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Related papers: Multiarmed Bandit Problems with Delayed Feedback

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Consider a multi-phase project management problem where the decision maker needs to deal with two issues: (a) how to allocate resources to projects within each phase, and (b) when to enter the next phase, so that the total expected reward…

Statistics Theory · Mathematics 2007-06-13 Hock Peng Chan , Cheng-Der Fuh , Inchi Hu

Significant work has been recently dedicated to the stochastic delayed bandit setting because of its relevance in applications. The applicability of existing algorithms is however restricted by the fact that strong assumptions are often…

Machine Learning · Statistics 2020-06-19 Anne Gael Manegueu , Claire Vernade , Alexandra Carpentier , Michal Valko

This paper proposes a variant of multiple-play stochastic bandits tailored to resource allocation problems arising from LLM applications, edge intelligence, etc. The model is composed of $M$ arms and $K$ plays. Each arm has a stochastic…

Artificial Intelligence · Computer Science 2025-12-29 Hong Xie , Haoran Gu , Yanying Huang , Tao Tan , Defu Lian

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

Machine Learning · Computer Science 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

In this paper, we consider several finite-horizon Bayesian multi-armed bandit problems with side constraints which are computationally intractable (NP-Hard) and for which no optimal (or near optimal) algorithms are known to exist with…

Data Structures and Algorithms · Computer Science 2013-07-18 Sudipto Guha , Kamesh Munagala

This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…

Machine Learning · Computer Science 2017-10-10 T. W. U. Madhushani , D. H. S. Maithripala , N. E. Leonard

We study nonstochastic bandits and experts in a delayed setting where delays depend on both time and arms. While the setting in which delays only depend on time has been extensively studied, the arm-dependent delay setting better captures…

Machine Learning · Computer Science 2021-12-22 Dirk van der Hoeven , Nicolò Cesa-Bianchi

Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

Machine Learning · Statistics 2020-12-08 Leonardo Cella , Claudio Gentile , Massimiliano Pontil

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

Research on the multi-armed bandit problem has studied the trade-off of exploration and exploitation in depth. However, there are numerous applications where the cardinal absolute-valued feedback model (e.g. ratings from one to five) is not…

Machine Learning · Computer Science 2018-12-12 Lennard Hilgendorf

Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…

Machine Learning · Computer Science 2012-11-06 Sébastien Bubeck , Nicolò Cesa-Bianchi

We study a $K$-armed bandit with delayed feedback and intermediate observations. We consider a model where intermediate observations have a form of a finite state, which is observed immediately after taking an action, whereas the loss is…

Machine Learning · Computer Science 2023-05-31 Emmanuel Esposito , Saeed Masoudian , Hao Qiu , Dirk van der Hoeven , Nicolò Cesa-Bianchi , Yevgeny Seldin

Sequential decision-making under uncertainty is often associated with long feedback delays. Such delays degrade the performance of the learning agent in identifying a subset of arms with the optimal collective reward in the long run. This…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Setareh Maghsudi

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

Machine Learning · Statistics 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

Conducting experiments with objectives that take significant delays to materialize (e.g. conversions, add-to-cart events, etc.) is challenging. Although the classical "split sample testing" is still valid for the delayed feedback, the…

Information Retrieval · Computer Science 2022-02-03 Zenan Wang , Carlos Carrion , Xiliang Lin , Fuhua Ji , Yongjun Bao , Weipeng Yan

We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the…

Machine Learning · Computer Science 2021-04-14 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

We propose a new sequential decision-making setting, combining key aspects of two established online learning problems with bandit feedback. The optimal action to play at any given moment is contingent on an underlying changing state which…

Machine Learning · Computer Science 2023-11-07 Alexander Galozy , Slawomir Nowaczyk , Mattias Ohlsson

We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

Machine Learning · Computer Science 2025-08-04 Robin Schmucker , Nimish Pachapurkar , Shanmuga Bala , Miral Shah , Tom Mitchell

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner