Dynamic collaborative filtering Thompson Sampling for cross-domain advertisements recommendation
Paper Review
Paper
Review
Bandit
Advertising
Collaborative Filtering
Introducing (DCTS) The Dynamic Collaborative Filtering Thompson Sampling algorithm for cross-domain advertisements recommendation.
Keywords
Thompson Sampling, Recomender System, Collaborative Filtering
So I don’t have much time for this today so here is a quick note on: (Ishikawa, Chung, and Hirate 2022)
TL;DR - Dynamic collaborative filtering via Thompson Sampling
- The authors are using Thompson Sampling. This is a Bayesian method in RL.
- Thier problem is an advert recommendation system. So they are integrating Thompson sampling into making recommendations.
- The talk mentions a dataset the authors used for doing this work. Is this dataset available? I would like to try this out
One line on Thompson sampling, one of the oldest technique in the RL playbook which uses the following rule: pick an action at random from the posterior distribution of the action values and then use the outcome to update the posterior distribution for the next step.
My ideas
- Find what data set was used.
- Is this dataset available?
- Can we make a minimal version to quickly test this kind of agent?
- Figure out a framework that extends tompson sampling to other RL problems.
- need to add P(action|state) i.e. add conditioning of the bernulli on the state.
- prehaps do simple counts of steps since starts or last reward.
- prehaps using a succeror representation can help
- Marketing are the worst POMDPs. Testing real stuff is very hard so a good environment might help.
- I want to make an petting zoo env to support single & multiagent:
- auctions / non autions
- advertising (rec sys) with costs
- pricing with policies.
- It should also allow incorperating real data from a dataset. Diretly or via sampling
- It would be even neater to do this using a heirarchiacal model.
- It would be even better if we can also incorportate the product, user hierecies.
The Paper
References
Ishikawa, Shion, Young-joo Chung, and Yu Hirate. 2022. “Dynamic Collaborative Filtering Thompson Sampling for Cross-Domain Advertisements Recommendation.” https://arxiv.org/abs/2208.11926.