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Gaussian Process Bandits for Top-k Recommendations

NeurIPS 2024 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Practical contextual bandit extensions · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GP-TopK with a Kendall ranking kernel instead of a baseline without a Kendall kernelTop-k recommendation bandit · MovieLens, small arm space; contextual and non-contextual nDCG and nDCG + diversitycumulative regretHelped
Replace the WK kernel with the CK kernel (ablation)GP-TopK · MovieLens, small arm space, contextual and non-contextual reward settingscumulative regretHelped
Replace the WK kernel with the WCK kernel (ablation)GP-TopK · MovieLens, small arm space, contextual and non-contextual reward settingscumulative regretHelped
Replace the CK kernel with the WCK kernel (ablation)GP-TopK · MovieLens, small arm space, contextual and non-contextual reward settingscumulative regretHelped
Replace the CK kernel with the WCK kernel (ablation)GP-TopK · MovieLens, nDCG, n=50, k=3 and k=5cumulative regretHelped

Surprising findings

Limitations

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

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