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Related papers: Delay as Payoff in MAB

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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

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…

Machine Learning · Computer Science 2025-02-21 Mengxiao Zhang , Yingfei Wang , Haipeng Luo

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

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

Stochastic multi-armed bandit (MAB) mechanisms are widely used in sponsored search auctions, crowdsourcing, online procurement, etc. Existing stochastic MAB mechanisms with a deterministic payment rule, proposed in the literature,…

Computer Science and Game Theory · Computer Science 2020-06-01 Divya Padmanabhan , Satyanath Bhat , Prabuchandran K. J. , Shirish Shevade , Y. Narahari

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 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

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

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…

Machine Learning · Computer Science 2023-04-12 Benjamin Howson , Ciara Pike-Burke , Sarah Filippi

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 study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

Machine Learning · Statistics 2022-11-16 Guanhua Fang , Ping Li , Gennady Samorodnitsky

We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

Machine Learning · Statistics 2018-12-14 Lai Wei , Vaibhav Srivastava

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

We consider the adversarial multi-armed bandit problem under delayed feedback. We analyze variants of the Exp3 algorithm that tune their step-size using only information (about the losses and delays) available at the time of the decisions,…

Machine Learning · Computer Science 2020-10-14 András György , Pooria Joulani

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

Machine Learning · Computer Science 2021-01-25 Lai Wei , Vaibhav Srivastava

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

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

Machine Learning · Computer Science 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

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

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

Machine Learning · Computer Science 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff
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