arXiv Machine Learning August 4, 2026 By Jonghyun Sim, Wonyoung Kim

Dominant Arm Identification with Mixing and Recycling Observed Samples

Read the original on arXiv Machine Learning →

arXiv:2608. 01545v1 Announce Type: cross Abstract: We study the problem of identifying the dominant arm in multi-armed bandits, where the objective is to find the action with the highest probability of exceeding the realized rewards of all other actions.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning

Jun 16

Best Arm Identification with Minimal Regret

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.

By Junwen Yang, Vincent Y. F. Tan, Tianyuan Jin

agents reinforcement-learning

arXiv Machine Learning

Jun 9

Multi-Armed Bandits with Arriving Arms: Sequential Screening, Dynamic Regret, and Sublinear Guarantees

arXiv:2606. 09002v1 Announce Type: cross Abstract: We study a stochastic multi-armed bandit problem in which the set of available arms expands over time.

By Deqi Zheng, Xiaoyang Xu, Yuhong Yang

reinforcement-learning benchmarks

arXiv Machine Learning

Jun 2

Tree-Guided Identify-Then-Exploit: A Unified Framework of Best Arm Identification and Regret Minimization for Dueling Bandits

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.

By Pu Wang, Yao-Xiang Ding

arXiv AI

Sep 24

Softmax gradient policy for variance minimization and risk-averse multi armed bandits

The paper introduces a new algorithm for the Multi‑Armed Bandit problem that prioritizes selecting the arm with the lowest variance rather than the highest expected reward, using a softmax policy parameterization. It constructs an unbiased estimate of the minimal‑variance objective by drawing two independent samples from the chosen arm and proves convergence under natural conditions. Numerical experiments demonstrate the algorithm’s practical behavior and provide implementation guidance, while also addressing general risk‑aware trade‑offs between average reward and variance.

By Gabriel Turinici

reinforcement-learning

arXiv Machine Learning

Sep 22

Multi-Armed Bernoulli Bandits via Minimax Single-Arm Stopping

arXiv:2609. 22690v1 Announce Type: new Abstract: We develop an index policy for finite-horizon Bernoulli multi-armed bandits from minimax solutions to single-arm bandit (SAB) problems.

By Huikang Liu, Zhengchao Wang, Daniel Kuhn, Wolfram Wiesemann

reinforcement-learning benchmarks

arXiv Machine Learning

2d ago

Rising Multi-Armed Bandits with Known Horizons

arXiv:2602.10727v3 Announce Type: replace Abstract: Rising Multi-Armed Bandits (RMABs) model sequential decision problems where each arm's expected reward improves with repeated pulls. In such proble...

By Seockbean Song, Chenyu Gan, Youngsik Yoon, Siwei Wang, Wei Chen, Jungseul Ok

reinforcement-learning benchmarks

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