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Conventional online multi-task learning algorithms suffer from two critical limitations: 1) Heavy communication caused by delivering high velocity of sequential data to a central machine; 2) Expensive runtime complexity for building task…

Machine Learning · Statistics 2020-04-06 Peng Yang , Ping Li

We study stochastic delayed feedback in general multi-agent sequential decision making, which includes bandits, single-agent Markov decision processes (MDPs), and Markov games (MGs). We propose a novel reduction-based framework, which turns…

Machine Learning · Computer Science 2024-03-07 Yunchang Yang , Han Zhong , Tianhao Wu , Bin Liu , Liwei Wang , Simon S. Du

Alleviating the delayed feedback problem is of crucial importance for the conversion rate(CVR) prediction in online advertising. Previous delayed feedback modeling methods using an observation window to balance the trade-off between waiting…

Machine Learning · Computer Science 2022-02-16 Yu Chen , Jiaqi Jin , Hui Zhao , Pengjie Wang , Guojun Liu , Jian Xu , Bo Zheng

In display advertising, predicting the conversion rate, that is, the probability that a user takes a predefined action on an advertiser's website, such as purchasing goods is fundamental in estimating the value of displaying the…

Machine Learning · Computer Science 2020-02-07 Shota Yasui , Gota Morishita , Komei Fujita , Masashi Shibata

We propose a new best-of-both-worlds algorithm for bandits with variably delayed feedback. In contrast to prior work, which required prior knowledge of the maximal delay $d_{\mathrm{max}}$ and had a linear dependence of the regret on it,…

Machine Learning · Computer Science 2024-05-29 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

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

In this paper, we study kernelized bandits with distributed biased feedback. This problem is motivated by several real-world applications (such as dynamic pricing, cellular network configuration, and policy making), where users from a large…

Machine Learning · Computer Science 2023-02-08 Fengjiao Li , Xingyu Zhou , Bo Ji

We investigate properties of Thompson Sampling in the stochastic multi-armed bandit problem with delayed feedback. In a setting with i.i.d delays, we establish to our knowledge the first regret bounds for Thompson Sampling with arbitrary…

Machine Learning · Computer Science 2022-05-24 Han Wu , Stefan Wager

We demonstrate that time-delayed feedback control can be improved by adaptively tuning the feedback gain. This adaptive controller is applied to the stabilization of an unstable fixed point and an unstable periodic orbit embedded in a…

Adaptation and Self-Organizing Systems · Physics 2016-08-10 Judith Lehnert , Philipp Hövel , Valentin Flunkert , Peter Yu. Guzenko , Alexander L. Fradkov , Eckehard Schöll

We consider a stochastic multi-armed bandit (MAB) problem with delayed impact of actions. In our setting, actions taken in the past impact the arm rewards in the subsequent future. This delayed impact of actions is prevalent in the real…

Machine Learning · Computer Science 2021-11-02 Wei Tang , Chien-Ju Ho , Yang Liu

Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…

Machine Learning · Statistics 2015-11-04 Giuseppe Burtini , Jason Loeppky , Ramon Lawrence

We study a novel variant of the parameterized bandits problem in which the learner can observe additional auxiliary feedback that is correlated with the observed reward. The auxiliary feedback is readily available in many real-life…

Machine Learning · Computer Science 2023-11-07 Arun Verma , Zhongxiang Dai , Yao Shu , Bryan Kian Hsiang Low

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the $O(\sqrt{(KT + D)\ln K} )$ regret bound conjectured by Cesa-Bianchi et al.…

Machine Learning · Computer Science 2019-11-20 Tobias Sommer Thune , Nicolò Cesa-Bianchi , Yevgeny Seldin

In this paper, we present online algorithm called {\it Delaytron} for learning multi class classifiers using delayed bandit feedbacks. The sequence of feedback delays $\{d_t\}_{t=1}^T$ is unknown to the algorithm. At the $t$-th round, the…

Machine Learning · Computer Science 2022-05-18 Naresh Manwani , Mudit Agarwal

The performance of algorithmic decision rules is largely dependent on the quality of training datasets available to them. Biases in these datasets can raise economic and ethical concerns due to the resulting algorithms' disparate treatment…

Machine Learning · Computer Science 2025-04-14 Yifan Yang , Yang Liu , Parinaz Naghizadeh

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…

Machine Learning · Computer Science 2026-02-13 Esha Singh , Dongxia Wu , Chien-Yi Yang , Tajana Rosing , Rose Yu , Yi-An Ma

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

Machine Learning · Computer Science 2021-11-02 Nayan Saxena , Pan Chen , Emmy Liu