Contextual Bandits in a Collaborative Environment

Contextual bandit algorithms provide principled online learning solutions to find optimal trade-offs between exploration and exploitation with companion side-information. They have been extensively used in many important practical scenarios, such as display advertising and content recommendation. A common practice estimates the unknown bandit parameters pertaining to each user independently. This unfortunately ignores dependency among users and thus leads to suboptimal solutions, especially for the applications that have strong social components.