Bandit based Optimization of Multiple Objectives on a Music Streaming Platform

Recommender systems powering online multi-stakeholder platforms often face the challenge of jointly optimizing multiple objectives, in an attempt to efficiently match suppliers and consumers. Examples of such objectives include user behavioral metrics (e.g. clicks, streams, dwell time, etc), supplier exposure objectives (e.g. diversity) and platform centric objectives (e.g. promotions). Jointly optimizing multiple metrics in online recommender systems remains a challenging task. Recent work has demonstrated the prowess of contextual bandits in powering recommendation systems to serve recommendation of interest to users. This paper aims at extending contextual bandits to multi-objective setting so as to power recommendations in a multi-stakeholder platforms.