Non-stationary experimental design under linear trends

D Simchi-Levi, C Wang… - Advances in Neural …, 2023 - proceedings.neurips.cc
Experimentation has been critical and increasingly popular across various domains, such as
clinical trials and online platforms, due to its widely recognized benefits. One of the primary …

Revisiting weighted strategy for non-stationary parametric bandits

J Wang, P Zhao, ZH Zhou - International Conference on …, 2023 - proceedings.mlr.press
Non-stationary parametric bandits have attracted much attention recently. There are three
principled ways to deal with non-stationarity, including sliding-window, weighted, and restart …

Thompson sampling-like algorithms for stochastic rising rested bandits

M Fiandri, AM Metelli, F Trovò - Seventeenth European Workshop …, 2024 - openreview.net
Stochastic rising rested bandit (SRRB) is a specific bandit setting where the arms' expected
rewards increase as they are pulled. They model scenarios in which the performances of the …

Rising Rested Bandits: Lower Bounds and Efficient Algorithms

M Fiandri, AM Metelli, F Trovo - arXiv preprint arXiv:2411.14446, 2024 - arxiv.org
This paper is in the field of stochastic Multi-Armed Bandits (MABs), ie those sequential
selection techniques able to learn online using only the feedback given by the chosen …

Variance-Dependent Regret Bounds for Non-stationary Linear Bandits

Z Wang, J Xie, Y Chen, J Lui, D Zhou - arXiv preprint arXiv:2403.10732, 2024 - arxiv.org
We investigate the non-stationary stochastic linear bandit problem where the reward
distribution evolves each round. Existing algorithms characterize the non-stationarity by the …

Non-stationary Experimental Design under Structured Trends

D Simchi-Levi, C Wang, Z Zheng - Available at SSRN 4514568, 2023 - papers.ssrn.com
Experimentation has become increasingly popular across various domains, such as clinical
trials and online platforms, due to its widely recognized benefits. One of the primary …