What Doubling Tricks Can and Can't Do for Multi-Armed Bandits
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Abstract (arXiv)
An online reinforcement learning algorithm is anytime if it does not need to know in advance the horizon T of the experiment. A well-known technique to obtain an anytime algorithm from any non-anytime algorithm is the "Doubling Trick". In the context of adversarial or stochastic multi-armed bandits, the performance of an algorithm is measured by its regret, and we study two families of sequences of growing horizons (geometric and exponential) to generalize previously known results that certain doubling tricks can be used to conserve certain regret bounds. In a broad setting, we prove that a geometric doubling trick can be used to conserve (minimax) bounds in RT = O(√T) but cannot conserve (distribution-dependent) bounds in RT = O(log T). We give insights as to why exponential doubling tricks may be better, as they conserve bounds in RT = O(log T), and are close to conserving bounds in RT = O(√T).
Key facts. Cited by 71 papers in the map (data through 14 Oct 2026). First posted on arXiv 19 Mar 2018.
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Citing papers per year: 2021: 14; 2022: 13; 2023: 12; 2024: 8; 2025: 9; 2026: 15.
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- 2022The Primacy Bias in Deep Reinforcement Learningcited by 247
- 2022Provably Efficient Model-Free Constrained RL with Linear Function Approximationcited by 31
- 2021Efficient Pure Exploration for Combinatorial Bandits with Semi-Bandit Feedbackcited by 21
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- 2023A Framework for Adapting Offline Algorithms to Solve Combinatorial Multi-Armed Bandit Problems with Bandit Feedbackcited by 19
- 2023Randomized Greedy Learning for Non-monotone Stochastic Submodular Maximization Under Full-bandit Feedbackcited by 19
- 2022Adaptive Best-of-Both-Worlds Algorithm for Heavy-Tailed Multi-Armed Banditscited by 18
- 2023Combinatorial Stochastic-Greedy Banditcited by 18
- 2023Combinatorial Neural Banditscited by 16
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- 2021Learning to Persuade on the Fly: Robustness Against Ignorancecited by 12
- 2022Adversarially Robust Multi-Armed Bandit Algorithm with Variance-Dependent Regret Boundscited by 12
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- 2023Improving Adaptive Online Learning Using Refined Discretizationcited by 8
- 2021Be Greedy in Multi-Armed Banditscited by 7
- 2024Low-rank Matrix Bandits with Heavy-tailed Rewardscited by 7
- 2024Contractual Reinforcement Learning: Pulling Arms with Invisible Handscited by 5
- 2026Provably Efficient Regularized Online RLHF with Generalized Bilinear Preferencescited by 5
- 2022Dueling Bandits: From Two-dueling to Multi-duelingcited by 4
- 2024Federated Linear Contextual Bandits with Heterogeneous Clientscited by 4
- 2022Federated Online Sparse Decision Makingcited by 3
- 2023Primal-Dual Contextual Bayesian Optimization for Control System Online Optimization with Time-Average Constraintscited by 3
- 2025Model-Free Robust Average-Reward Reinforcement Learning with Sample Complexity Analysiscited by 3
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- 2022Using Non-Stationary Bandits for Learning in Repeated Cournot Games with Non-Stationary Demandcited by 2
- 2022Bridging Adversarial and Nonstationary Multi-armed Banditcited by 2
- 2022Autonomous Drug Design with Multi-Armed Banditscited by 2
- 2022Simultaneously Learning Stochastic and Adversarial Bandits under the Position-Based Modelcited by 2
- 2025Provable Anytime Ensemble Sampling Algorithms in Nonlinear Contextual Banditscited by 2
- 2025Re-evaluating Minimum Bayes Risk Decoding for Automatic Speech Recognitioncited by 2
- 2026A single algorithm for both restless and rested rotting banditscited by 2
- 2021Online Sub-Sampling for Reinforcement Learning with General Function Approximationcited by 1
- 2021Dynamic Selection in Algorithmic Decision-makingcited by 1
- 2021Bandits with Dynamic Arm-acquisition Costscited by 1
- 2022A Reinforcement Learning Approach in Multi-Phase Second-Price Auction Designcited by 1
- 2023Bayesian Optimization of Expensive Nested Grey-Box Functionscited by 1
- 2024Optimistic Regret Bounds for Online Learning in Adversarial Markov Decision Processescited by 1
- 2024FLIPHAT: Joint Differential Privacy for High Dimensional Sparse Linear Banditscited by 1
- 2024Localized exploration in contextual dynamic pricing achieves dimension-free regretcited by 1
- 2025Detection Augmented Bandit Procedures for Piecewise Stationary MABs: A Modular Approachcited by 1
- 2025Safe Learning Under Irreversible Dynamics via Asking for Helpcited by 1
- 2025Design-Based Bandits Under Network Interference: Trade-Off Between Regret and Statistical Inferencecited by 1
- 2025Optimal Anytime Algorithms for Online Convex Optimization with Adversarial Constraintscited by 1
- 2026Shuffle and Joint Differential Privacy for Generalized Linear Contextual Banditscited by 1
50 most cited of 71 All 71 (JSON)
- 2026Prediction with Expert Advice under Heavy-Tailed Losses10 Oct 2026
- 2026Linear Ensemble Sampling with Smaller Ensembles12 Sep 2026
- 2026Adversarial Resilience of Poisson-Process Submodular Maximization over Matroids, and Full-Bandit Learning12 Aug 2026
- 2026Learning under Opponent Unawareness in Linear-Quadratic Stochastic Games8 Aug 2026
- 2026Online Conformal Prediction Beyond Feedback7 Aug 2026
- 2026Balancing Expressivity and Learnability in Quantum Kernel Bandit Optimization1 Jul 2026
- 2026Policy Regret for Embedding Model Routing: Contextual Bandits with Low-Rank Experts12 Jun 2026
- 2026Prudent-Banker: No Extra Fees for Baseline Safety in Adversarial Bandits With and Without Delays22 May 2026
- 2026Online Market Making and the Value of Observing the Order Book19 May 2026
- 2026A single algorithm for both restless and rested rotting bandits23 Apr 2026
- 2026Model-Based Reinforcement Learning for Control under Time-Varying Dynamics2 Apr 2026
- 2026Learning Safely Without Knowing the World:COMPASS-Hedge22 Mar 2026
38 more
- 2026Provably Efficient Regularized Online RLHF with Generalized Bilinear Preferences26 Feb 2026
- 2026Efficient Swap Regret Minimization in Combinatorial Bandits2 Feb 2026
- 2026Shuffle and Joint Differential Privacy for Generalized Linear Contextual Bandits31 Jan 2026
- 2025Multi-agent Adaptive Mechanism Design25 Dec 2025
- 2025Optimal Anytime Algorithms for Online Convex Optimization with Adversarial Constraints26 Oct 2025
- 2025Re-evaluating Minimum Bayes Risk Decoding for Automatic Speech Recognition22 Oct 2025
- 2025Provable Anytime Ensemble Sampling Algorithms in Nonlinear Contextual Bandits12 Oct 2025
- 2025Design-Based Bandits Under Network Interference: Trade-Off Between Regret and Statistical Inference9 Oct 2025
- 2025Model-Free Robust Average-Reward Reinforcement Learning with Sample Complexity Analysis18 May 2025
- 2025Multi-agent Multi-armed Bandits with Minimum Reward Guarantee Fairness21 Feb 2025
- 2025Safe Learning Under Irreversible Dynamics via Asking for Help19 Feb 2025
- 2025Detection Augmented Bandit Procedures for Piecewise Stationary MABs: A Modular Approach2 Jan 2025
- 2024Localized exploration in contextual dynamic pricing achieves dimension-free regret26 Dec 2024
- 2024Contractual Reinforcement Learning: Pulling Arms with Invisible Hands1 Jul 2024
- 2024FLIPHAT: Joint Differential Privacy for High Dimensional Sparse Linear Bandits22 May 2024
- 2024Federated Combinatorial Multi-Agent Multi-Armed Bandits9 May 2024
- 2024Optimistic Regret Bounds for Online Learning in Adversarial Markov Decision Processes3 May 2024
- 2024Low-rank Matrix Bandits with Heavy-tailed Rewards26 Apr 2024
- 2024Federated Linear Contextual Bandits with Heterogeneous Clients29 Feb 2024
- 2024Hyperparameter-Free Approach for Faster Minimum Bayes Risk Decoding5 Jan 2024
- 2023Combinatorial Stochastic-Greedy Bandit13 Dec 2023
- 2023Multi-Agent Bayesian Optimization with Coupled Black-Box and Affine Constraints2 Oct 2023
- 2023Improving Adaptive Online Learning Using Refined Discretization27 Sep 2023
- 2023Pure exploration in multi-armed bandits with low rank structure using oblivious sampler28 Jun 2023
- 2023Bayesian Optimization of Expensive Nested Grey-Box Functions8 Jun 2023
- 2023Combinatorial Neural Bandits31 May 2023
- 2023Constant or logarithmic regret in asynchronous multiplayer bandits31 May 2023
- 2023Primal-Dual Contextual Bayesian Optimization for Control System Online Optimization with Time-Average Constraints12 Apr 2023
- 2023Bandits for Sponsored Search Auctions under Unknown Valuation Model: Case Study in E-Commerce Advertising31 Mar 2023
- 2023Randomized Greedy Learning for Non-monotone Stochastic Submodular Maximization Under Full-bandit Feedback2 Feb 2023
- 2023A Framework for Adapting Offline Algorithms to Solve Combinatorial Multi-Armed Bandit Problems with Bandit Feedback30 Jan 2023
- 2023Local Differential Privacy for Sequential Decision Making in a Changing Environment2 Jan 2023
- 2022Dueling Bandits: From Two-dueling to Multi-dueling16 Nov 2022
- 2022A Reinforcement Learning Approach in Multi-Phase Second-Price Auction Design19 Oct 2022
- 2022Simultaneously Learning Stochastic and Adversarial Bandits under the Position-Based Model12 Jul 2022
- 2022Autonomous Drug Design with Multi-Armed Bandits4 Jul 2022
- 2022Provably Efficient Model-Free Constrained RL with Linear Function Approximation23 Jun 2022
- 2022Bayesian Optimization under Stochastic Delayed Feedback19 Jun 2022
50 newest of 71 All 71 (JSON)
- 2024Contractual Reinforcement Learning: Pulling Arms with Invisible Handscited by 5
- 2025Model-Free Robust Average-Reward Reinforcement Learning with Sample Complexity Analysiscited by 3
- 2026Model-Based Reinforcement Learning for Control under Time-Varying Dynamicscited by 1
- 2026Policy Regret for Embedding Model Routing: Contextual Bandits with Low-Rank Expertscited by 1
- 2026Policy Regret for Embedding Model Routing: Contextual Bandits with Low-Rank Experts12 Jun 2026
- 2026Model-Based Reinforcement Learning for Control under Time-Varying Dynamics2 Apr 2026
- 2025Model-Free Robust Average-Reward Reinforcement Learning with Sample Complexity Analysis18 May 2025
- 2024Contractual Reinforcement Learning: Pulling Arms with Invisible Hands1 Jul 2024
- 2022The Primacy Bias in Deep Reinforcement Learningcited by 247
- 2022Provably Efficient Model-Free Constrained RL with Linear Function Approximationcited by 31
- 2021Efficient Pure Exploration for Combinatorial Bandits with Semi-Bandit Feedbackcited by 21
- 2021Batched Thompson Samplingcited by 19
- 2023A Framework for Adapting Offline Algorithms to Solve Combinatorial Multi-Armed Bandit Problems with Bandit Feedbackcited by 19
- 2023Randomized Greedy Learning for Non-monotone Stochastic Submodular Maximization Under Full-bandit Feedbackcited by 19
- 2022Adaptive Best-of-Both-Worlds Algorithm for Heavy-Tailed Multi-Armed Banditscited by 18
- 2023Combinatorial Stochastic-Greedy Banditcited by 18
- 2023Combinatorial Neural Banditscited by 16
- 2024Hyperparameter-Free Approach for Faster Minimum Bayes Risk Decodingcited by 15
- 2021Learning to Persuade on the Fly: Robustness Against Ignorancecited by 12
- 2022Adversarially Robust Multi-Armed Bandit Algorithm with Variance-Dependent Regret Boundscited by 12
12 most cited of 65 All 65 (JSON)
- 2026Prediction with Expert Advice under Heavy-Tailed Losses10 Oct 2026
- 2026Linear Ensemble Sampling with Smaller Ensembles12 Sep 2026
- 2026Adversarial Resilience of Poisson-Process Submodular Maximization over Matroids, and Full-Bandit Learning12 Aug 2026
- 2026Learning under Opponent Unawareness in Linear-Quadratic Stochastic Games8 Aug 2026
- 2026Online Conformal Prediction Beyond Feedback7 Aug 2026
- 2026Balancing Expressivity and Learnability in Quantum Kernel Bandit Optimization1 Jul 2026
- 2026Prudent-Banker: No Extra Fees for Baseline Safety in Adversarial Bandits With and Without Delays22 May 2026
- 2026Online Market Making and the Value of Observing the Order Book19 May 2026
- 2026A single algorithm for both restless and rested rotting bandits23 Apr 2026
- 2026Learning Safely Without Knowing the World:COMPASS-Hedge22 Mar 2026
- 2026Efficient Swap Regret Minimization in Combinatorial Bandits2 Feb 2026
- 2026Shuffle and Joint Differential Privacy for Generalized Linear Contextual Bandits31 Jan 2026
12 newest of 65 All 65 (JSON)