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Related papers: Lipschitz Bandits with Stochastic Delayed Feedback

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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

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

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…

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 Lipschitz bandit problem, where a learner sequentially maximizes an unknown Lipschitz function $f$ over a domain $\mathcal{X} \subset [0,1]^d$ using noisy pointwise evaluations. Existing regret bounds are either worst-case,…

Machine Learning · Statistics 2026-05-29 Marius Potfer , Vianney Perchet

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

The Lipschitz bandit is a key variant of stochastic bandit problems where the expected reward function satisfies a Lipschitz condition with respect to an arm metric space. With its wide-ranging practical applications, various Lipschitz…

Machine Learning · Computer Science 2025-11-25 Bongsoo Yi , Yue Kang , Yao Li

We consider the setting of stochastic bandit problems with a continuum of arms. We first point out that the strategies considered so far in the literature only provided theoretical guarantees of the form: given some tuning parameters, the…

Statistics Theory · Mathematics 2011-07-18 Sébastien Bubeck , Gilles Stoltz , Jia Yuan Yu

In this paper, we study Lipschitz bandit problems with batched feedback, where the expected reward is Lipschitz and the reward observations are communicated to the player in batches. We introduce a novel landscape-aware algorithm, called…

Machine Learning · Computer Science 2023-10-31 Yasong Feng , Zengfeng Huang , Tianyu Wang

We consider stochastic multi-armed bandit problems where the expected reward is a Lipschitz function of the arm, and where the set of arms is either discrete or continuous. For discrete Lipschitz bandits, we derive asymptotic problem…

Machine Learning · Computer Science 2014-05-20 Stefan Magureanu , Richard Combes , Alexandre Proutiere

We study the problem of non-stationary Lipschitz bandits, where the number of actions is infinite and the reward function, satisfying a Lipschitz assumption, can change arbitrarily over time. We design an algorithm that adaptively tracks…

Machine Learning · Statistics 2025-10-23 Nicolas Nguyen , Solenne Gaucher , Claire Vernade

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…

Machine Learning · Computer Science 2022-07-01 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

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

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

Lipschitz bandits is a prominent version of multi-armed bandits that studies large, structured action spaces such as the $[0,1]$ interval, where similar actions are guaranteed to have similar rewards. A central theme here is the adaptive…

Machine Learning · Computer Science 2025-06-13 Chara Podimata , Aleksandrs Slivkins

We study for the first time, stochastic dueling bandits over continuous action spaces with Lipschitz structure, where feedback is purely comparative. While dueling bandits and Lipschitz bandits have been studied separately, their…

Machine Learning · Computer Science 2026-04-02 Mudit Sharma , Shweta Jain , Vaneet Aggarwal , Ganesh Ghalme

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Machine Learning · Computer Science 2022-11-16 Jiabin Lin , Shana Moothedath

We study nonstochastic bandits and experts in a delayed setting where delays depend on both time and arms. While the setting in which delays only depend on time has been extensively studied, the arm-dependent delay setting better captures…

Machine Learning · Computer Science 2021-12-22 Dirk van der Hoeven , Nicolò Cesa-Bianchi

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…

Machine Learning · Computer Science 2025-01-15 Kelly W. Zhang , Thomas Baldwin-McDonald , Kamil Ciosek , Lucas Maystre , Daniel Russo

Lipschitz bandit is a variant of stochastic bandits that deals with a continuous arm set defined on a metric space, where the reward function is subject to a Lipschitz constraint. In this paper, we introduce a new problem of Lipschitz…

Machine Learning · Computer Science 2023-10-10 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee
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