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

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 $f_i(t)$. For sufficiently long horizons, Blum and Ravichandran (ALT 2025) proved that randomized algorithms achieve an $O(\sqrt k)$ approximation to the best single arm when the scale $m=f^*(T)$ of the optimal arm is known ($T\ge2k$), and $O(\sqrt k\log k)$ when it is not ($T>4k$), against an $Ω(\sqrt k)$ lower bound. The logarithmic factor is unnecessary: a one-page probe-and-commit algorithm achieves competitive ratio $4\sqrt3\,\sqrt k$ for $T\ge2\lfloor\sqrt k\rfloor$, without any knowledge of the scale, and we determine the optimal ratio for every horizon, $Θ(\sqrt k+k/T)$, also for unknown horizons. Without noise, no prior is needed at all: a random-marginal probing algorithm reading neither the scale $m$, nor the concavity-envelope exponent $β$ of Blum, Garicano, Ravichandran and Sharma (UAI 2026), nor the horizon $T$, achieves the optimal $Θ(k^{β/(1+β)}+k/T)$ simultaneously for every $β$ and every horizon. Under the multiplicative noise model of Blum and Ravichandran, probe-and-commit keeps the same all-horizon order $Θ(\sqrt k+k/T)$ without knowing the noise level (and $Θ(\sqrt k)$ on the same range), but the price of priors jumps: for any fixed noise level $\varepsilon\in(0,1/2]$, the uniform price of adaptation $φ_\varepsilon(k)$ --- the worst case over horizons $T\ge16k$ of the loss relative to $k^{β/(1+β)}$ for algorithms knowing neither $m$ nor $β$ --- is $Θ_\varepsilon(\sqrt{\log k/\log\log k})$, the lower bound asymptotic in $k$ at fixed positive $\varepsilon$ and matched by a nested random-permutation probing algorithm, whereas knowing either $m$ or $β$ alone restores a constant price.