arXiv Machine Learning By Francesco Bacchiocchi, Tommaso Cesari, Roberto Colomboni

An Efficient Minimax-Optimal Algorithm for Adversarial $m$-Set Bandits

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arXiv:2608. 12231v2 Announce Type: replace Abstract: We study adversarial combinatorial bandits with $m$-set actions, where at each round the learner selects $m$ out of $d$ items and observes only the aggregate loss of the selected items.

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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 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