cs.LGSep 14, 2026

Bandits with Probing: Optimal Regret and the Limits of Winner Feedback

Authors: Yongjie Guan

Organizations: Zhejiang University of Technology

Abstract

A learner probes at most kk of nn arms each round, receives the maximum of their rewards in [0,1][0,1], and competes with the best fixed arm. When does the probing advantage pay for learning? We determine two minimax laws. Under independent stochastic rewards with winner feedback (the maximum and a winning label), or on arbitrary fixed sequences given a single signed contrast between block maxima, the minimax regret has order Φn,k(T)=min{nknT,nkk}Φ_{n,k}(T)=\min\{\frac{n-k}{n}T,\frac{n-k}{k}\}, 2k<n2\le k<n. Under winner feedback, both arbitrary joint i.i.d. rewards and fixed sequences have minimax regret of order Rn,k(T)=nknmin{T,n+Tk,nTk}R_{n,k}(T)=\frac{n-k}{n}\min\{T,\frac{n+T}{k},\sqrt{\frac{nT}{k}}\}. Both laws have universal constants and anytime upper bounds. The first reduces regret to a pure coverage cost: same-round contrasts absorb the stability cost, and independence permits exact resampling whose gains fund sample advancement. The second adds a learning cost that becomes comparable to coverage at horizon nn; beyond nknk, numerical maxima improve over labels alone. The lower bound allows every adaptive action size.

Explore similar work

CardsList
  1. Multi-Armed Bandits With Best-Action Queries

    May 8, 2026Francesco Bacchiocchi, Matteo Castiglioni, Alberto Marchesi +1Multi-Armed BanditsO(T^Β)$ Simultaneous Regret

  2. Best of both worlds: Stochastic & adversarial best-arm identification

    Apr 16, 2026Yasin Abbasi-Yadkori, Peter L. Bartlett, Victor Gabillon +2BanditsStochastic