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Gaussian Process Bandits for Top-k Recommendations
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Proposes GP-TopK, a contextual GP-UCB bandit for top-k recommendations under full-bandit scalar feedback, using a new weighted convolutional Kendall kernel with sparse features for fast inference.
Problem
Top-k recommendation bandits face a combinatorial arm space (Θ(n^k) ordered top-k lists) and typically rely on restrictive feedback models (semi-bandit, cascade) or decomposable rewards; the paper targets full-bandit feedback with only one scalar reward per list.
Approach
Model reward with a GP whose kernel is a product of a context dot-product kernel and a novel weighted convolutional Kendall kernel over top-k rankings; derive sparse finite feature vectors so kernel MVMs cost O(k^2 t), enabling GP-UCB with local-search acquisition optimization and sub-linear regret bounds.
Key results
- WCK kernel variant of GP-TopK achieves lower cumulative regret than WK, CK, MAB-UCB, epsilon-greedy and random in all small-arm settings (n=20, k=3) across non-contextual and contextual nDCG and nDCG+diversity rewards.
- Per-round compute reduced from O(T^3) to O(k^2 t) MVMs, giving total O(k^2 c l T^2) runtime versus O(T^4) naive.
- Regret bounds improve the n-dependence over Srinivas et al. by a factor of n^{k/2-1} (Assumption 1) and n^{k-1} (Assumption 2).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use GP-TopK with a Kendall ranking kernel instead of a baseline without a Kendall kernel | Top-k recommendation bandit · MovieLens, small arm space; contextual and non-contextual nDCG and nDCG + diversity | cumulative regret | Helped |
| Replace the WK kernel with the CK kernel (ablation) | GP-TopK · MovieLens, small arm space, contextual and non-contextual reward settings | cumulative regret | Helped |
| Replace the WK kernel with the WCK kernel (ablation) | GP-TopK · MovieLens, small arm space, contextual and non-contextual reward settings | cumulative regret | Helped |
| Replace the CK kernel with the WCK kernel (ablation) | GP-TopK · MovieLens, small arm space, contextual and non-contextual reward settings | cumulative regret | Helped |
| Replace the CK kernel with the WCK kernel (ablation) | GP-TopK · MovieLens, nDCG, n=50, k=3 and k=5 | cumulative regret | Helped |
Surprising findings
- The weighted Kendall kernel ranks two non-overlapping top-k lists as more similar than two lists with the same items in reversed order, a pathology the proposed WCK kernel avoids.
Limitations
- Regret analysis ignores approximation error from local search over the acquisition function.
- Experiments are simulated on MovieLens rather than online real-world deployment.
- Restricted to product kernel between contexts and top-k rankings; other acquisition functions (Thompson sampling, EI) not analyzed.
Experimental setup
Datasets: MovieLens
Benchmarks: MovieLens bandit simulation
Metrics: cumulative regret
Baselines: Random epsilon-greedy MAB-UCB GP-TopK with WK kernel GP-TopK with CK kernel
Builds on: Srinivas et al. GP-UCB Kendall kernel (Jiao et al.) convolutional Kendall kernel weighted Kendall kernel
Closest papers by meaning
- Top-k eXtreme Contextual Bandits with Arm Hierarchy (ICML 2021 · similarity 0.90)
- Gaussian Process Bandits with Aggregated Feedback (AAAI 2022 · similarity 0.89)
- Efficient Ordered Combinatorial Semi-Bandits for Whole-Page Recommendation (AAAI 2017 · similarity 0.88)
- Random Exploration in Bayesian Optimization: Order-Optimal Regret and Computational Efficiency (ICML 2024 · similarity 0.87)
- Gaussian Process Upper Confidence Bound Achieves Nearly-Optimal Regret in Noise-Free Gaussian Process Bandits (NeurIPS 2025 · similarity 0.86)
- Improved Regret Analysis in Gaussian Process Bandits: Optimality for Noiseless Reward, RKHS norm, and Non-Stationary Variance (ICML 2025 · similarity 0.86)
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