Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Optimal Algorithm for Adversarial Bandits with Arbitrary Delays   We propose a new algorithm for adversarial multi-armed bandits with
unrestricted delays. The algorithm is based on a novel hybrid regularizer
applied in the Follow the Regularized Leader (FTRL) framework. It achieves
$\mathcal{O}(\sqrt{kn}+\sqrt{D\log(k)})$ regret guarantee, where $k$ is the
number of arms, $n$ is the number of rounds, and $D$ is the total delay. The
result matches the lower bound within constants and requires no prior knowledge
of $n$ or $D$. Additionally, we propose a refined tuning of the algorithm,
which achieves $\mathcal{O}(\sqrt{kn}+\min_{S}|S|+\sqrt{D_{\bar S}\log(k)})$
regret guarantee, where $S$ is a set of rounds excluded from delay counting,
$\bar S = [n]\setminus S$ are the counted rounds, and $D_{\bar S}$ is the total
delay in the counted rounds. If the delays are highly unbalanced, the latter
regret guarantee can be significantly tighter than the former. The result
requires no advance knowledge of the delays and resolves an open problem of
Thune et al. (2019). The new FTRL algorithm and its refined tuning are anytime
and require no doubling, which resolves another open problem of Thune et al.
(2019).

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The categories of this paper are: econ
15
The categories of this paper are: nucl-ex
13
The categories of this paper are: quant-ph
22
The categories of this paper are: chao-dyn
30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
29
The categories of this paper are: funct-an
31
The categories of this paper are: ao-sci
9
The categories of this paper are: nlin
25
The categories of this paper are: patt-sol
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The categories of this paper are: q-fin
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The categories of this paper are: bayes-an
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The categories of this paper are: mtrl-th
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The categories of this paper are: alg-geom
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The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg