Puli Liyanagama

Andrew Maher, Matia Gobbo, Lancelot Lachartre et al.

Contextual bandits have become an increasingly popular solution for personalized recommender systems. Despite their growing use, the interpretability of these systems remains a significant challenge, particularly for the often non-expert operators tasked with ensuring their optimal performance. In this paper, we address this challenge by designing a new interface to explain to domain experts the underlying behaviour of a bandit. Central is a metric we term "value gain", a measure derived from off-policy evaluation to quantify the real-world impact of sub-components within a bandit. We conduct a qualitative user study to evaluate the effectiveness of our interface. Our findings suggest that by carefully balancing technical rigour with accessible presentation, it is possible to empower non-experts to manage complex machine learning systems. We conclude by outlining guiding principles that other researchers should consider when building similar such interfaces in future.

Srivas Chennu, Jamie Martin, Puli Liyanagama et al.

Stochastic delays in feedback lead to unstable sequential learning using multi-armed bandits. Recently, empirical Bayesian shrinkage has been shown to improve reward estimation in bandit learning. Here, we propose a novel adaptation to shrinkage that estimates smoothed reward estimates from windowed cumulative inputs, to deal with incomplete knowledge from delayed feedback and non-stationary rewards. Using numerical simulations, we show that this adaptation retains the benefits of shrinkage, and improves the stability of reward estimation by more than 50%. Our proposal reduces variability in treatment allocations to the best arm by up to 3.8x, and improves statistical accuracy - with up to 8% improvement in true positive rates and 37% reduction in false positive rates. Together, these advantages enable control of the trade-off between speed and stability of adaptation, and facilitate human-in-the-loop sequential optimisation.