stat.MLSep 29, 2026

Bandits with Multiple Optimal Arms: Minimax Regret and Non-Adaptivity

Authors: Kaixuan Ji, Qiwei Di, Qingyue Zhao, Heyang Zhao, Quanquan Gu

Organizations: Department of Computer Science, University of California, Los Angeles, CA 90095, USA

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. For KK-armed bandits with AA optimal arms, we first provide a sharper analysis of previous sub-sampling algorithms (De Heide et al., 2021; Zhu and Nowak, 2020), establishing a O~(K−AKAT)\tilde{O}\Big(\frac{K-A}{\sqrt{KA}}\sqrt{T} \Big) minimax regret, where TT is the total number of interactions and O~(⋅)\tilde O(\cdot) drops all constant and logarithmic factors, improving the previous O~(KT/A)\tilde{O}(\sqrt{KT/A}) regret. We then provide a matching lower bound up to logarithmic factors, indicating that our established rate is nearly minimax-optimal. We further show that the knowledge of AA up to O~(1)\tilde{O}(1) factors is necessary to achieve near-optimal regret, as near-optimal algorithms for one number of optimal arms must incur substantially larger regret than optimal regret for a smaller number. Overall, our results provide a comprehensive minimax characterization of KK-armed bandits with AA over the entire range of 1≤A≤K−11 \leq A \leq K-1.

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Appendix

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