Improving Bandit Learning Via Heterogeneous Information Networks: Algorithms and Applications

Contextual bandit serves as an invaluable tool to balance the exploration vs. exploitation tradeoff in various applications such as online recommendation. In many applications, heterogeneous information networks (HINs) provide rich side information for contextual bandits, such as different types of attributes and relationships among users and items. In this article, we propose the first HIN-assisted contextual bandit framework, which utilizes a given HIN to assist contextual bandit learning. The proposed framework uses meta-paths in HIN to extract rich relations among users and items for the contextual bandit. The main challenge is how to leverage these relations, since users' preference over items, the target of our online learning, are closely related to users' preference over meta-paths. However, it is unknown which meta-path a user prefers more. Thus, both preferences are needed to be learned in an online fashion with exploration vs. exploitation tradeoff balanced. We propose the HIN-assisted upper confidence bound (HUCB) algorithm to address such a challenge. For each meta-path, the HUCB algorithm employs an independent base bandit algorithm to handle online item recommendations by leveraging the relationship captured in this meta-path. A bandit master is then employed to learn users' preference over meta-paths to dynamically combine base bandit algorithms with a balance of exploration vs. exploitation tradeoff. We theoretically prove that the HUCB algorithm can achieve similar performance compared with the optimal algorithm where each user is served according to his true preference over meta-paths (assuming the optimal algorithm knows the preference). Moreover, we prove that the HUCB algorithm benefits from leveraging HIN in achieving a smaller regret upper bound than the baseline algorithm without leveraging HIN. Experimental results on a synthetic dataset, as well as real datasets from LastFM and Yelp demonstrate the fast learning speed of the HUCB algorithm.