Pessimistic Reward Models for Off-Policy Learning in Recommendation

Methods for bandit learning from user interactions often require a model of the reward a certain context-action pair will yield – for example, the probability of a click on a recommendation. This common machine learning task is highly non-trivial, as the data-generating process for contexts and actions is often skewed by the recommender system itself. Indeed, when the deployed recommendation policy at data collection time does not pick its actions uniformly-at-random, this leads to a selection bias that can impede effective reward modelling. This in turn makes off-policy learning – the typical setup in industry – particularly challenging.