The paper investigates best‑arm identification (BAI) in multi‑objective bandits, showing that additional objectives can actually reduce the number of samples needed. For Gaussian bandits, a characteristic‑time lower bound is derived that applies uniformly across preference orders, and explicit comparisons under Pareto, linear, and lexicographic preferences reveal that a larger optimal set can be identified with fewer samples, that the benefit of vector feedback depends on the preference, and that multi‑objective BAI can outperform the easiest single‑objective case. The authors also introduce Order‑Aware Track‑and‑Stop (OATS), an algorithm that achieves the lower bound while guaranteeing correctness at any desired confidence level.
arXiv:2610.16840v1 Announce Type: cross Abstract: Real-world systems often serve many objectives but can deploy only a few options, whose performance must be learned from noisy feedback. Modeling eac...
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.
arXiv:2607. 08979v1 Announce Type: new Abstract: We study the active learning problem of fixed-confidence top-$k$ identification from noisy pairwise comparisons.
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.
arXiv:2608. 04324v1 Announce Type: cross Abstract: This paper studies generalized low-rank matrix bandits with multiple prioritized objectives.
arXiv:2606. 01799v1 Announce Type: new Abstract: We study $N$-armed stochastic dueling bandits under the Condorcet-winner assumption, where three widely adopted objectives are considered: best-arm identification (BAI), weak regret, and strong regret.
arXiv:2606. 08977v1 Announce Type: new Abstract: Motivated by the recency effect in online learning, we study algorithms for single-pass *sliding-window streaming multi-armed bandits (MABs)* in this paper.
arXiv:2607. 14706v1 Announce Type: new Abstract: We design and analyze \underline{M}echanism-\underline{E}nforced \underline{S}equential \underline{HA}lving (MESHA), an algorithm for Best Arm Identification (BAI) in strategic linear bandits.
arXiv:2602. 17976v2 Announce Type: replace-cross Abstract: In active sequential testing, also termed pure exploration, a learner is tasked with the goal to adaptively acquire information so as to identify an unknown ground-truth hypothesis with as few queries as possible.
arXiv:2604. 00531v2 Announce Type: replace Abstract: Multi-task representation learning exploits the shared structure among related tasks by learning a common latent representation, thereby improving sample efficiency.
We design and analyze \underline{M}echanism-\underline{E}nforced \underline{S}equential \underline{HA}lving (MESHA), an algorithm for Best Arm Identification (BAI) in strategic linear bandits. In this setting, each arm may strategically misreport its feature vector to maximize the probability of being identified as the best arm, when rewards are generated from the arms' true but unobservable features.
arXiv:2609.13564v1 Announce Type: new Abstract: We study KL-regularized contextual bandits under both reward and preference feedback. We show that greedy sampling can achieve logarithmic regret witho...