Data-dependent Bounds with T-Optimal Best-of-Both-Worlds Guarantees in Multi-Armed Bandits using Stability-Penalty Matching.

Wed, 01 Jan 2025 00:00:00 +0100

Quan M. Nguyen, Shinji Ito, Junpei Komiyama, Nishant A. Mehta:
Data-dependent Bounds with T-Optimal Best-of-Both-Worlds Guarantees in Multi-Armed Bandits using Stability-Penalty Matching. COLT 2025: 4386-4451