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Restless bandits that hide their hand and recommendation systems

Authors: Rahul Meshram; Aditya Gopalan; D. Manjunath;

Restless bandits that hide their hand and recommendation systems

Abstract

We consider a restless multi-armed bandit (RMAB) in which each arm can be in one of two states, say 0 or 1. Playing the arm brings it to state 0 with probability one and not playing it induces state transitions with arm-dependent probabilities. Playing an arm generates a unit reward with a probability that depends on the state of the arm. The belief about the state of the arm can be calculated using a Bayesian update after every play. This RMAB has been designed for use in recommendation systems which in turn can be used in applications like creating of playlists or placement of advertisements. In this paper we analyse the RMAB by first showing that it is Whittle-indexable and then obtain a closed form expression for the Whittle index for each arm calculated from the belief about its state and the parameters that describe the arm. For an RMAB to be useful in practice, we need to be able to learn the parameters of the arms. We present an algorithm derived from Thompson sampling scheme, that learns the parameters of the arms and also evaluate its performance numerically.

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Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
6
Top 10%
Average
Average
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