Challenges and Solutions for Bandits in the Wild: Warm-Started Mixture Bandits for Cross-Cohort Slate Recommendation

Multi-armed bandit algorithms, especially Thompson sampling, are widely used in online recommendation. Despite their ability to adapt from online feedback, these methods often suffer from cold-start limitations when newly introduced arms have little or no interaction history. In our setting, the candidate arms are user-generated textual comments, whose semantic content can reveal a title's appeal before sufficient interaction feedback is available. We therefore use large language models (LLMs) to extract semantic signals from comment text and convert them into informative Bayesian priors that warm-start Thompson sampling under sparse early-stage feedback. To account for aggregate segment-level differences in response patterns, we maintain and update posteriors separately for each gender-age segment. In a real-world online A/B/C test, we compare a uniform prior with two LLM-based designs: a Gender Prior for demographic-affinity cues and a Content Prior for title-specific identity cues. The results show that LLM-based priors are most beneficial in sparse-feedback regimes -- with the largest gains emerging once a small amount of interaction evidence has accumulated -- and that prior design leads to distinct funnel-level effects. We further analyze prior-reward alignment and demographic heterogeneity, finding that click-oriented alignment is strongest for the Gender Prior and that treatment effects vary substantially across demographic segments. These findings suggest that LLM-derived priors can serve as a practical warm-start mechanism for text-rich bandit recommendation, while also revealing deployment trade-offs.

Implicit feedback is widely used in recommender systems due to its accessibility and generality, yet it usually presents noisy samples (e.g., clickbait, position bias). Meanwhile, recommenders inevitably face the item cold-start problem due to the continuous influx of new items. We identify that cold items are more prone to noisy samples due to the aforementioned factors, and researchers often overlook the significance of denoising implicit feedback for cold items. Previous denoising studies usually identify noisy samples based on heuristic patterns, such as higher loss values, and mitigate noise through sample selection or re-weighting. However, these methods have limited adaptability and are ineffective in cold-start scenarios. To achieve denoising implicit feedback for cold-start recommendation, we propose a model-agnostic denoising method called DIF. First, user preferences for content remain stable, which allows us to infer pseudo-labels indicating whether a user is interested in a cold item through content-similar warm items. Furthermore, to improve pseudo-label accuracy, we model the confidence of pseudo-labels based on the content similarity between the cold item and warm items, and then aggregate multiple pseudo-labels for each sample. Finally, we explicitly estimate the uncertainty of the noisy sample label by considering its relative entropy and the cold-start status of the item, which adaptively guides the role of pseudo-labels to correct the noisy labels at the sample level. DIF's superiority is supported by both theoretical justification and extensive experiments on real-world datasets. The method has been deployed on a billion-user scale short video application Kuaishou and has significantly improved various commercial metrics within cold-start scenarios.

Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in choosing the learning signal: waiting for the full reward to become available might take several weeks, slowing the rate of learning, whereas using short-term proxy rewards reflects the actual long-term goal only imperfectly. First, we develop a predictive model of delayed rewards that incorporates all information obtained to date. Rewards as well as shorter-term surrogate outcomes are combined through a Bayesian filter to obtain a probabilistic belief. Second, we devise a bandit algorithm that quickly learns to identify content aligned with long-term success using this new predictive model. We prove a regret bound for our algorithm that depends on the Value of Progressive Feedback, an information-theoretic metric that captures the quality of short-term leading indicators that are observed prior to the long-term reward. We apply our approach to a podcast recommendation problem, where we seek to recommend shows that users engage with repeatedly over two months. We empirically validate that our approach significantly outperforms methods that optimize for short-term proxies or rely solely on delayed rewards, as demonstrated by an A/B test in a recommendation system that serves hundreds of millions of users.