Online Context-Aware Recommendation with Time Varying Multi-Armed Bandit

Contextual multi-armed bandit problems have gained increasing popularity and attention in recent years due to their capability of leveraging contextual information to deliver online personalized recommendation services (e.g., online advertising and news article selection). To predict the reward of each arm given a particular context, existing relevant research studies for contextual multi-armed bandit problems often assume the existence of a fixed yet unknown reward mapping function. However, this assumption rarely holds in practice, since real-world problems often involve underlying processes that are dynamically evolving over time.