arXiv:2608. 17841v1 Announce Type: cross Abstract: Multi-armed bandit algorithms are evaluated by regret, yet comparable regret can coexist with different allocations across independent runs.
By Kaifei Wang, Yinyu Ye, Han Zhong
arXiv:2608. 15365v1 Announce Type: new Abstract: Regret minimization (RM) and best-arm identification (BAI) are two fundamental objectives in multi-armed bandits.
By Jingxin Zhan, Yuze Han, Zhihua Zhang
arXiv:2606. 27448v1 Announce Type: new Abstract: This paper studies the problem of regret minimization in Markovian bandits with \emph{non-observable states} and possibly \emph{constrained} decision epochs.
By Thomas Hira, Victor Boone, Urtzi Ayesta, Ina Maria Verloop
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
arXiv:2510. 22819v3 Announce Type: replace Abstract: The convergence analysis of online learning algorithms is central to machine learning theory, where the last-iterate convergence is particularly important, as it captures the learner's actual decisions and describes the evolution of the learning process over time.
By Jingxin Zhan, Yuze Han, Zhihua Zhang
arXiv:2607. 19854v1 Announce Type: new Abstract: We study horizon-free regret minimization for finite-horizon time-homogeneous tabular Markov decision processes with $S$ states, $A$ actions, horizon $H$, and per-trajectory total reward bounded by $1$.
By Runlong Zhou, Zihan Zhang, Maryam Fazel, Simon S. Du