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
arXiv:2605. 20854v2 Announce Type: replace Abstract: We study a stochastic bandit algorithm motivated by retry-aware objectives that value the best outcome among multiple attempts, such as pass@$k$ and max@$k$.
By Bingkui Tong, Junpei Komiyama, Soichiro Nishimori, Paavo Parmas
arXiv:2605.20854v3 Announce Type: replace
Abstract: We provide the first regret analysis of ReMax in stochastic multi-armed bandits. Originally introduced for reinforcement learning, ReMax is motivat...
By Bingkui Tong, Junpei Komiyama, Soichiro Nishimori, Paavo Parmas
arXiv:2602. 06014v2 Announce Type: replace-cross Abstract: Thompson sampling (TS) is widely used for stochastic multi-armed bandits, yet its inferential properties under adaptive data collection are subtle.
By Shunxing Yan, Han Zhong
The paper analyzes Bayesian linear bandits with isotropic Gaussian parameters, independent Gaussian arms, and Gaussian reward noise when the time horizon scales with the dimension. It derives explicit limits for the normalized posterior uncertainty and parameter overlaps, yielding exact regret curves for several policies—including Thompson sampling, posterior‑mean greedy selection, and scaled‑covariance variants. The results show that posterior‑mean greedy selection achieves the optimal Bayes regret, while Thompson sampling incurs a strictly larger leading regret whose ratio to greedy lies between one and two, approaching two for long horizons.
By Prakhar Singhvi (Abstract Math Institute), Yi Zou (Abstract Math Institute), Abhishek Bhattacharjee (Abstract Math Institute)
arXiv:2606. 01655v1 Announce Type: cross Abstract: The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints.
By Kaizheng Wang