arXiv Statistics ML

Balanced Sampling in Stochastic Multi-objective Bandits

arXiv Machine Learning
Aug 4

Meritocratic Fairness via $K$-Shapley Values in Budgeted Combinatorial Bandits with Full-Bandit Feedback

arXiv:2605. 00762v2 Announce Type: replace Abstract: We study meritocratic fairness in budgeted combinatorial multi-armed bandits with full-bandit feedback, where a learner selects at most $K$ arms per time step and observes only the noisy aggregate reward of the selected set.

By Shradha Sharma, Shweta Jain, Swapnil Dhamal
arXiv Machine Learning
Oct 16

Transfer Learning in Bandits from Unknown Adaptive Policies: Problem-Dependent Lower and Upper Bounds

The paper investigates transfer learning in stochastic multi‑armed bandits when historical data come from an unknown adaptive policy. It establishes asymptotic problem‑dependent lower bounds and introduces the KL‑UCB‑Transfer algorithm, which combines online and historical data to achieve logarithmic regret with an improved constant under certain mean‑gap conditions. The study also relaxes the source‑target discrepancy assumption to a one‑sided condition, demonstrating that logarithmic regret can still be achieved under misspecification and identifying regimes of improvement, degradation, or loss of guarantee.

By Adrien Prevost, Timothee Mathieu, Waris Radji, Odalric-Ambrym Maillard
arXiv Machine Learning
Aug 3

Parameter-Free Heavy-Tailed Bandits

arXiv:2607. 29460v1 Announce Type: new Abstract: Heavy-tailed distributions arise naturally in sequential decision-making problems such as financial investment, online advertising, and network management, where rare but extreme outcomes can dominate performance.

By Gianmarco Genalti, Alberto Maria Metelli
arXiv Machine Learning
Oct 8

Expected Sample Complexity in Multi-Armed Bandits

The paper introduces the expected sample complexity metric for stochastic multi‑armed bandits and analyzes it within a new framework called approximately correct in expectation (ACE). It demonstrates that ACE guarantees lead to almost sure convergence to the optimal expected reward, contrasts this with high‑probability guarantees, and shows how to translate ACE bounds into explicit expected regret bounds. The authors prove that deterministic algorithms cannot achieve favorable ACE bounds, propose an explore‑then‑ε‑greedy algorithm when ε is known, analyze Thompson sampling when ε is unknown, and provide nearly matching lower bounds that establish tightness and a performance separation between the two regimes.

By Nadav Sukenik, Nadav Merlis