Bandits with Multiple Optimal Arms: Minimax Regret and Non-Adaptivity
Not on the map. Why?
Abstract (arXiv)
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 K-armed bandits with A optimal arms, we first provide a sharper analysis of previous sub-sampling algorithms (De Heide et al., 2021; Zhu and Nowak, 2020), establishing a tildeOBig(fracK-A√KA√T Big) minimax regret, where T is the total number of interactions and tilde O(·) drops all constant and logarithmic factors, improving the previous tildeO(√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 A up to tildeO(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 K-armed bandits with A over the entire range of 1 ≤ A ≤ K-1.
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 29 of its 47 references that are in the map. First posted on arXiv 29 Sep 2026.
Builds on
29 of 47 references.
References · 29
- 2021Measuring Mathematical Problem Solving With the MATH Datasetcited by 5,203
- 2023SWE-bench: Can Language Models Resolve Real-World GitHub Issues?cited by 3,193
- 2024LiveCodeBench: Holistic and Contamination Free Evaluation of Large Language Models for Codecited by 1,906
- 2023Automatic Prompt Optimization with "Gradient Descent" and Beam Searchcited by 628
- 2016Optimal Best Arm Identification with Fixed Confidencecited by 233
- 2021Adapting to Misspecification in Contextual Banditscited by 81
- 2016Explore First, Exploit Next: The True Shape of Regret in Bandit Problemscited by 78
- 2020Stochastic Linear Bandits Robust to Adversarial Attackscited by 65
- 2019Pure Exploration with Multiple Correct Answerscited by 60
- 2022Nearly Optimal Algorithms for Linear Contextual Bandits with Adversarial Corruptionscited by 51
- 2021A Model Selection Approach for Corruption Robust Reinforcement Learningcited by 45
- 2023Variance-Dependent Regret Bounds for Linear Bandits and Reinforcement Learning: Adaptivity and Computational Efficiencycited by 39
17 more
- 2019The True Sample Complexity of Identifying Good Armscited by 37
- 2017Good Arm Identification via Bandit Feedbackcited by 29
- 2020The Unreasonable Effectiveness of Greedy Algorithms in Multi-Armed Bandit with Many Armscited by 27
- 2021The Pareto Frontier of model selection for general Contextual Banditscited by 24
- 2025Adaptive LLM Routing under Budget Constraintscited by 21
- 2020On Regret with Multiple Best Armscited by 16
- 2021Bandits with many optimal armscited by 16
- 2018Pure Exploration in Infinitely-Armed Bandit Models with Fixed-Confidencecited by 15
- 2019Smoothness-Adaptive Contextual Banditscited by 15
- 2021Pareto Optimal Model Selection in Linear Banditscited by 14
- 2020Adaptation to the Range in K-Armed Banditscited by 12
- 2020Bandit algorithms: Letting go of logarithmic regret for statistical robustnesscited by 12
- 2019Polynomial Cost of Adaptation for X -Armed Banditscited by 9
- 2021From Finite to Countable-Armed Banditscited by 8
- 2024Corruption-Robust Linear Bandits: Minimax Optimality and Gap-Dependent Misspecificationcited by 6
- 2025Optimal Best-Arm Identification under Fixed Confidence with Multiple Optimacited by 2
- 2026On the Optimal Sample Complexity of Offline Multi-Armed Bandits with KL Regularizationcited by 2
Built on by
Not cited yet.