Dynamic Ensemble of Contextual Bandits to Satisfy Users' Changing Interests

Recommender systems have to handle a highly non-stationary environment, due to users' fast changing interests over time. Traditional solutions have to periodically rebuild their models, despite high computational cost. But this still cannot empower them to automatically adjust to abrupt changes in trends caused by timely information. It is important to note that the changes of reward distributions caused by a non-stationary environment can also be context dependent. When the change is orthogonal to the given context, previously maintained models should be reused for better recommendation prediction.