{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/autoregressive-bandits","title":"Autoregressive Bandits","arxiv_id":"2212.06251","date":"2022-12-12","proceeding":null,"authors":["Francesco Bacchiocchi","Gianmarco Genalti","Davide Maran","Marco Mussi","Marcello Restelli","Nicola Gatti","Alberto Maria Metelli"],"abstract":"Autoregressive processes naturally arise in a large variety of real-world scenarios, including stock markets, sales forecasting, weather prediction, advertising, and pricing. When facing a sequential decision-making problem in such a context, the temporal dependence between consecutive observations should be properly accounted for guaranteeing convergence to the optimal policy. In this work, we propose a novel online learning setting, namely, Autoregressive Bandits (ARBs), in which the observed reward is governed by an autoregressive process of order $k$, whose parameters depend on the chosen action. We show that, under mild assumptions on the reward process, the optimal policy can be conveniently computed. Then, we devise a new optimistic regret minimization algorithm, namely, AutoRegressive Upper Confidence Bound (AR-UCB), that suffers sublinear regret of order $\\widetilde{\\mathcal{O}} \\left( \\frac{(k+1)^{3/2}\\sqrt{nT}}{(1-\\Gamma)^2}\\right)$, where $T$ is the optimization horizon, $n$ is the number of actions, and $\\Gamma < 1$ is a stability index of the process. Finally, we empirically validate our algorithm, illustrating its advantages w.r.t. bandit baselines and its robustness to misspecification of key parameters.","url_abs":"https://arxiv.org/abs/2212.06251v2","url_pdf":"https://arxiv.org/pdf/2212.06251v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"autoregressive-bandits","repo_url":"https://github.com/gianmarcogenalti/autoregressive-bandits","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"decision-making","task_name":"Decision Making"},{"task_slug":"sequential-decision-making","task_name":"Sequential Decision Making"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2212.06251","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2212.06251"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/gianmarcogenalti/autoregressive-bandits","reach":null}],"summary":{"ran_draft_wrong":1},"by_repo_kind":{"official":{"samples":1,"ran":1,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":0,"samples":[{"code_sha256_prefix":"e376b8fdfc646828","entry":"populate_dict","repo":"gianmarcogenalti/autoregressive-bandits","repo_kind":"official","path":"autoregressive_bandits/optimal_vs_constant_policy.py","file_url":"https://github.com/gianmarcogenalti/autoregressive-bandits/blob/HEAD/autoregressive_bandits/optimal_vs_constant_policy.py","link_basis":"first_harvest_node","language":"python","status":"ran_draft_wrong","verification_level":1,"contract_check":"MISDECLARED","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":"MIT","inline_ok":true,"mcp_get_code":{"code_sha256":"e376b8fdfc646828"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}