The results resolve the open question raised in the literature concerning the sharp arm-dependent regret--instability frontier and develop a new offline top-prefix representation that removes path dependence from online decisions.
Abstract
Multi-armed bandit algorithms are evaluated by regret, yet comparable regret can coexist with different allocations across independent runs. We study the trade-off between worst-case regret $\mathcal{R}_{K,T}$ and instability $\mathcal S_{K,T}$, defined as the largest standard deviation of a terminal pull count, for $K$ arms and $T$ rounds. We prove the finite-time lower bound $\mathcal R_{K,T}\mathcal S_{K,T}\ge C T^{3/2}$, where $C$ is independent of $K$ and $T$, under a finite-time regret condition and without the regularity assumptions imposed in the prior asymptotic analysis. We also introduce Stabilized Lower-Envelope UCB (\textup{\textsc{SLE-UCB}}), a new tunable algorithm combining a running lower-envelope index with a decreasing pull-count stabilizer. \textup{\textsc{SLE-UCB}} satisfies $\mathcal R_{K,T}\mathcal S_{K,T}=O(T^{3/2}\log K)$, with an implicit constant independent of $K$ and $T$, matching the lower bound exactly in $T$ and within a logarithmic factor in $K$. To prove the instability bound, we develop a new offline top-prefix representation that removes path dependence from online decisions. Together with single-reward perturbations and the Efron--Stein inequality, this representation controls pull-count variance. Thus, regret and instability depend reciprocally on $K$, while their product has no polynomial dependence on $K$. These results resolve the open question raised in the literature concerning the sharp arm-dependent regret--instability frontier.
An adaptive adversary is constructed that refines a hidden large-reward subspace based on the learner's actions, in such a way that low regret is impossible without estimating the subspace; as a result, lower-bounding the regret reduces to studying the arising subspace estimation problem.
Moise Blanchard, Dmitrii M. Ostrovskii, Aadirupa Saha· arXiv.org· 0 citations
Improved lower bounds are established on the minimax expected regret of stochastic bandit convex optimization for $1$-Lipschitz functions on the $d$-dimensional Euclidean ball, showing that stochastic bandit convex optimization is fundamentally harder than linear bandits.
An algorithm achieving regret $\widetilde{\mathcal{O}}(T^{7/10})$ is designed, improving over the previous best-known bound of $\widetilde{\mathcal{O}}(T^{3/4})$ and showing that the curse of dimensionality can be at least partially lifted for this class of objectives.
Matteo Castiglioni, Anna Lunghi, A. Marchesi· arXiv.org· 0 citations
We study expected improvement (EI) for minimizing a deterministic function $f$ in the RKHS $\mathcal H_k$ of a continuous positive-semidefinite kernel $k$ on a nonempty compact set $\mathcal X\subset\mathbb R^d$. Function values are observed exactly, and EI is computed from a fixed zero-mean Gaussian-process model with...
Emmanuel Vazquez, S. Petit· arXiv.org· 0 citations
A new bound on total deviation for time-homogeneous MDPs is proved and a cutting bonus that preserves both optimism and the monotonicity needed for planning is designed that preserves both optimism and the monotonicity needed for planning.
An optimistic algorithm is introduced that selects arms greedily based on optimistic estimates of their marginal hypervolume contributions, and a gap-free regret bound and a gap-dependent bound are established that become polylogarithmic in $T$ once the arms are sufficiently well separated.
Nicolas Gutowski, Fabien Chhel, Alexandre Letard et al.· arXiv.org· 0 citations
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