English(EN) Linear Bandits on Ellipsoids: Minimax Optimal Algorithms

发布了Ellipsoids上线性老虎机的新的minimax最优算法

作者 PulseAugur 编辑部 · [1 个来源] · 2026-11-09 05:00

研究人员开发了一种新的minimax最优算法，用于在椭球动作集内运行的线性随机老虎机。该算法实现的遗憾界限与理论下界相匹配，这是现有乐观或基于采样的方法以前未能实现的成就。这种新颖的方法包括对参数范数的顺序估计，然后是知情的探索与承诺策略，与之前的算法相比，具有显著的计算效率。 AI

影响为一类强化学习问题引入了一种计算效率更高且理论上更优的算法。

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arXiv stat.ML TIER_1 English(EN) · Raymond Zhang, Hedi Hadiji, Richard Combes · 2026-11-09 05:00

椭球上的线性老虎机：最小-最大最优算法

arXiv:2502.17175v2 Announce Type: replace Abstract: We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of an…