Indexed Minimum Empirical Divergence for Unimodal Bandits
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Abstract (arXiv)
We consider a multi-armed bandit problem specified by a set of one-dimensional family exponential distributions endowed with a unimodal structure. We introduce IMED-UB, a algorithm that optimally exploits the unimodal-structure, by adapting to this setting the Indexed Minimum Empirical Divergence (IMED) algorithm introduced by Honda and Takemura [2015]. Owing to our proof technique, we are able to provide a concise finite-time analysis of IMED-UB algorithm. Numerical experiments show that IMED-UB competes with the state-of-the-art algorithms.
Key facts. Cited by 4 papers in the map (data through 14 Oct 2026). Builds on 8 of its 22 references that are in the map. First posted on arXiv 2 Dec 2021.
Builds on
8 of 22 references.
References · 8
- 2014Lipschitz Bandits: Regret Lower Bounds and Optimal Algorithmscited by 60
- 2016The End of Optimism? An Asymptotic Analysis of Finite-Armed Linear Banditscited by 49
- 2017Minimal Exploration in Structured Stochastic Banditscited by 41
- 2014Unimodal Bandits: Regret Lower Bounds and Optimal Algorithmscited by 37
- 2019Solving Bernoulli Rank-One Bandits with Unimodal Thompson Samplingcited by 23
- 2020Structure Adaptive Algorithms for Stochastic Banditscited by 19
- 2017Streaming kernel regression with provably adaptive mean, variance, and regularizationcited by 15
- 2017Boundary Crossing Probabilities for General Exponential Familiescited by 1
Built on by
Citing papers per year: 2024: 2; 2025: 2.
4 papers.
- 2024Best-Arm Identification in Unimodal Banditscited by 6
- 2024Indexed Minimum Empirical Divergence-Based Algorithms for Linear Banditscited by 2
- 2025The Confusing Instance Principle for Online Linear Quadratic Controlcited by 1
- 2025Multimodal Bandits: Regret Lower Bounds and Optimal Algorithmscited by 1
- 2025Multimodal Bandits: Regret Lower Bounds and Optimal Algorithms29 Oct 2025
- 2025The Confusing Instance Principle for Online Linear Quadratic Control22 Oct 2025
- 2024Best-Arm Identification in Unimodal Bandits4 Nov 2024
- 2024Indexed Minimum Empirical Divergence-Based Algorithms for Linear Bandits24 May 2024