Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Adaptivity and Confounding in Multi-Armed Bandit Experiments   We explore a new model of bandit experiments where a potentially
nonstationary sequence of contexts influences arms' performance.
Context-unaware algorithms risk confounding while those that perform correct
inference face information delays. Our main insight is that an algorithm we
call deconfounted Thompson sampling strikes a delicate balance between
adaptivity and robustness. Its adaptivity leads to optimal efficiency
properties in easy stationary instances, but it displays surprising resilience
in hard nonstationary ones which cause other adaptive algorithms to fail.

36
The categories of this paper are: cmp-lg
23
The categories of this paper are: solv-int
9
The categories of this paper are: nlin
8
The categories of this paper are: hep-ex
17
The categories of this paper are: q-fin
5
The categories of this paper are: gr-qc
33
The categories of this paper are: plasm-ph
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
11
The categories of this paper are: hep-lat
26
The categories of this paper are: bayes-an
30
The categories of this paper are: q-alg
10
The categories of this paper are: q-bio
28
The categories of this paper are: alg-geom