arXiv:2311. 07565v3 Announce Type: replace Abstract: We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of a linearly perturbed regularised negative log-likelihood function.
By David Janz, Shuai Liu, Alex Ayoub, Csaba Szepesv\'ari
arXiv:2603. 28201v3 Announce Type: replace Abstract: We revisit the standard perturbation-based approach of Abernethy et al.
By Andrew Jacobsen, Dorian Baudry, Shinji Ito, Nicol\`o Cesa-Bianchi
The paper presents an improved analysis of non‑consecutive gradient variation in Bandit Convex Optimization (BCO) with two‑point feedback, leading to better dimension dependence for both convex and strongly convex functions compared to prior work. It also derives new problem‑dependent guarantees such as gradient‑variance and small‑loss regret bounds, extends the technique to one‑point bandit linear optimization over hyper‑rectangular domains, and establishes the first gradient‑variation dynamic and universal regret bounds for two‑point BCO.
By Hang Yu, Yu-Hu Yan, Peng Zhao
arXiv:2601.13519v4 Announce Type: replace-cross
Abstract: This paper introduces a new problem-dependent regret measure for online convex optimization with smooth losses. The notion, which we call the...
By Wenzhi Gao, Chang He, Madeleine Udell
arXiv:2605. 09200v2 Announce Type: replace Abstract: We study adversarial noisy bandits given a known function class $\mathcal{F}$.
By Steve Hanneke, Kun Wang
arXiv:2605. 01752v4 Announce Type: replace Abstract: We study linear dueling bandits in volatile environments characterized by the simultaneous presence of post-serving contexts, delayed feedback, and adversarial corruption.
By Youngmin Oh