Regret Analysis of Retry-Based Bandits
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The Flow has not summarised this story yet — read it at arXiv Machine Learning.
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@$k$.
arXiv:2609. 38659v1 Announce Type: cross Abstract: We study multi-armed bandits (MAB) with multiple optimal arms, motivated by the fact that many practical decision making problems admit multiple correct answers.
arXiv:2609.38659v2 Announce Type: replace-cross Abstract: We study multi-armed bandits (MAB) with multiple optimal arms, motivated by the fact that many practical decision making problems admit multi...
arXiv:2609. 22690v1 Announce Type: new Abstract: We develop an index policy for finite-horizon Bernoulli multi-armed bandits from minimax solutions to single-arm bandit (SAB) problems.
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.
arXiv:2402. 07391v3 Announce Type: replace-cross Abstract: We consider a replicable stochastic multi-armed bandit algorithm that ensures, with high probability, that the algorithm's sequence of actions is not affected by the randomness inherent in the dataset.