no code implementations • 1 Jun 2023 • Ayoub Foussoul, Vineet Goyal, Orestis Papadigenopoulos, Assaf Zeevi
In a recent work, Laforgue et al. introduce the model of last switch dependent (LSD) bandits, in an attempt to capture nonstationary phenomena induced by the interaction between the player and the environment.
no code implementations • 4 Mar 2023 • Ayoub Foussoul, Vineet Goyal, Varun Gupta
In this paper, we study the MNL-Bandit problem in a non-stationary environment and present an algorithm with a worst-case expected regret of $\tilde{O}\left( \min \left\{ \sqrt{NTL}\;,\; N^{\frac{1}{3}}(\Delta_{\infty}^{K})^{\frac{1}{3}} T^{\frac{2}{3}} + \sqrt{NT}\right\}\right)$.
