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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…

Data Structures and Algorithms · Computer Science 2015-03-17 Sudipto Guha , Kamesh Munagala , Martin Pal

The multi-armed bandit (MAB) models have attracted significant research attention due to their applicability and effectiveness in various real-world scenarios such as resource allocation, online advertising, and dynamic pricing. As an…

Machine Learning · Computer Science 2024-02-13 Yandi Li , Jianxiong Guo , Yupeng Li , Tian Wang , Weijia Jia

Equitably allocating limited resources in high-stakes domains-such as education, employment, and healthcare-requires balancing short-term utility with long-term impact, while accounting for delayed outcomes, hidden heterogeneity, and…

Artificial Intelligence · Computer Science 2025-11-17 Mohammadsina Almasi , Hadis Anahideh

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

We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…

Machine Learning · Computer Science 2021-05-11 Jinhang Zuo , Carlee Joe-Wong

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…

Machine Learning · Statistics 2019-09-06 Sakshi Arya , Yuhong Yang

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

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…

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,…

Machine Learning · Computer Science 2021-06-07 Tal Lancewicki , Shahar Segal , Tomer Koren , Yishay Mansour

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 stochastic combinatorial semi-bandit problem with unrestricted feedback delays under merit-based fairness constraints. This is motivated by applications such as crowdsourcing, and online advertising, where immediate feedback is…

Machine Learning · Computer Science 2024-07-30 Ziqun Chen , Kechao Cai , Zhuoyue Chen , Jinbei Zhang , John C. S. Lui

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 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…

Machine Learning · Statistics 2018-06-14 Ciara Pike-Burke , Shipra Agrawal , Csaba Szepesvari , Steffen Grunewalder

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…

Machine Learning · Computer Science 2020-07-21 Djallel Bouneffouf , Sohini Upadhyay , Yasaman Khazaeni

This paper addresses the problem of unknown delays in adversarial multi-armed bandit (MAB) with multiple play. Existing work on similar game setting focused on only the case where the learner selects an arm in each round. However, there are…

Machine Learning · Computer Science 2020-10-02 Olusola T. Odeyomi

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

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

Machine Learning (ML) models are increasingly used to support or substitute decision making. In applications where skilled experts are a limited resource, it is crucial to reduce their burden and automate decisions when the performance of…

Machine Learning · Computer Science 2024-10-01 Mirabel Reid , Tom Sühr , Claire Vernade , Samira Samadi

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu
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