Rising Rested MAB with Linear Drift

Omer Amichay, Yishay Mansour
1/8/2025
cs.LG

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Abstract

We consider non-stationary multi-arm bandit (MAB) where the expected reward of each action follows a linear function of the number of times we executed the action. Our main result is a tight regret bound of $\tildeΘ(T^{4/5}K^{3/5})$, by providing both upper and lower bounds. We extend our results to derive instance dependent regret bounds, which depend on the unknown parametrization of the linear drift of the rewards.

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@article{amichay2025rising,
  title  = {Rising Rested MAB with Linear Drift},
  author = {Omer Amichay and Yishay Mansour},
  year   = {2025},
  eprint = {2501.04403},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2501.04403v1}
}

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