Non-Stationary Bandits with Intermediate Observations

Part of Proceedings of the International Conference on Machine Learning 1 pre-proceedings (ICML 2020)

Bibtex »Metadata »Paper »Supplemental »

Bibtek download is not availble in the pre-proceeding


Authors

Claire Vernade, András György, Timothy Mann

Abstract

Online recommender systems often face long delays in receiving feedback, especially when optimizing for some long-term metrics. While mitigating the effects of delays in learning is well-understood in stationary environments, the problem becomes much more challenging when the environment changes. In fact, if the timescale of the change is comparable to the delay, it is impossible to learn about the environment, since the available observations are already obsolete. However, the arising issues can be addressed if intermediate signals are available without delay, such that given those signals, the long-term behavior of the system is stationary. To model this situation, we introduce the problem of stochastic, non-stationary, delayed bandits with intermediate observations. We develop a computationally efficient algorithm based on $\UCRL$, and prove sublinear regret guarantees for its performance. Experimental results demonstrate that our method is able to learn in non-stationary delayed environments where existing methods fail.