Two-Layer Bandit Optimization for Recommendations

Online commercial app marketplaces serve millions of apps to billions of users in an efficient manner. Bandit optimization algorithms are used to ensure that the recommendations are relevant, and converge to the best performing content over time. However, directly applying bandits to real-world systems, where the catalog of items is dynamic and continuously refreshed, is not straightforward. One of the challenges we face is the existence of several competing content surfacing components, a phenomenon not unusual in large-scale recommender systems. This often leads to challenging scenarios…