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Combinatorial Bandits for Incentivizing Agents with Dynamic Preferences
Proceedings of the 34th Conference on Uncertainty in Artificial Intelligence, PMLR R16:692-702, 2018.
Abstract
The design of personalized incentives or rec- ommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for match- ing incentives to users, whose preferences are unknown a priori and evolving dynamically in time, in a resource constrained environ- ment. We design an algorithm that com- bines ideas from three distinct domains: (i) a greedy matching paradigm, (ii) the upper confidence bound algorithm (UCB) for ban- dits, and (iii) mixing times from the theory of Markov chains. For this algorithm, we provide theoretical bounds on the regret and demon- strate its performance via both synthetic and realistic (matching supply and demand in a bike-sharing platform) examples.