Most Collaborative Filtering (CF) algorithms are optimized using a dataset of isolated user-item tuples. However, in commercial applications recommended items are usually served as an ordered list of several items and not as isolated items. In this setting, inter-item interactions have an effect on the list's Click-Through Rate (CTR) that is unaccounted for using traditional CF approaches. Most CF approaches also ignore additional important factors like click propensity variation, item fatigue, etc. In this work, we introduce the list recommendation problem. We present useful insights gleaned from user behavior and consumption patterns from a large scale real world recommender system. We then propose a novel two-layered framework that builds upon existing CF algorithms to optimize a list's click probability. Our approach accounts for inter-item interactions as well as additional information such as item fatigue, trendiness patterns, contextual information etc. Finally, we evaluate our approach using a novel adaptation of Inverse Propensity Scoring (IPS) which facilitates off-policy estimation of our method's CTR and showcases its effectiveness in real-world settings.

Suppose there is a large collection of items, each with an associated cost and an inherent utility that is revealed only once we commit to selecting it. Given a budget on the cumulative cost of the selected items, how can we pick a subset of maximal value? This task generalizes several important problems such as multi-arm bandits, active search and the knapsack problem. We present an algorithm, GP-SELECT, which utilizes prior knowledge about similarity between items, expressed as a kernel function. GP-SELECT uses Gaussian process prediction to balance exploration (estimating the unknown value of items) and exploitation (selecting items of high value). We extend GP-SELECT to be able to discover sets that simultaneously have high utility and are diverse. Our preference for diversity can be specified as an arbitrary monotone submodular function that quantifies the diminishing returns obtained when selecting similar items. Furthermore, we exploit the structure of the model updates to achieve an order of magnitude (up to 40X) speedup in our experiments without resorting to approximations. We provide strong guarantees on the performance of GP-SELECT and apply it to three real-world case studies of industrial relevance: (1) Refreshing a repository of prices in a Global Distribution System for the travel industry, (2) Identifying diverse, binding-affine peptides in a vaccine design task and (3) Maximizing clicks in a web-scale recommender system by recommending items to users.

We address the challenge of ranking recommendation lists based on click feedback by efficiently encoding similarities among users and among items. The key challenges are threefold: (1) combinatorial number of lists; (2) sparse feedback and (3) context dependent recommendations. We propose the CGPRank algorithm, which exploits prior information specified in terms of a Gaussian process kernel function, which allows to share feedback in three ways: Between positions in a list, between items, and between contexts. Under our model, we provide strong performance guarantees and empirically evaluate our algorithm on data from two large scale recommendation tasks: Yahoo! news article recommendation, and Google books. In our experiments, CGPRank significantly outperforms state-of-the-art multi-armed bandit and learning-to-rank methods, with an 18% increase in clicks.