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Convolutional Neural Bandit: Provable Algorithm for Visual-aware Advertising

2021-07-02 03:02:29
Yikun Ban, Jingrui He

Abstract

Online advertising is ubiquitous in web business. Image displaying is considered as one of the most commonly used formats to interact with customers. Contextual multi-armed bandit has shown success in the application of advertising to solve the exploration-exploitation dilemma existed in the recommendation procedure. Inspired by the visual-aware advertising, in this paper, we propose a contextual bandit algorithm, where the convolutional neural network (CNN) is utilized to learn the reward function along with an upper confidence bound (UCB) for exploration. We also prove a near-optimal regret bound $\tilde{\mathcal{O}}(\sqrt{T})$ when the network is over-parameterized and establish strong connections with convolutional neural tangent kernel (CNTK). Finally, we evaluate the empirical performance of the proposed algorithm and show that it outperforms other state-of-the-art UCB-based bandit algorithms on real-world image data sets.

Abstract (translated)

URL

https://arxiv.org/abs/2107.07438

PDF

https://arxiv.org/pdf/2107.07438.pdf


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