arXiv · 1306.0686
Online Learning under Delayed Feedback
Abstract
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 turns out that delay increases the regret in a multiplicative way in adversarial problems, and in an additive way in stochastic problems. We give meta-algorithms that transform, in a black-box fashion, algorithms developed for the non-delayed case into ones that can handle the presence of delays in the feedback loop. Modifications of the well-known UCB algorithm are also developed for the bandit problem with delayed feedback, with the advantage over the meta-algorithms that they can be implemented with lower complexity.
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Pooria Joulani, András György, Csaba Szepesvári. 2013-06-04. Online Learning under Delayed Feedback. https://arxiv.org/abs/1306.0686
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