arXiv Statistics ML

From Dueling Bandits to Episodic MDPs: Learning with Adversarial Preference Feedback

The paper extends dueling bandits to episodic Markov decision processes where selecting a pair of arms not only yields a noisy preference but also influences the next state. It defines a state‑wise preference‑based MDP with adversarially changing preferences and Borda‑score losses, and proves a minimax regret of ∫Θ(min{HT,(H^3SK)^{1/3}T^{2/3}}) under known transitions. The authors provide an online linear‑optimization algorithm achieving this bound, a policy‑optimization algorithm with closed‑form updates, and extensions to unknown transitions.

arXiv Machine Learning
Oct 9

Closing the Horizon Gap in Policy Optimization for Adversarial MDPs

The paper addresses policy optimization in online episodic tabular MDPs with adversarial losses and bandit feedback. By employing regularized Q‑functions, the authors eliminate the extra horizon factor present in previous policy‑optimization regret bounds, achieving high‑probability regret of ≥O(√{HS(H+A)T}) for known transitions and ≥O(HS√{AT}) for unknown transitions. These results improve horizon dependence and match the best-known bounds, with extensions to adversarial linear‑mixture MDPs.

By Mingyi Li, Taira Tsuchiya
arXiv AI
Oct 16

Replicable Dueling Bandits

The paper introduces the first algorithms for replicable dueling bandits, ensuring that two runs with shared internal randomness and independent comparison outcomes select the same ordered pair in every round with high probability. Under relaxed stochastic transitivity, the authors achieve expected regret ×O(γ^8 K^4 H_p/ρ^2), while under strong stochastic transitivity they improve this to ×O(K^2 H_p/ρ^2). For linear dueling bandits, a regret bound of ×O(d^3√T/(c_μρ)) is presented, and experiments confirm both replicability and sublinear regret.

By Rohan Deb, Aadirupa Saha, Udaya Ghai, Karan Singh, Arindam Banerjee
arXiv Machine Learning
6d ago

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