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Stochastic Multi-Armed Bandits with Unrestricted Delay Distributions

ICML 2021 · Bandits and online learning › Multi-armed bandits · approach: Optimal stochastic bandit algorithms · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use quantile-based delayed-feedback Successive Elimination rather than the prior expectation-based delay boundStochastic MAB with reward-independent delays · Reward-independent delaysexpected pseudo-regret upper bound: O(\min_{q}\{\mabregret/q + d(q)\}) vs. O(\mabregret + K\mathbb{E}[D])Helped
Use phased elimination to balance observed samples across armsSuccessive Elimination · Arm-dependent packet lossexpected pseudo-regret upper bound: O(\sum_{i\ne i^{*}}\log(T)/\Delta_{i}\cdot(1/p_i+1/p_{i^{*}})) -> O(\sum_{i\ne i^{*}}\log T/(\Delta_{i}p_{i}))Helped
Use round-robin Successive Elimination instead of UCB under fixed delaysStochastic MAB · Fixed delayexpected pseudo-regret: O(\mabregret + Kd) -> O(\mabregret + d)Helped
Use SE rather than PatientBanditsStochastic MAB with reward-independent delays · α-Pareto delaysregretHelped
Use OPSE's optimistic and pessimistic bounds to account for missing, potentially biased rewardsStochastic MAB with reward-dependent delays · Reward-dependent delaysregretHelped
Use standard SE without accounting for reward-dependent observation biasStochastic MAB · Reward-dependent delaysregretHurt
Use UCB with fixed delays instead of immediate-feedback UCBUCB · Fixed delayexpected pseudo-regret: \Omega(Kd)Hurt
Use Optimistic-UCB instead of OPSEReward-dependent delayed MAB · Reward-dependent delaysexpected pseudo-regret upper bound: O(\sum_{i\ne i^{*}}\frac{\log T}{\Delta_{i}} + \sum_{i\ne i^{*}}d_{i}(1-\Delta_{i}/4))Mixed

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