Deep Bayesian Bandits: Exploring in Online Personalized Recommendations
This addresses algorithmic bias in personalized ad recommendations, though it is incremental as it builds on existing bandit and uncertainty estimation methods.
The paper tackles the feedback loop problem in recommender systems by formulating display advertising as a contextual bandit and implementing exploration techniques using deep Bayesian methods, demonstrating a positive gain in online A/B testing with production traffic.
Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by users. This behavior is particularly harmful in personalised ads recommendations, as it can also cause new campaigns to remain unexplored. Exploration aims to address this limitation by providing new information about the environment, which encompasses user preference, and can lead to higher long-term reward. In this work, we formulate a display advertising recommender as a contextual bandit and implement exploration techniques that require sampling from the posterior distribution of click-through-rates in a computationally tractable manner. Traditional large-scale deep learning models do not provide uncertainty estimates by default. We approximate these uncertainty measurements of the predictions by employing a bootstrapped model with multiple heads and dropout units. We benchmark a number of different models in an offline simulation environment using a publicly available dataset of user-ads engagements. We test our proposed deep Bayesian bandits algorithm in the offline simulation and online AB setting with large-scale production traffic, where we demonstrate a positive gain of our exploration model.