Productization Challenges of Contextual Multi-Armed Bandits

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g. regret bounds) of proposed algorithmic variants, but relatively little attention has been devoted to the challenges encountered while productizing contextual bandits schemes in large scale settings. This work enumerates several productization challenges we encountered while leveraging contextual bandits for two concrete use cases at scale. We discuss how to (1) determine the context (engineer the features) that model the bandit arms; (2) sanity check the health of the optimization process; (3) evaluate the process in an offline manner; (4) add potential actions (arms) on the fly to a running process; (5) subject the decision process to constraints; and (6) iteratively improve the online learning algorithm. For each such challenge, we explain the issue, provide our approach, and relate to prior art where applicable.

Search-Based Serving Architecture of Embeddings-Based Recommendations

Over the past 10 years, many recommendation techniques have been based on embedding users and items in latent vector spaces, where the inner product of a (user,item) pair of vectors represents the predicted affinity of the user to the item. A wealth of literature has focused on the various modeling approaches that result in embeddings, and has compared their quality metrics, learning complexity, etc. However, much less attention has been devoted to the issues surrounding productization of an embeddings-based high throughput, low latency recommender system. In particular, how the system might keep up with the changing embeddings as new models are learnt. This paper describes a reference architecture of a high-throughput, large scale recommendation service which leverages a search engine as its runtime core. We describe how the search index and the query builder adapt to changes in the embeddings, which often happen at a different cadence than index builds. We provide solutions for both id-based and feature-based embeddings, as well as for batch indexing and incremental indexing setups. The described system is at the core of a Web content discovery service that serves tens of billions recommendations per day in response to billions of user requests.