Abstract:This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes the rewards for some other actions related to i. We will see that this model is suited to content recommendation in social networks, where users' reactions may be endorsed or not by their friends. We provide efficient algorithms based on upper confidence bounds (UCBs) to leverage this additional information and derive new bounds improving on standard regret guarantees. We also evaluate these policies in the context of movie recommendation in social networks: experiments on real datasets show substantial learning rate speedups ranging from 2.2x to 14x on dense networks.