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

Many recommender services repeatedly encounter cold-start cohorts, where new users arrive with little or no interaction history. This creates two challenges: learning user preferences quickly from limited feedback and sustaining useful recommendations when each user has a finite catalog that can become repetitive or depleted over time. We propose CohortMix-TS, a warm-started mixture bandit that learns latent user groups from earlier cohorts and uses available metadata to construct group-informed priors for new users. Starting from these fixed priors, the model personalizes independently as feedback from each user becomes available. Session slates combine Thompson sampling with diversity and inventory-depletion controls. We evaluate CohortMix-TS through simulation, semi-synthetic experiments, and a 25-day randomized in-the-wild deployment with 713 registered participants in a Campus Games quiz application. Our evaluations show that cross-cohort transfer improves early recommendation quality and user-level regret, while inventory-aware slate construction helps prevent premature exhaustion of preferred items. In the field deployment, treatment users also showed a larger early-to-late change in correctness than users receiving random recommendations. Together, these results show how warm-start transfer and inventory-aware recommendations can support personalization for short-lived, repeatedly cold-starting cohorts.