Bandits with delayed, aggregated anonymous feedback
File(s)pike-burke18a.pdf (2.14 MB)
Published version
Author(s)
Pike-Burke, C
Agrawal, S
Szepesvári, C
Grünewälder, S
Type
Conference Paper
Abstract
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 observed. Instead, at the end of each round the player observes only the sum of a number of previously generated rewards which happen to arrive in the given round. The rewards are stochastically delayed and due to the aggregated nature of the observations, the information of which arm led to a particular reward is lost. The question is what is the cost of the information loss due to this delayed, aggregated anonymous feedback? Previous works have studied bandits with stochastic, non-anonymous delays and found that the regret increases only by an additive factor relating to the expected delay. In this paper, we show that this additive regret increase can be maintained in the harder delayed, aggregated anonymous feedback setting when the expected delay (or a bound on it) is known. We provide an algorithm that matches the worst case regret of the non-anonymous problem exactly when the delays are bounded, and up to logarithmic factors or an additive variance term for unbounded delays.
Date Issued
2018-07-10
Date Acceptance
2018-07-01
Citation
Proceedings of the 35th International Conference on Machine Learning, 2018, 80, pp.4105-4113
ISBN
9781510867963
ISSN
2640-3498
Publisher
PMLR
Start Page
4105
End Page
4113
Journal / Book Title
Proceedings of the 35th International Conference on Machine Learning
Volume
80
Copyright Statement
© 2018 The Author(s). http://creativecommons.org/licenses/by/4.0
License URL
Identifier
https://icml.cc/Conferences/2018
Source
35th International Conference on Machine Learning
Publication Status
Published
Start Date
2018-07-10
Finish Date
2018-07-15
Coverage Spatial
Stockholm, Sweden
Date Publish Online
2018-07-10