arXiv:2609. 15248v2 Announce Type: replace-cross Abstract: In bandits with probing, a learner selects at most $k$ of $n$ arms per round, earns the largest of their rewards, and competes with the best fixed single arm.
By Yongjie Guan
arXiv:2608. 07922v1 Announce Type: new Abstract: Adaptive learning needs both a state that preserves what observations imply and opportunities to act on that state.
By Zicheng Lyu, Zengfeng Huang
The paper extends dueling bandits to episodic Markov decision processes where selecting a pair of arms not only yields a noisy preference but also influences the next state. It defines a state‑wise preference‑based MDP with adversarially changing preferences and Borda‑score losses, and proves a minimax regret of ∫Θ(min{HT,(H^3SK)^{1/3}T^{2/3}}) under known transitions. The authors provide an online linear‑optimization algorithm achieving this bound, a policy‑optimization algorithm with closed‑form updates, and extensions to unknown transitions.
By Taira Tsuchiya, Shinji Ito, Haipeng Luo
The paper investigates transfer learning in stochastic multi‑armed bandits when historical data come from an unknown adaptive policy. It establishes asymptotic problem‑dependent lower bounds and introduces the KL‑UCB‑Transfer algorithm, which combines online and historical data to achieve logarithmic regret with an improved constant under certain mean‑gap conditions. The study also relaxes the source‑target discrepancy assumption to a one‑sided condition, demonstrating that logarithmic regret can still be achieved under misspecification and identifying regimes of improvement, degradation, or loss of guarantee.
By Adrien Prevost, Timothee Mathieu, Waris Radji, Odalric-Ambrym Maillard
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
arXiv:2609.15248v1 Announce Type: new
Abstract: A learner probes at most $k$ of $n$ arms each round, receives the maximum of their rewards in $[0,1]$, and competes with the best fixed arm. When does...
By Yongjie Guan