The paper introduces TS-SA, a variant of Langevin-based Thompson Sampling that integrates stochastic approximation into the bandit framework. TS-SA performs a single Langevin step per new reward and updates a persistent Markov chain for each arm, avoiding repeated sampling of past data. This approach yields a near‑optimal worst‑case regret bound of ≥O(√{KT}) under log‑concavity and smoothness, and empirical results show strong performance against standard baselines.
arXiv:2602. 06014v2 Announce Type: replace-cross Abstract: Thompson sampling (TS) is widely used for stochastic multi-armed bandits, yet its inferential properties under adaptive data collection are subtle.
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).
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...
arXiv:2606. 23933v1 Announce Type: cross Abstract: We study non-stationary linear contextual bandits where the reward model drifts over time, rendering classical contextual bandit algorithms brittle because historical data becomes systematically biased.
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@$k$.
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.
The paper analyzes Bayesian linear bandits with isotropic Gaussian parameters, independent Gaussian arms, and Gaussian reward noise when the time horizon scales with the dimension. It derives explicit limits for the normalized posterior uncertainty and parameter overlaps, yielding exact regret curves for several policies—including Thompson sampling, posterior‑mean greedy selection, and scaled‑covariance variants. The results show that posterior‑mean greedy selection achieves the optimal Bayes regret, while Thompson sampling incurs a strictly larger leading regret whose ratio to greedy lies between one and two, approaching two for long horizons.
arXiv:2610.07470v1 Announce Type: cross Abstract: Combinatorial Thompson sampling (CTS) draws independent posterior samples for every arm, so its exploration dynamics ignore any relation among arms....
arXiv:2602. 08026v2 Announce Type: replace Abstract: We analyse linear ensemble sampling (ES) with standard Gaussian perturbations in stochastic linear bandits.
The paper introduces Odds‑Ratio Thompson Sampling (OR‑TS), a method for batched multi‑armed bandits that updates the joint posterior over log‑odds contrasts and refits the shared level in each batch, rather than carrying over absolute reward rates. It presents a Bayesian bandit agent with controls for decay of past evidence and aggressiveness of allocation, and evaluates OR‑TS against traditional absolute‑rate memory across 86 public A/B series and synthetic environments. Results show that when the shared level varies significantly, OR‑TS outperforms absolute‑rate memory, reducing regret and ensuring the best arm receives more traffic, while also handling cases where contrasts themselves shift.
arXiv:2603. 09276v2 Announce Type: replace-cross Abstract: We study a widely used Bayesian optimization method, Gaussian process Thompson sampling (GP-TS), under the assumption that the objective function is a sample path from a GP.
arXiv:2307. 03587v4 Announce Type: replace Abstract: In non-stationary linear contextual bandits, existing efficient algorithms typically rely on the Weighted Regularized Least-Squares (WRLS) estimator.