Nonstochastic Multiarmed Bandits with Unrestricted Delays

NeurIPS 2019 Tobias Sommer ThuneNicolò Cesa-BianchiYevgeny Seldin

We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the $O(\sqrt{(KT + D)\ln K} )$ regret bound conjectured by Cesa-Bianchi et al. [2019] in the case of variable, but bounded delays... (read more)

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