Abstract:We consider the problem of latent bandits with cluster structure where there are multiple users, each with an associated multi-armed bandit problem. These users are grouped into latent clusters such that the mean reward vectors of users within the same cluster are identical. At each round, a user, selected uniformly at random, pulls an arm and observes a corresponding noisy reward. The goal of the users is to maximize their cumulative rewards. This problem is central to practical recommendation systems and has… Show more
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