arXiv Machine Learning By Spyros Dragazis, Yilei Chen, Aldo Pacchiano

Explore Once, Evaluate Many: Multiple Policy Evaluation for Stochastic Linear Bandits

Read the original on arXiv Machine Learning →

arXiv:2610. 22252v1 Announce Type: new Abstract: We study how to evaluate $K$ target policies simultaneously in stochastic contextual bandits with linear reward structure.

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arXiv Machine Learning
Oct 22

The Price of Current-Effect Inference in Nonstationary Multi-Armed Bandits

The paper studies the trade‑off between maximizing rewards and accurately estimating current treatment effects in nonstationary multi‑armed bandits. For $K$‑armed bandits with H"older‑smooth mean rewards, the authors derive minimax bounds on expected dynamic regret under a high‑probability simultaneous coverage requirement for all current effects. They propose the TRACE algorithm, which achieves a regret–precision trade‑off that separates reward‑learning regret from the unavoidable cost of refreshing current‑effect estimates, and extend the method with an empirical‑Bernstein e‑process to adapt exploration while preserving worst‑case guarantees.

By Sharan Sahu, Martin T. Wells