Recommendation Engine with Contextual Linear Bandit (reinforcement learning)

Project for the IASD Master program between Paris-Dauphine, École Normale Supérieure, and Mines ParisTech.

Check the Jupyter Notebooks:

• stochastic_bandit
• recommendation_engine

Link to the project presentation slides.

References:

• Li, L., Chu, W., Langford, J., & Schapire, R. (2010). A contextual-bandit approach to personalized news article recommendation. [PDF], [arXiv].
• Lattimore, T. & Szepesvár, C. Bandit Algorithms. Book [PDF].