Keywords: Neural Contextual Bandit, Meta Learning
Abstract: Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the significant potential to improve the recommendation. In this paper, we introduce and study the problem by exploring `Neural Collaborative Filtering Bandits', where the rewards can be non-linear functions and groups are formed dynamically given different specific contents. To solve this problem, we propose a meta-learning based bandit algorithm, Meta-Ban (\textbf{meta-ban}dits), where a meta-learner is designed to represent and rapidly adapt to dynamic groups, along with an informative UCB-based exploration strategy. Furthermore, we analyze that Meta-Ban can achieve the regret bound of $\mathcal{O}(\sqrt{nT\log T})$, which is sharper over state-of-the-art related works. In the end, we conduct extensive experiments showing that Meta-Ban outperforms six strong baselines.
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