arXiv Machine Learning By Xuan Li

Prior-Free Competitive Ratios for Improving Bandits: Scale, Curvature and Horizon Are Free, but Not Jointly Under Noise

Read the original on arXiv Machine Learning →

arXiv:2609. 17595v1 Announce Type: new Abstract: In the improving multi-armed bandits problem, each of $k$ arms has an unknown nondecreasing, discretely concave reward curve $f_i$, and pulling arm $i$ for the $t$-th time yields $f_i(t)$.

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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