Learning by Repetition: Stochastic Multi-armed Bandits under Priming Effect

Priyank Agrawal, Theja Tulabandula
Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI), PMLR 124:470-479, 2020.

Abstract

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user’s propensity to reward the platform via a click or purchase depends on how frequently they see the recommendation in the recent past. It also includes a counteracting wear-out period, where the user’s propensity to respond positively is dampened if the recommendation was shown too many times recently. Priming effect can be naturally modelled as a temporal constraint on the strategy space, since the reward for the current action depends on historical actions taken by the platform. We provide novel algorithms that achieves sublinear regret in time and the relevant wear-in/wear-out parameters. The effect of priming on the regret upper bound is also additive, and we get back a guarantee that matches popular algorithms such as the UCB1 and Thompson sampling when there is no priming effect. Our work complements recent work on modeling time varying rewards, delays and corruptions in bandits, and extends the usage of rich behavior models in sequential decision making settings.

Cite this Paper


BibTeX
@InProceedings{pmlr-v124-agrawal20a, title = {Learning by Repetition: Stochastic Multi-armed Bandits under Priming Effect}, author = {Agrawal, Priyank and Tulabandula, Theja}, booktitle = {Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI)}, pages = {470--479}, year = {2020}, editor = {Jonas Peters and David Sontag}, volume = {124}, series = {Proceedings of Machine Learning Research}, month = {03--06 Aug}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v124/agrawal20a/agrawal20a.pdf}, url = { http://proceedings.mlr.press/v124/agrawal20a.html }, abstract = {We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user’s propensity to reward the platform via a click or purchase depends on how frequently they see the recommendation in the recent past. It also includes a counteracting wear-out period, where the user’s propensity to respond positively is dampened if the recommendation was shown too many times recently. Priming effect can be naturally modelled as a temporal constraint on the strategy space, since the reward for the current action depends on historical actions taken by the platform. We provide novel algorithms that achieves sublinear regret in time and the relevant wear-in/wear-out parameters. The effect of priming on the regret upper bound is also additive, and we get back a guarantee that matches popular algorithms such as the UCB1 and Thompson sampling when there is no priming effect. Our work complements recent work on modeling time varying rewards, delays and corruptions in bandits, and extends the usage of rich behavior models in sequential decision making settings.} }
Endnote
%0 Conference Paper %T Learning by Repetition: Stochastic Multi-armed Bandits under Priming Effect %A Priyank Agrawal %A Theja Tulabandula %B Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI) %C Proceedings of Machine Learning Research %D 2020 %E Jonas Peters %E David Sontag %F pmlr-v124-agrawal20a %I PMLR %P 470--479 %U http://proceedings.mlr.press/v124/agrawal20a.html %V 124 %X We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user’s propensity to reward the platform via a click or purchase depends on how frequently they see the recommendation in the recent past. It also includes a counteracting wear-out period, where the user’s propensity to respond positively is dampened if the recommendation was shown too many times recently. Priming effect can be naturally modelled as a temporal constraint on the strategy space, since the reward for the current action depends on historical actions taken by the platform. We provide novel algorithms that achieves sublinear regret in time and the relevant wear-in/wear-out parameters. The effect of priming on the regret upper bound is also additive, and we get back a guarantee that matches popular algorithms such as the UCB1 and Thompson sampling when there is no priming effect. Our work complements recent work on modeling time varying rewards, delays and corruptions in bandits, and extends the usage of rich behavior models in sequential decision making settings.
APA
Agrawal, P. & Tulabandula, T.. (2020). Learning by Repetition: Stochastic Multi-armed Bandits under Priming Effect. Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI), in Proceedings of Machine Learning Research 124:470-479 Available from http://proceedings.mlr.press/v124/agrawal20a.html .

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