How to do warm start and use vowpal wabbit for contextual bandits

Question

I wanted to implement contextual bandits in vowpal wabbit. I wanted to use it for an email campaign (new) which have 5 different variants of emails. I have historical data of the past email campaigns (1 AB test with 2 email variants and 1 email variant with 100% rollout campaign). The email variants in the historical data are different to the ones in the new campaign that I wanted to use contextual bandits on. Also, I am using some 2 to 3 basic features as context (like 'user tenure' etc.). Also, there are no email dependent features that can be used.

1. Given the above set up is there a way (new campaign email variants different to the variants in historical data) to warm start the vowpal wabbit model with the historical data or will warm starting with the historical data in this case even help ?
2. Can I use cb_explore_adf for this usecase, even though I don't have any action dependent features.
3. What would be best option of cb type and cb explore (vowapl wabbit algorithms for model and exploration) to use for this case

Answer 1

Hi @tjt there are some contextual bandit related tutorials on the vowpal wabbit website here