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ABest-of-both-worldsAlgorithmforBanditswith DelayedFeedbackwithRobustnesstoExcessiveDelays

Neural Information Processing Systems

Joulani et al. (2013) have studied multi-armed bandits with delayed feedback under the assumption that the rewards are stochastic and the delays are sampled from a fixed distribution.




High-probabilitycomplexityguaranteesfornonconvex minimaxproblems

Neural Information Processing Systems

To this end, high-probability guarantees have been considered in the literature [35, 64, 20, 32, 22]. These results allow to control the risk associated with the worst-case tail events as theyspecify howmanyiterations would be sufficient toensureG(xk,yk) issufficiently small foranygivenfailure probability q (0,1).