Adaptive Online Replanning with Diffusion Models
Siyuan Zhou, Yilun Du, et al.
NeurIPS 2023
Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online advertising. This paper introduces a novel non-stationary MAB framework that captures the temporal structure of these real-world dynamics through an auto-regressive (AR) reward structure. We propose an algorithm that integrates two key mechanisms: (i) an alternation mechanism adept at leveraging temporal dependencies to dynamically balance exploration and exploitation, and (ii) a restarting mechanism designed to discard out-of-date information. Our algorithm achieves a regret upper bound that nearly matches the lower bound, with regret measured against a robust dynamic benchmark. Finally, via a real-world case study on tourism demand prediction, we demonstrate both the efficacy of our algorithm and the broader applicability of our techniques to more complex, rapidly evolving time series.
Siyuan Zhou, Yilun Du, et al.
NeurIPS 2023
Erik Miehling, Rahul Nair, et al.
NeurIPS 2023
C.A. Micchelli, W.L. Miranker
Journal of the ACM
Kenneth L. Clarkson, Elad Hazan, et al.
Journal of the ACM