The paper introduces Online Hyperparameter Optimization (OHPO), framing it as an infinitely many‑armed bandit problem over mixed and conditional search spaces. It proposes the IMABO framework, which couples any bandit policy with any oracle for proposing new configurations, and presents IMOSS—a restart‑free anytime policy with provable regret bounds. Experiments show that IMABO, combined with practical oracles such as TPE, an incumbent‑mutation oracle, and a pretrained tabular foundation model, outperforms random search across a range of settings from classical ML models to LLM‑based agents.
By Louis Abraham, Tuan-Anh Nguyen, Nicolas Devatine
StepCOPS is a new method for selecting a language‑model policy from many checkpoints, prompts, and decoding rules by providing closed‑testing lower‑tail certificates. It uses an independent proposal split to nominate a lower‑tail floor for each candidate, applies exact binomial tests on a fresh certification split, and employs Holm’s step‑down procedure to certify a set of floors. In experiments across 24 configurations and 11 benchmarks, StepCOPS achieves 96.4% selected‑policy coverage, raises the certified floor by 1.5 points over prior methods, stays 0.6 points below a large‑reference jury oracle, and abstains in 2.4% of trials.
By Ibne Farabi Shihab, Sanjeda Akter, Anuj Sharma
arXiv:2605.20854v3 Announce Type: replace
Abstract: We provide the first regret analysis of ReMax in stochastic multi-armed bandits. Originally introduced for reinforcement learning, ReMax is motivat...
By Bingkui Tong, Junpei Komiyama, Soichiro Nishimori, Paavo Parmas
arXiv:2309. 06349v2 Announce Type: replace-cross Abstract: Thompson sampling (TS) is one of the most popular and earliest algorithms to solve stochastic multi-armed bandit problems.
By Prateek Jaiswal, Debdeep Pati, Anirban Bhattacharya, Bani K. Mallick
arXiv:2609. 29694v2 Announce Type: replace Abstract: How much does high confidence cost when a multiclass learner sees only whether its prediction is correct?
By Guangjian Zhang, Zhengyi Yang, Xiaoyang Wang
arXiv:2605. 20854v2 Announce Type: replace Abstract: We study a stochastic bandit algorithm motivated by retry-aware objectives that value the best outcome among multiple attempts, such as pass@$k$ and max@$k$.
By Bingkui Tong, Junpei Komiyama, Soichiro Nishimori, Paavo Parmas
arXiv:2409. 18909v2 Announce Type: replace Abstract: Motivated by real-world applications that necessitate responsible experimentation, we introduce the problem of best arm identification (BAI) with minimal regret.
By Junwen Yang, Vincent Y. F. Tan, Tianyuan Jin
The paper introduces Persistent Candidate LinUCB (PC‑LinUCB), a variant of the LinUCB algorithm for linear bandits that reduces per‑round score evaluations from ≥×K to ≥×(k+q) by maintaining a small set of active actions and sampling challengers from the remaining actions. It provides high‑probability regret bounds that include a standard learning term and an additive discovery cost of order ≥×((K-k)×log(K-k))/q, which does not grow with the horizon. Experiments demonstrate that PC‑LinUCB accelerates LinUCB while keeping regret comparable, and the persistent candidate approach can be applied beyond LinUCB.
By Bingkui Tong, Daria Korovaitceva, Marina Sheshukova, Sergey Samsonov, Junpei Komiyama
arXiv:2608. 12973v3 Announce Type: replace-cross Abstract: In this paper, we study online statistical inference for quantile-based distributional policy evaluation, which aims to characterize the distribution of discounted cumulative rewards under a given policy.
By Zijie Cheng, Yang Peng, Zhihua Zhang
arXiv:2606. 00913v1 Announce Type: cross Abstract: Multi-arm bandit algorithms are increasingly used in online platforms, clinical trials, and social science experiments, but valid statistical inference on their performance remains an open challenge.
By Samya Praharaj, Chih-Yu Chang, Koulik Khamaru, Kelly W. Zhang
arXiv:2610.29067v1 Announce Type: new
Abstract: A selective classifier may be claimed to satisfy a risk-coverage contract if some rule from a predeclared menu (a threshold or a union of $K$ score int...
By Daniel Cie\'slak, Andrzej Czy\.zewski
arXiv:2609.38914v1 Announce Type: new
Abstract: Evaluating interactive agents is expensive. Agent behavior is stochastic, so reliability must be measured over repeated trials, but failures are rare a...
By Priyanath Maji, Spandan Ghose Chowdhury