Why Most Optimism Bandit Algorithms Have the Same Regret Analysis: A Simple Unifying Theorem
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Abstract (arXiv)
Several optimism-based stochastic bandit algorithms -- including UCB, UCB-V, linear UCB, and finite-arm GP-UCB -- achieve logarithmic regret using proofs that, despite superficial differences, follow essentially the same structure. This note isolates the minimal ingredients behind these analyses: a single high-probability concentration condition on the estimators, after which logarithmic regret follows from two short deterministic lemmas describing radius collapse and optimism-forced deviations. The framework yields unified, near-minimal proofs for these classical algorithms and extends naturally to many contemporary bandit variants.
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 5 of its 11 references that are in the map. First posted on arXiv 20 Dec 2025.
Builds on
5 of 11 references.
References · 5
- 2018Information Directed Sampling and Bandits with Heteroscedastic Noisecited by 75
- 2025Multi-Armed Bandits With Machine Learning-Generated Surrogate Rewardscited by 13
- 2022Breaking the √T Barrier: Instance-Independent Logarithmic Regret in Stochastic Contextual Linear Banditscited by 5
- 2024Data-Driven Upper Confidence Bounds with Near-Optimal Regret for Heavy-Tailed Banditscited by 2
- 2025No-Regret Linear Bandits under Gap-Adjusted Misspecificationcited by 1
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