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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Designing an Interpretable Interface for Contextual Bandits</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Andrew Maher</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Matia Gobbo</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Lancelot Lachartre</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Subash Prabanantham</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Rowan Swiers</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Puli Liyanagama</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Metica</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>London</string-name>
        </contrib>
      </contrib-group>
      <abstract>
        <p>Contextual bandits have become an increasingly popular solution for personalized recommender systems. Despite their growing use, the interpretability of these systems remains a significant challenge, particularly for the often non-expert operators tasked with ensuring their optimal performance. In this paper, we address this challenge by designing a new interface to explain to domain experts the underlying behaviour of a bandit. Central is a metric we term “value gain”, a measure derived from of-policy evaluation to quantify the real-world impact of sub-components within a bandit. We conduct a qualitative user study to evaluate the efectiveness of our interface. Our findings suggest that by carefully balancing technical rigour with accessible presentation, it is possible to empower non-experts to manage complex machine learning systems. We conclude by outlining guiding principles that other researchers should consider when building similar such interfaces in future.</p>
      </abstract>
      <kwd-group>
        <kwd>eol&gt;User interfaces for decision-making</kwd>
        <kwd>Contextual bandits</kwd>
        <kwd>Of-policy evaluation</kwd>
        <kwd>Interpretable machine learning</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>1. Introduction</title>
      <p>
        Complex personalized recommender systems have become vital to building engaging, modern user
experiences across a variety of domains [
        <xref ref-type="bibr" rid="ref1 ref2 ref3">1–3</xref>
        ]. Although powerful, these systems cannot properly
function without a human operator in place who can deploy and manage their correct running. These
people – typically non-experts in statistics and machine learning – are expected to make reasoned,
higher-order decisions about the recommender system, to maximize its performance and ensure it adds
holistic value to the broader environment in which it sits.
      </p>
      <p>
        By default, however, modern recommender systems are complex and hard to interpret [
        <xref ref-type="bibr" rid="ref4 ref5">4, 5</xref>
        ]. They
comprise multiple interlocking parts, each of which requires a strong mathematical background to
understand. Take contextual bandits. They are an increasingly popular methodological approach that
address known challenges such as the cold-start problem [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ] and non-stationary environments [
        <xref ref-type="bibr" rid="ref7 ref8">7, 8</xref>
        ].
Despite their eficacy as a recommender system method, providing a robust interpretation to their
decisions is an unsolved problem. Similar to traditional supervised learning systems, they depend on
black-box models to estimate the expected performance of recommendable items given a context. This
dificulty is compounded by several factors: observational data only becomes available for the items
selected by the bandit; interpretation is required not only for a single output but for multiple items from
which the bandit is choosing; the ongoing modulation between exploration and exploitation means a
bandit system does not always select the arm it predicts as most valuable.
      </p>
      <p>For the non-expert human operator, several higher-order considerations need to be made to ensure
each bandit-based recommender is continually well-tuned. Is it performing well enough to keep it in
production? Should new arms be added, or existing ones removed? Are the context fields considered by
the bandit suficiently discriminatory to yield interesting results? Answering these questions requires
an understanding of the underlying system that is both deep and broad. Yet there is a gap between this
need for interpretation and the tools and interfaces that exist to provide it.</p>
      <p>
        A comparison with a sister decision-making domain is apt. In A/B testing, there is a well-known
set of metrics and visualizations that determine which of the options being tested is best [
        <xref ref-type="bibr" rid="ref10 ref9">9, 10</xref>
        ].
Statistical significance and MLE-based uplift charts predominate the field. Moreover, there exist
dozens of commercially available platforms with interfaces designed for easy interpretation [
        <xref ref-type="bibr" rid="ref11">11</xref>
        ], and
probably thousands of proprietary in-house equivalents [
        <xref ref-type="bibr" rid="ref12 ref13">12, 13</xref>
        ]. Few such equivalent interfaces exist
for contextual bandits; none are publicly available.
      </p>
      <p>To address these challenges, we have developed an intuitive interface designed to explain the behavior
of a contextual bandit system. It is in production and being used in a commercial setting. By leveraging
techniques from data visualization, of-policy evaluation and user-centric design, our interface aims to
make the inner workings of a bandit system comprehensible to domain-expert operators. Central to
the interface is a generic metric framework we term "value gain" – a measure derived from of-policy
evaluation that provides a clear indication of the real-world value of diferent elements of the system.</p>
      <p>
        It is important to clarify that our target audience is not the end-users who receive recommendations;
significant research has already been conducted on boosting interpretability for these people [
        <xref ref-type="bibr" rid="ref14 ref15 ref16 ref17 ref4">4, 14–17</xref>
        ].
We focus instead on the people who choose the inputs to the recommender system, and who are
responsible for its proper functioning. We assume nothing about their knowledge of statistics, only
that they can read a quantitative dashboard. As well, it is worth noting that although the interface has
been designed for contextual bandits, and works with any underlying bandit algorithm, the ideas apply
equally well to any recommender methodology. The sole requirement is that the system comprise a
(relatively) limited number of options from which to choose – and that there is value in understanding
their respective performance. We do not try to solve for the problem of choosing from an ever-changing
and very large library of options (as in, say, a video recommender system).
      </p>
      <p>The rest of the paper is organised as follows. In Section 2 we discuss related work. We then present
our developed interface in Section 3, followed by a user study in Section 4 to evaluate its efectiveness.
Finally, in Section 5 we outline guiding principles for future practitioners looking to build similar
dashboards, then discuss future directions in this space.</p>
    </sec>
    <sec id="sec-2">
      <title>2. Related work</title>
      <p>
        Contextual Bandits can be viewed as an extension of traditional experimentation in which the
armassignment decision is both automated (hence bandit) and personalized (hence contextual). Typically,
they comprise a reward model and a policy. The former governs the bandit’s understanding of the world,
with common choices including linear regression [
        <xref ref-type="bibr" rid="ref18">18</xref>
        ] and neural networks [19]. The latter dictates
how the bandit modulates between exploration and exploitation. Canonical examples are UCB (Upper
Confidence Bound) [ 20], and Thompson sampling [21], with numerous applications across various
domains such as online advertising [22], personalized news feeds [23], customer support [24], and
e-commerce recommendations [25, 26].
      </p>
      <p>Of-Policy Evaluation is the main paradigm through which the eficacy of diferent bandit approaches
is evaluated. It is a counterfactual estimation procedure in which the logged policy – the one for which
real-world data is observed and measured – is compared to a hypothetical target policy. Numerous
estimators exist to facilitate this comparison, including inverse propensity scoring, the direct method,
and doubly robust estimators [27–29]. These techniques allow for the assessment of new policies
without the need for costly and time-consuming online experimentation.</p>
      <p>In contrast to the "how good," Explainable AI attempts to elucidate the purer "how" and "why" of
machine learning approaches [30]. Recent research in this field has focused on identifying new methods,
diferent presentation approaches, and better ways to judge the goodness of these explanations. The
vast majority focus on interpretability concerns with respect to the recipient of a recommendation,
something that is out of the scope of this work. Of particular relevance are a number of User Interfaces
designed to enable the proper understanding of diferent ML systems. For example, ActiVis and LSTMVis
are two diferent visualisation interfaces for interpreting deep learning models and results [ 31, 32], and
InterpetML is a holistic system to help understand ensembles of decision trees [33]. A number of similar
explanations and interfaces exist for more general reinforcement learning policies [34, 35]. Although
many organisations deploy contextual bandits – and some ofer them as services to other companies –
we could not find any equivalent bandit interfaces in the literature.</p>
    </sec>
    <sec id="sec-3">
      <title>3. Interface</title>
      <p>The audience of the interface are the people responsible for launching – and potentially altering –
the bandit. They need to understand not just its holistic performance, but also how each component
of the bandit contributed to that performance. One way of providing this understanding is through
comparison: supposing that component wasn’t included in the system, how much less value would the
bandit generate? In other words, what is the value gained by the inclusion of that component.</p>
      <p>To this end, we introduce the value gain metric – an estimate of the value of the production bandit,
with respect to a simpler one in which certain components are ablated. Below, we define this metric in
its general form. We then describe the interface itself in detail – considering as a prototypical example
a use-case in which a mobile game wishes to increase dollars spent on in-app purchases. Although we
consider this example for the purposes of the paper, the interface applies equally well to any use-case
served by a contextual bandit.</p>
      <sec id="sec-3-1">
        <title>3.1. Value gain</title>
        <p>Let  denote the reward observed by the contextual bandit from one of its actions, and let  be the
combination of policy-and-context-model that chooses actions yielding . We can define the value of 
as</p>
        <p>= E [] .</p>
        <p>Here  is measured in the same units as the optimisation goal of the bandit. It describes, for example,
the average revenue per user achieved by the bandit.</p>
        <p>This policy-and-context-model  comprises multiple elements: the choice of exploration agent; the
ifelds introduced to represent user context; the arms selected for inclusion in the bandit. Each of these
individual components contributes to the value of the overall system. We attempt to measure that
contribution through ablation. This is the principle behind the value gain metric.</p>
        <p>Suppose we had an alternative policy-and-context-model  . And further suppose that  is equivalent
to  in all but some elements (which we’ll denote as  ) – ie, its components are a subset of those present
in  . We define the value gain – the gain in value produced by those missing elements – as being given
by</p>
        <p>( ) =  −  = E [] − E [] .</p>
        <p>It is impractical to calculate online  across the range of elements in which we might be interested.
Doing so would require diverting a large proportion of trafic to alternative assignment algorithms,
reducing the volume of data from which the main policy can learn and exposing multiple users to a
potentially inferior bandit. Instead, we use methods introduced in the of-policy evaluation literature
[28, 29]. Although these methods are not perfect, they nonetheless represent the gold standard by
which bandit policies are evaluated ofline.</p>
        <p>In practice any of-policy estimator can be used. To make concrete the ideas within this paper, we
consider the inverse-propensity score estimator [28]. It estimates  as
 = 1 ∑︁  (|)
 =1  (|)
(),
where the functions in the fraction represent the probability of assigning arm  to context  for the
ablated and actual policy respectively.</p>
        <p>For example: suppose an e-commerce website launched a bandit to improve conversion rate on its
landing page, by launching diferent variants of its home page. And suppose further that one of the
variants is the pre-existing home page, ie, the one that existed before the launch of the bandit. Here,
( ) can be used to measure the value gained from including all non-baseline arms. In this case, 
denotes the set of non-baseline arms,  is a trivial policy that assigns the baseline homepage to all
incoming trafic, and  is the contextual bandit launched by the e-commerce website. The value gain
( ) shows the extra conversion rate introduced by the bandit with respect to the original baseline
experience.</p>
      </sec>
      <sec id="sec-3-2">
        <title>3.2. User interface</title>
        <p>The interface in Figure 1 comprises three main sections:
(1)
(2)
(3)
1. Top level performance: Short summary of the bandit’s overall performance. It provides an
overview that can be digested in as short a time as possible.
2. Variant performance: Description of how each arm in the bandit in the bandit is performing.</p>
        <p>It enables an operator to determine which arms performs best, and which are candidates for
removal from the system.
3. Performance per context: More granular information about the relationship between expected
performance and the diferent contexts used within the bandit. It provides further understanding
of the way in which the bandit is personalising the underlying experience.</p>
        <sec id="sec-3-2-1">
          <title>3.2.1. Top level performance</title>
          <p>The top level performance section presents three distinct metrics:
1. Uplift vs original ofer : What is the percentage increase provided by the bandit on the goal metric,
when compared to a baseline arm?
2. Players: How many people have been exposed to the bandit so far?
3. Dollars spent per player: What is the performance of the bandit on its revenue-maximising goal
metric so far?</p>
          <p>The metrics are explicitly presented in order of importance. First, how much value is the bandit
adding its use-case? Second, is it reaching a suficiently large population? Third, what is its average
performance?</p>
          <p>The first metric is based of the previously defined value gain. Here, we assume that one of the arms
can be considered as a “baseline” – it is the arm that would be shown to all trafic, if the recommendation
policy was not in use. In this case, we show how the policy performs relative to another one that
contains only that baseline arm. Following the notation above – and assuming the production policy
comprises the set of arms  ∈ , we calculate ( ) for
 = { ∈  :  ̸= baseline} ,
(4)
ie, the counterfactual policy contains only the baseline arm baseline.</p>
          <p>Players and Dollars spent per player are calculated directly from logged assignment and rewards data.</p>
        </sec>
        <sec id="sec-3-2-2">
          <title>3.2.2. Variant performance</title>
          <p>The variant performance table shows arm-level information. It is a table comprising one row per arm
and four columns. One of the columns describes the arm itself (with a name or other distinguishing
information), the other three summarise performance information about that arm.</p>
          <p>The first metric column – Dollars spent – shows both (A) the expected performance of the arm for
all people exposed to the bandit, as well as (B) a range of potential performance values. We calculate
the expectation and range by first estimating for a given its reward across all players. Then, on that
distribution of estimates, we compute three summary statistics: the mean, and the 10th and 90th
percentiles.</p>
          <p>The second column is Expected benefit (Dollars spent) . It measures the achieved value that can be
attributed to the arm in question. We again use value gain to evaluate this quantity. In this instance, we
compare the production policy to a counterfactual one whose ablated element is  = , where  is
the arm being measured. Take variant $0.99 as an example. It has an expected benefit of +0.17. This
means the bandit gains 17 cents more per user thanks to its ability to show this arm.</p>
          <p>The third column shows the proportion of contexts for which that arm was displayed to users.</p>
        </sec>
        <sec id="sec-3-2-3">
          <title>3.2.3. Performance per context</title>
          <p>The performance per context component contains two visualizations. The first is a radar chart in which
a circle is split into multiple segments, with each segment representing a single arm. Dots are plotted on
to the segments. Each dot represents a distinct context vector encountered by the bandit. The dots are
placed into the segment corresponding to the expected best arm for that context vector. Their distance
from the chart’s origin is defined by the relative uplift of that arm compared to the original ofer. We
again use the value gain to calculate this distance.</p>
          <p>The second visualisation is a bar chart shows the value gain attributable to each context field. Here
we compare the production policy to a counterfactual one, in which the context field in question is
removed. Each bar hence describes how much better is the bandit thanks to the inclusion of that context
ifeld.</p>
        </sec>
      </sec>
    </sec>
    <sec id="sec-4">
      <title>4. User study</title>
      <p>To better understand the ability of our interface to meaningfully represent interpretable results from a
contextual bandit system, we conducted a user study.</p>
      <p>All interviewees quickly discerned the meaning of the top-level performance
metrics and how they would help in measuring performance.</p>
      <p>The variant performance table was the second element of the page at which
they each arrived. All three understood the dollars spent and winner frequency
columns, but needed some prompting with the latter.</p>
      <p>More dificult was the expected benefit column. Each interviewee correctly
stated it denoted the value of the variant, and that the measure was comparing
the variant to something else. No interviewee could state what that something
else was. At first, each said it might be the baseline variant before deducing
that to be impossible (as the baseline variant also had a non-zero value). Even
after extensive prompting, they couldn’t correctly define the metric.</p>
      <p>The radar chart was the last component of the page each interviewee discovered.</p>
      <p>They all found it somewhat daunting to explore at first, but quickly established
(A) what each point represented and that (B) each segment related to an
individual variant. Two of the interviewees stated the correct definition of the
dots’ placement. All three worked out how to evaluate the diferent variants
using the chart. One candidate noted the chart was pretty but potentially
superficial.</p>
      <p>Beyond the specific sub-components of the page, the three interviewees each
expressed a desire for more context beyond the base numbers shown. All
three explicitly requested information on the “significance” of the results. Two
wanted to understand the number of observations relating to each number.</p>
      <p>One interviewee requested filters to gain more granular information about the
data.</p>
      <sec id="sec-4-1">
        <title>4.1. Format</title>
        <p>As in [31] and [36], we performed a qualitative evaluation built of deep-dive interviews with candidates
who would use this system as part of their daily workload. The interviews each took forty-five minutes.
We started with a short explanation of how contextual bandits work, to ensure candidates had suficient
familiarity with the topic. Interviewees were then encouraged to explore the UI on their own and,
whenever they focused on a specific component, they were asked to explain their perception of what it
meant.</p>
        <p>During the self-guided exploration, we also asked each interviewee the following specific
knowledgebased questions to probe the extent of their ability to correctly interpret the bandit using the interface:</p>
        <p>All interviewees correctly stated the bandit provided value above the baseline.</p>
        <p>They relied only on the top-left uplift metric to make this point. When asked
whether they’d let the bandit continue running, all three replied yes. They
again depended on the top-left uplift metric.</p>
        <p>All three interviewees could reason about which variants were
worseperforming. They used a combination of the winner frequency, the radar
chart and the expected benefit to answer – with no clear preference among
these elements. They all determined a best set of variants ($2.99 and $9.99)
using the same elements. None tried to contrast the quality of these two variants
(using the expected benefit column and winner frequency, for example).</p>
        <p>Two interviewees used the context contribution chart to reason that removing
poor-performing context fields would improve the bandit (by avoiding
opportunity cost and/or simplifying the system). One interviewee couldn’t reason
efectively about which contexts best contributed to the bandit. They instead
lent on their practical experience (of user behaviour in diferent countries).</p>
        <p>They didn’t try to use the context contribution chart for their answer.
• Bandit value: How is the bandit performing compared to a default experience? When do you
think the optimization would/should stop?
• Variant performance: What are the best / worst performing variants? Why? Given the
information presented, would you intervene to change anything about the variants? If so, what
changes would you make?
• Context contribution: Given the information presented, would you intervene to change
anything about the context fields being used? If so, what changes would you make?</p>
      </sec>
      <sec id="sec-4-2">
        <title>4.2. Results</title>
        <p>We conducted three such deep-dive interviews in total. Each interviewee was a marketing professional
who would be the person responsible for interpreting bandit choices and outcomes to make operational
decisions. All of them had extensive experience with A/B testing, but little practical background usage
of a contextual bandit. Each interviewee was shown the interface as depicted in Figure 1. Results from
the self-guided exploration and knowledge-based questions are summarised in Tables 1 and 2.</p>
      </sec>
    </sec>
    <sec id="sec-5">
      <title>5. Conclusions</title>
      <sec id="sec-5-1">
        <title>5.1. Guiding principles</title>
        <p>We have presented a visual interface to explain the workings of an in-operation contextual bandit
system, built using novel metrics underpinned by methods from of-policy evaluation.</p>
        <p>Through this exercise, we can identify a number of broad, guiding principles to inform the useful
design of a similar interfaces in future. These principles are outlined in Table 3. Future researchers and
practitioners should use them to help direct their own design processes.</p>
        <p>Of these, the two most crucial are the complementary pair: Feel empowered to use technical tools /
Use clear non-technical language. In the context of machine learning and recommender systems, the
most insightful metrics can be simple to understand but inherently complicated to calculate. If they
add the most value – use them. For example, we introduced ideas from of-policy evaluation to our
dashboard. Despite their relevance, of-policy evaluation is not particularly well-known outside the
machine learning and statistics community. As we built the interface, we held concerns internally that
our audience might feel uncomfortable with these metrics, and not trust them suficiently. However
none of our interviewees raised a problem.
Sometimes the most relevant metrics are highly technical. Don’t shy from their
usage. We used techniques from of-policy evaluation, an alien field to our
interviewees. No one raised a concern; our candidates trusted and accepted
the information we shared.</p>
        <p>Describe results in a way the audience can easily reason about. We named one
column “expected benefit”, as it related to statistical expectation and indirectly
conveyed meaning. The title made sense to us as statisticians; our interviewees
didn’t get it. By contrast, all candidates understood “uplift vs original”.</p>
        <p>Diferent results exist within the hierarchy of complexity in a recommender
system. Carefully consider what to show and when. Our interviewees could
digest our most complex visualisation – an information-dense radar chart –
precisely because they’d been carefully shown simpler results earlier on.</p>
        <p>A repeated criticism of our interface was a lack of statistical significance or
volume information. People couldn’t reason about the importance of the
results they were seeing. Providing contextual information of this sort enables
operators to respond proportionately to insights.</p>
        <p>Fundamentally, insights are useful only if they lead to decision-making.
Consider what will guide choices, and present it in complementary formats where
useful. Our interviewees successfully answered our task questions by
combining multiple elements of our interface. It was this action-oriented approach
they praised most.</p>
        <p>To caveat the above point, its important to consider the audience that will read the results. Think
about the implication the statistical machinery conveys, then use that as the description of the metric.
Don’t blindly use the jargon term that aligns best with the literature if an end-user will not understand
its meaning – an error we made in our design.</p>
      </sec>
      <sec id="sec-5-2">
        <title>5.2. Future work</title>
        <p>In this paper, we explore ideas and designs to enable the useful interpretation of a single contextual
bandit system containing a (relatively) limited number of meaningful options. Relaxing these two
constraints – interpreting only a single bandit, and considering a much wider set of options – would
require additional design considerations.</p>
        <p>Take multiple bandits: our explorations here relate to providing a deep-dive on a narrow, single
optimisation. This necessitates an abundance of information that becomes hard to parse when multiplied
across use-cases. This is what would be found in practice – one bandit managing a search experience,
another bandit the delivery of product details, and a third bandit the creatives to display. We’ve so
far considered an initial solution of surfacing a single key metric for each bandit (the uplift vs original
ofer metric). Future research could improve on this by (A) more robustly determining which metric
is the most salient to display, (B) ascertaining how to usefully triage among running bandits and (C)
explaining the health of all systems in parallel.</p>
        <p>Considering a much wider number of arms is another interesting technical challenge. Components
we’ve introduced here – the radar chart, the table of performance per variant – do not naturally extend
to the case where there is more than, say, twenty options. But modern contextual bandit systems,
particularly with the advent of generative AI, can be easily designed to have much larger numbers of
meaningful variants. Conveying information from across a multitude of potentially difering variants is
something we hope to consider in future work.
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