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Related papers: Bandit Online Learning with Unknown Delays

200 papers

We develop a reduction-based framework for online learning with delayed feedback that recovers and improves upon existing results for both first-order and bandit convex optimization. Our approach introduces a continuous-time model under…

Machine Learning · Computer Science 2026-02-04 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

This paper presents a new algorithm for neural contextual bandits (CBs) that addresses the challenge of delayed reward feedback, where the reward for a chosen action is revealed after a random, unknown delay. This scenario is common in…

Machine Learning · Computer Science 2025-04-17 Mohammadali Moghimi , Sharu Theresa Jose , Shana Moothedath

We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…

Machine Learning · Computer Science 2023-11-02 Mikhail Khodak , Ilya Osadchiy , Keegan Harris , Maria-Florina Balcan , Kfir Y. Levy , Ron Meir , Zhiwei Steven Wu

This paper considers the problem of distributed bandit online convex optimization with time-varying coupled inequality constraints. This problem can be defined as a repeated game between a group of learners and an adversary. The learners…

Optimization and Control · Mathematics 2019-12-10 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Karl H. Johansson , Tianyou Chai

Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…

Machine Learning · Computer Science 2022-06-02 Tianyi Lin , Aldo Pacchiano , Yaodong Yu , Michael I. Jordan

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

Machine Learning · Computer Science 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li

We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…

Machine Learning · Statistics 2018-04-25 Lai Wei , Vaibhav Srivastava

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Optimization and Control · Mathematics 2023-09-08 Yuanhanqing Huang , Jianghai Hu

The dueling bandit problem, an essential variation of the traditional multi-armed bandit problem, has become significantly prominent recently due to its broad applications in online advertising, recommendation systems, information…

Machine Learning · Computer Science 2025-04-08 Bongsoo Yi , Yue Kang , Yao Li

Stochastic linear bandits are a natural and well-studied model for structured exploration/exploitation problems and are widely used in applications such as online marketing and recommendation. One of the main challenges faced by…

This paper investigates the problem of combinatorial multiarmed bandits with stochastic submodular (in expectation) rewards and full-bandit delayed feedback, where the delayed feedback is assumed to be composite and anonymous. In other…

Machine Learning · Computer Science 2025-01-23 Mohammad Pedramfar , Vaneet Aggarwal

Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we…

Machine Learning · Computer Science 2020-07-07 Peng Zhao , Guanghui Wang , Lijun Zhang , Zhi-Hua Zhou

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…

Machine Learning · Computer Science 2019-03-08 Virag Shah , Jose Blanchet , Ramesh Johari

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

We study the multi-armed bandit problem with adversarially chosen delays in the Best-of-Both-Worlds (BoBW) framework, which aims to achieve near-optimal performance in both stochastic and adversarial environments. While prior work has made…

Machine Learning · Computer Science 2025-10-21 Ofir Schlisselberg , Tal Lancewicki , Peter Auer , Yishay Mansour

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample…