arXiv Machine Learning By Kaixuan Ji, Qingyue Zhao, Heyang Zhao, Qiwei Di, Quanquan Gu

Near-Optimal Regret for KL-Regularized Multi-Armed Bandits

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arXiv:2603. 02155v2 Announce Type: replace Abstract: Recent studies have shown that reinforcement learning with KL-regularized objectives can enjoy faster rates of convergence or logarithmic regret, in contrast to the classical $\sqrt{T}$-type regret in the unregularized setting.

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arXiv AI
Oct 2

Bandits with Multiple Optimal Arms: Minimax Regret and Non-Adaptivity

The paper investigates multi‑armed bandits where several arms are optimal. It refines previous sub‑sampling algorithms to achieve a minimax regret of τO((K−A)/√(KA)·√T), improving on earlier bounds. A matching lower bound is provided, showing the rate is nearly optimal, and the authors demonstrate that knowing the number of optimal arms A (within constant factors) is essential for near‑optimal performance.

By Kaixuan Ji, Qiwei Di, Qingyue Zhao, Heyang Zhao, Quanquan Gu