Related papers: To update or not to update? Delayed Nonparametric …
We study a multi-armed bandit problem with covariates in a setting where there is a possible delay in observing the rewards. Under some mild assumptions on the probability distributions for the delays and using an appropriate randomization…
Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…
In a conventional contextual multi-armed bandit problem, the feedback (or reward) is immediately observable after an action. Nevertheless, delayed feedback arises in numerous real-life situations and is particularly crucial in…
Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…
In this paper, we consider online learning in generalized linear contextual bandits where rewards are not immediately observed. Instead, rewards are available to the decision-maker only after some delay, which is unknown and stochastic. We…
Bandit algorithms are guaranteed to solve diverse sequential decision-making problems, provided that a sufficient exploration budget is available. However, learning from scratch is often too costly for personalization tasks where a single…
We study the stochastic Multi-Armed Bandit (MAB) problem with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…
We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…
We consider a scenario where an agent has multiple available strategies to explore an unknown environment. For each new interaction with the environment, the agent must select which exploration strategy to use. We provide a new…
The stochastic generalised linear bandit is a well-understood model for sequential decision-making problems, with many algorithms achieving near-optimal regret guarantees under immediate feedback. However, the stringent requirement for…
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…
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…
Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…
A recent work by Schlisselberg et al. (2024) studies a delay-as-payoff model for stochastic multi-armed bandits, where the payoff (either loss or reward) is delayed for a period that is proportional to the payoff itself. While this captures…
We study a sequential resource allocation problem where a decision maker selects subsets of agents at each period to maximize overall outcomes without prior knowledge of individual-level effects. Our framework applies to settings such as…
Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…
In this paper we initiate the study of optimization of bandit type problems in scenarios where the feedback of a play is not immediately known. This arises naturally in allocation problems which have been studied extensively in the…
We study a variant of the stochastic $K$-armed bandit problem, which we call "bandits with delayed, aggregated anonymous feedback". In this problem, when the player pulls an arm, a reward is generated, however it is not immediately…
We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…
Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…