arXiv Machine Learning

m-Set Adversarial Bandits with Winner Feedback

The paper presents upper and lower bounds on the regret for m‑set adversarial bandits across various utilities—winner reward or sum of rewards—and feedback models, including winner index, winner reward, sum of rewards, and their combinations. By comparing these results to standard bounds for combinatorial and MNL bandits, the authors demonstrate that small changes in the setting can dramatically affect learning rates. The main technical contribution is the derivation of information‑theoretic lower bounds, and synthetic experiments validate the theoretical findings.

arXiv AI
Oct 1

On the Complexity of Preference-Based Bandits

The paper investigates preference-based bandits where a learner selects pairs of arms and receives binary preference feedback modeled by Bradley–Terry. It introduces the locally sensitive eluder dimension, a new complexity measure for logistic preference feedback, and proposes the GINOP algorithm that uses log-loss confidence sets to balance optimism and exploration. The authors prove a first-order regret bound showing that learning with preference feedback can be as statistically efficient as learning from direct rewards, and they validate their theory with empirical experiments.

By Ahmed Ben Yahmed (CREST, ENSAE Paris, FAIRPLAY), Marc Abeille (FAIRPLAY), Cl\'ement Calauz\`enes (FAIRPLAY)
arXiv Machine Learning
Oct 22

The Price of Current-Effect Inference in Nonstationary Multi-Armed Bandits

The paper studies the trade‑off between maximizing rewards and accurately estimating current treatment effects in nonstationary multi‑armed bandits. For $K$‑armed bandits with H"older‑smooth mean rewards, the authors derive minimax bounds on expected dynamic regret under a high‑probability simultaneous coverage requirement for all current effects. They propose the TRACE algorithm, which achieves a regret–precision trade‑off that separates reward‑learning regret from the unavoidable cost of refreshing current‑effect estimates, and extend the method with an empirical‑Bernstein e‑process to adapt exploration while preserving worst‑case guarantees.

By Sharan Sahu, Martin T. Wells
arXiv Machine Learning
Sep 10

Improved Dimension Dependence for Bandit Convex Optimization with Gradient Variations

The paper presents an improved analysis of non‑consecutive gradient variation in Bandit Convex Optimization (BCO) with two‑point feedback, leading to better dimension dependence for both convex and strongly convex functions compared to prior work. It also derives new problem‑dependent guarantees such as gradient‑variance and small‑loss regret bounds, extends the technique to one‑point bandit linear optimization over hyper‑rectangular domains, and establishes the first gradient‑variation dynamic and universal regret bounds for two‑point BCO.

By Hang Yu, Yu-Hu Yan, Peng Zhao