arXiv AI

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.

arXiv Machine Learning
Oct 12

Accelerating Linear Bandits with Persistent Candidate Sets

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