=200, N=200, rank 4, T=300exploitation regret per roundHelped
Increase Explore-Then-Commit exploration period from 25 to 50 or 75 roundsExplore-Then-Commit · Synthetic, M=200, N=200, rank 4, T=300exploration costHurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic low-rank reward matrices (M=200, N=200, r=4, T=300)

Benchmarks: synthetic low-rank reward matrix

Metrics: cumulative regret per-round regret

Baselines: Alternating Minimization (AM) Explore-Then-Commit (ETC)

Builds on: explore-then-commit alternating minimization for online matrix completion nuclear norm matrix completion

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