arXiv Machine Learning

Near-Optimal Regret for KL-Regularized Multi-Armed Bandits

arXiv:2603. 02155v2 Announce Type: replace Abstract: Recent studies have shown that reinforcement learning with KL-regularized objectives can enjoy faster rates of convergence or logarithmic regret, in contrast to the classical $\sqrt{T}$-type regret in the unregularized setting.

arXiv AI
Oct 2

Bandits with Multiple Optimal Arms: Minimax Regret and Non-Adaptivity

The paper investigates multi‑armed bandits where several arms are optimal. It refines previous sub‑sampling algorithms to achieve a minimax regret of τO((K−A)/√(KA)·√T), improving on earlier bounds. A matching lower bound is provided, showing the rate is nearly optimal, and the authors demonstrate that knowing the number of optimal arms A (within constant factors) is essential for near‑optimal performance.

By Kaixuan Ji, Qiwei Di, Qingyue Zhao, Heyang Zhao, Quanquan Gu
arXiv Machine Learning
Oct 15

High-Probability Regret Bounds for Feel-Good Thompson Sampling

The paper presents the first high‑probability regret bounds for both cumulative and current‑step variants of Feel‑Good Thompson Sampling (FGTS) in contextual bandits with general realizable function approximation. The bounds rely on decoupling coefficients and prior mass near the true reward function, and in the linear setting they achieve ≠d√T log(2T)+√T log(1/δ) regret with probability at least 1‑δ. This matches the dimension and horizon dependence of upper‑confidence‑bound algorithms up to logarithmic factors, while the high‑probability cost adds only linear dependence on log(1/δ).

By Xuheng Li, Qingyue Zhao, Quanquan Gu