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Banker Online Mirror Descent: A Universal Approach for Delayed Online Bandit Learning

ICML 2023 · Bandits and online learning › Online convex optimization and games · approach: Online learning with feedback graphs · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the Banker-OMD framework (multiple savings plus investment on default action) instead of vanilla OMD for delayed banditsdelayed adversarial MAB · delayed adversarial MABregret boundHelped
Tune action scales with delay-aware schedule σ_t=(1/√t + d_t√(ln(D_t+1)/D_t))^{-1}Banker-OMD · delayed adversarial MABregret boundNo clear effect
Adding a log-barrier regularizer (Banker-SFLBINF) instead of 1/2-Tsallis for general-sign lossesdelayed scale-free MAB · delayed scale-free adversarial MAB with general lossesregret boundHelped
Doubling trick on unknown loss range L with skipping of rounds whose feedback exceeds the estimate (ablation)Banker-SFTINF · delayed scale-free adversarial MABregret boundHelped
Plug BOLO (self-concordant barrier) into Banker-OMD to handle arbitrary delaysadversarial linear bandit · delayed adversarial linear banditregret boundHelped
Adding the Banker-OMD scale-free learning rates for non-delayed adversarial MAB (Banker-SFLBINF with D=0)non-delayed scale-free adversarial MAB · non-delayed scale-free adversarial MABregret boundHelped

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