Simple regret bound for online optimization with adversarial delays.
problem Online strongly-convex optimization with adversarial delays.
method Online Gradient Descent algorithm with a specific regret bound.
result Simple regret bound of \Oh{\sum_{t=1}^T \log (1+ \frac{d_t}{t})}
Banker-OMD improves online learning with delayed feedback.
problem Handling delayed feedback in online learning.
method Generalized Online Mirror Descent (OMD) framework.
result Achieves nearly-optimal performance in three bandit scenarios.
Improved algorithm for bandits with delayed feedback, combining adversarial and stochastic performance.
problem Adversarial and stochastic multiarmed bandits with delayed feedback.
method Modified Zimmert and Seldin's algorithm with near-optimal regret guarantees.
result Near-optimal regret guarantees in both adversarial and stochastic settings.
Study non-oblivious adversarial bandits with delayed feedback and propose algorithms with improved regret bounds.
problem Adversarial bandit problem with delayed, composite anonymous feedback.
method Propose wrapper algorithm for non-oblivious delay setting, achieving o ( T ) o(T) o ( T ) policy regret. result Achieve o ( T ) o(T) o ( T ) policy regret for many adversarial bandit problems with bounded memory loss sequences. New algorithm reduces regret in adversarial bandits with arbitrary delays.
problem Optimal decision-making in multi-armed bandits with unpredictable delays.
method Hybrid regularizer in FTRL framework, refined tuning.
result Achieves optimal regret bounds with no prior delay knowledge.
Adapts Exp3 to adversarial bandits with delays and data.
problem Adversarial multi-armed bandits with delayed feedback.
method Tuned Exp3 variants with step-size adaptation and implicit exploration.
result Optimal regret bounds of log ( K ) ( T K + D ) \sqrt{\log(K)(TK + D)} log ( K ) ( T K + D ) with high probability. Proposes DEXP3.M for unknown delay in multi-arm bandit with multiple play.
problem Unknown delays in adversarial multi-armed bandit with multiple play.
method DEXP3.M algorithm addressing the challenge of associating feedback losses to arms.
result Regret bound is only slightly worse than single play setting.
Develops hedging algorithm for online expert weight allocation with delayed feedback.
problem Adaptive hedging strategies for online expert weight allocation with delayed feedback.
method General Hedging algorithm G \mathcal{G} G based on exponential reweighing of experts' losses. result Proves adversarial loss bounds for the General Hedging algorithm G \mathcal{G} G in the delayed feedback setting. GASIL encourages agents to imitate past good trajectories in reinforcement learning.
problem Long-term credit assignment in sparse and delayed reward environments.
method Generative Adversarial Imitation Learning (GASIL) framework.
result GASIL improves performance in reinforcement learning tasks with delayed rewards.
New algorithm tackles multi-armed bandit with arbitrary delays and general bounded losses.
problem Scale-free adversarial multi-armed bandit with arbitrary feedback delays.
method SFD-INF combines convex combination trick and doubling/skipping technique.
result Achieves adaptive regret bounds for non-negative and general scale-free losses.
Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect of delay on the regret of online learning algorithms. Somewhat surprisingly, it t…
Predicting delayed outcomes in recommender systems using proxies.
problem Predicting delayed outcomes in recommender systems.
method Formalized as adversarial, delayed online learning problem; proposed Factored Forecaster (FF) and Residual Factored Forecaster (RFF) neural network architectures.
result Residual Factored Forecaster (RFF) outperforms direct forecaster and Factored Forecaster (FF) in predicting human behavior.
A system estimates delayed context for online scoring using convex optimization.
problem Estimating agent scores with delayed context information.
method Online convex game between agent and system; leveraging correlation function.
result Error in score estimate is small if online convex game has low regret.
New algorithm achieves logarithmic regret for adversarial online control.
problem Online linear-quadratic control in systems with adversarial disturbances.
method Characterization of optimal offline control law, reduced to online learning with approximate advantage functions.
result First algorithm with logarithmic regret for arbitrary adversarial disturbance sequences.
Study cooperative bandit learning with imperfect communication, achieving near-optimal performance.
problem Real-world distributed decision-making with imperfect communication.
method Proposed decentralized algorithms for three communication scenarios: stochastic networks, random delays, and adversarially corrupted rewards.
result Achieved competitive performance and near-optimal guarantees on group regret.
Black-box attacks on RL agents using temporal information.
problem Vulnerability of RL agents to adversarial samples.
method Sequence-to-sequence models for predicting future actions.
result Adversarial samples can trigger RL agents to misbehave after a delay.
Machine learning-based IDSs in ICS are vulnerable to adversarial attacks that can bypass them.
problem Adversarial attacks on machine learning-based IDSs in ICS can lead to undetected cyber attacks.
method Used Jacobian-based Saliency Map attack to generate adversarial samples and explored adversarial training to improve model robustness.
result Classification performance of supervised models decreased by 16-20 percentage points with adversarial samples, but improved with adversarial training.
The paper detects adversarial examples in LECs for regression in CPS using variational autoencoder.
problem Detecting adversarial examples in learning-enabled cyber-physical systems (CPS).
method Inductive conformal prediction using a variational autoencoder regression model.
result The method effectively detects adversarial examples with a short delay in an emergency braking system simulation.
Develops a stochastic approach to financial market delays.
problem Modeling delays in financial markets with multiple assets.
method Introduces a general stochastic framework for information and order execution delays.
result Delayed markets maintain fundamental asset pricing theorems and no asymptotic free lunch condition.
Paper tackles action delays in reinforcement learning, proposing a delay-aware framework.
problem Action delays degrade reinforcement learning performance in real-world systems.
method Formal definition of delay-aware MDP, transformation into standard MDP with augmented states, delay-aware model-based reinforcement learning framework.
result Proposed framework is more efficient in training and transferable between systems with various delay durations.
New algorithm tackles delayed feedback in Lipschitz bandits with sublinear regret.
problem Delayed feedback in Lipschitz bandits.
method Design of algorithms for bounded and unbounded stochastic delays.
result Sublinear regret guarantees for both bounded and unbounded delays.
New method for distributed online learning with communication constraints reduces joint regret.
problem Joint regret minimization in a distributed online learning setting with communication constraints.
method Adaptive graph partitioning and comparator-adaptive online convex optimization with delayed gradient information.
result Optimal graph partition selection for adversarial activations and gradients reduces joint regret.
New algorithms ensure fair selection in combinatorial semi-bandit with unrestricted delays.
problem Fair selection in stochastic combinatorial semi-bandit with delayed feedback.
method Introduced merit-based fairness constraints and new bandit algorithms for reward and fairness.
result Achieved sublinear expected reward and fairness regrets with dependence on delay distribution quantiles.
Hierarchical GANs reduce anomaly detection costs.
problem Balancing anomaly detection accuracy and sampling costs.
method Hierarchical GANs for nonuniform sampling and buffer zones.
result Proposed GAN-based detector outperforms baseline in detection delay and average cost of error.
New algorithm handles delayed feedback robustly, reducing regret without knowing delay bounds.
problem Bandits with variably delayed feedback, especially excessive delays.
method Implicit exploration scheme, adaptive skipping, drifted regret control.
result Can tolerate arbitrary excessive delays up to order T, reducing regret.
Proposes a nonparametric model for predicting conversion rates with delayed feedback.
problem Predicting conversion rates with time delays and unknown distribution.
method Nonparametric delayed feedback model without assuming a specific distribution.
result The proposed model outperforms existing methods in conversion rate prediction.
Gradient descent with delayed updates converges faster with noise, even when delays are significant.
problem Analyzing convergence of gradient descent with delayed gradients and stochastic noise.
method Novel technique using generating functions for convergence analysis.
result Convergence bounds show that stochastic noise mitigates the negative effects of delays, improving performance.
New algorithm for multiarmed bandits with variable, unbounded delays achieves similar regret bounds.
problem Variable, unbounded delays in multiarmed bandits.
method Introduces a new algorithm that skips rounds with excessively large delays and uses a doubling scheme.
result Achieves the same regret bound as Exp3 with variable, unbounded delays.
Paper tackles delays in multi-agent reinforcement learning, improving performance.
problem Challenges in reinforcement learning due to delays in real-world systems.
method Proposes a novel framework for multi-agent reinforcement learning with delays, using Delay-Aware Markov Games and centralized-decentralized training.
result Demonstrates significant improvement in performance with delay-aware multi-agent reinforcement learning.
Derives a Feynman-Kac formula for a fixed delay CIR model.
problem Modeling financial processes with fixed delay.
method Proves existence and uniqueness of a strong solution for a specific SDDE.
result Derives a Feynman-Kac type formula leading to an affine bond pricing formula.
New bandit problem with delayed, aggregated feedback analyzed.
problem Stochastic K K K -armed bandit problem with delayed, aggregated anonymous feedback. method Developed algorithm matching worst case regret of non-anonymous problem.
result Regret increase can be maintained in the harder delayed, aggregated anonymous feedback setting.
Study on synchronization in financial markets with time delays.
problem Understanding market dynamics and synchronization in financial systems with time delays.
method Examined a system of coupled non-linear delay-differential equations, linearized for small delays, and analyzed collective dynamics using bifurcation diagrams and numerical solutions.
result Demonstrated that limit cycles can be maintained in coupled N-asset models with appropriate parameterization, leading to market synchronization.
BayTiDe discovers time-delayed differential equations from noisy data.
problem Discovering time-delayed differential equations from data with large delays and noise.
method Bayesian inference with a sparsity-promoting prior.
result BayTiDe accurately identifies time-delayed differential equations with accuracy proportional to data resolution.
New algorithm tackles stochastic bandits with varying arm-dependent delays.
problem Applying existing algorithms to stochastic delayed bandit settings is restricted by strong assumptions on delay distributions.
method Proposes a simple UCB-based algorithm called PatientBandits that weakens assumptions on delay distributions.
result Provides bounds on regret and performance lower bounds for the PatientBandits algorithm.
Model analyzes how delayed information impacts option pricing.
problem Effects of delayed information on option pricing.
method Binomial model, closed form formula for convex contingent claims, convergence analysis.
result Delayed information exaggerates the volatility smile.
TSMB handles time delays in multivariate time series data.
problem Varying time delays in multivariate time series data complicate predictions.
method Time Series Model Bootstrap (TSMB) framework for nonparametric time delay estimation.
result TSMB improves model performance in dynamic data environments.
Delayed-RNN approximates stacked and bidirectional RNNs.
problem Improving RNN expressiveness and representational capacity.
method Weight-constrained delayed-RNN, equivalent to stacked-RNNs, with partial acausality.
result Delayed-RNN can approximate stacked and bidirectional RNNs, outperforming them in some tasks.
New algorithm reduces regret in delayed feedback generalised linear bandits.
problem Regret in delayed feedback generalised linear bandits.
method Adaptation of optimistic algorithm to delayed feedback.
result Achieves a regret bound independent of the horizon's delay penalty.
Capacity-Constrained Online Convex Optimization with Delayed Feedback
problem Online learning with delayed feedback under a hard capacity constraint
method Reduction to a delayed and weighted OCO problem using a scheduler
result First regret guarantees for capacity-constrained OCO under convex and strongly convex losses
New algorithm tackles non-stationary delayed feedback in recommender systems.
problem Challenges in learning from delayed feedback in non-stationary environments.
method Developed a UCRL-based algorithm for non-stationary, delayed bandits with intermediate observations.
result Sublinear regret guarantees for the proposed algorithm in non-stationary delayed environments.
PCTS optimizes noisy, delayed, multi-fidelity feedbacks in black-box optimization.
problem Optimizing unknown functions with noisy, delayed, and multi-fidelity feedbacks.
method ProCrastinated Tree Search (PCTS) with DUCB1 and DUCBV algorithms.
result PCTS achieves better regret bounds for delayed, noisy, and multi-fidelity feedbacks.
Study online learning with delays and capacity constraints, achieving optimal regret bounds.
problem Online learning with delays and capacity constraints.
method Novel scheduling and preemptive techniques, matching upper and lower bounds.
result Achieves optimal regret bounds across all capacity levels.
Study market delay effects on contingent claims pricing.
problem Delayed market information impacts contingent claims pricing.
method Analyzes Black-Scholes and binomial models with delay.
result Scaling limit of super-replication prices equals G-expectation.
New Async-SGD and Async-SGDI methods converge for non-convex problems with unbounded delays.
problem Improving convergence of asynchronous stochastic gradient descent with unbounded delays in non-convex learning.
method Developed Async-SGD and Async-SGDI methods for non-convex optimization with unbounded gradient delays, proving convergence rates and establishing a unifying sufficient condition.
result Proved o ( 1 / k ) o(1/\sqrt{k}) o ( 1/ k ) convergence rate for Async-SGD and o ( 1 / k ) o(1/k) o ( 1/ k ) for Async-SGDI. Federated learning technique improves convergence speed with communication delays.
problem Communication delays between edge nodes and aggregator in federated learning.
method Developed FedDelAvg, a technique that generalizes federated averaging to incorporate a weighting between current local model and delayed global model.
result FedDelAvg achieves a significant improvement in convergence speed, especially when optimizing the weighting scheme to account for delays.
Deep learning boosts rare disease detection from medical claims.
problem Improving diagnosis and treatment of rare diseases.
method Generative adversarial networks (GANs) and recurrent neural networks for sequence modeling.
result Accurate prediction with 0.56 PR-AUC, outperforming benchmarks.
This paper analyzes async-parallel algorithms with unbounded delays, proving convergence and providing a stepsize formula.
problem Problems with asynchrony in parallel iterations and unbounded delays.
method Probabilistic analysis of async-parallel methods with large unbounded delays, providing an explicit stepsize formula.
result An explicit formula for stepsize that guarantees convergence under large unbounded delays.
Study uses randomized allocation for delayed rewards in multi-armed bandits.
problem Delayed rewards in contextual multi-armed bandits.
method Randomized allocation with nonparametric estimation.
result Strongly consistent strategy for delayed rewards.