Online Learning with Preference Feedback

We propose a new online learning model for learning with preference feedback. The model is especially suited for applications like web search and recommender systems, where preference data is readily available from implicit user feedback (e.g. clicks). In particular, at each time step a potentially structured object (e.g. a ranking) is presented to the user in response to a context (e.g. query), providing him or her with some unobserved amount of utility. As feedback the algorithm receives an improved object that would have provided higher utility. We propose a learning algorithm with provable regret bounds for this online learning setting and demonstrate its effectiveness on a web-search application. The new learning model also applies to many other interactive learning problems and admits several interesting extensions.