Bandits implemented

• E-greedy
• LinUCB
• NeuralUCB

References

• A Contextual-Bandit Approach to Personalized News Article Recommendation https://arxiv.org/pdf/1003.0146.pdf

• Unbiased Offline Evaluation of Contextual-bandit-based News Article Recommendation Algorithms https://arxiv.org/pdf/1003.5956.pdf

  Used algorithm 2 as a policy evaluator (for finite data stream)

• (AISTATS 2011) Contextual Bandits with Linear Payoff Functions

• (ICML 2020) Neural Contextual Bandits with UCB-based Exploration

• (NeurIPS 2011) Improved Algorithms for Linear Stochastic Bandits

• (NeurIPS 2017) Scalable Generalized Linear Bandits: Online Computation and Hashing

Dataset

R6A - Yahoo! Front Page Today Module User Click Log Dataset, version 1.0 (1.1 GB)

The dataset contains 45,811,883 user visits to the Today Module. For each visit, both the user and each of the candidate articles are associated with a feature vector of dimension 6 (including a constant feature), constructed using a conjoint analysis with a bilinear model. The dataset can be found here.