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minimax regret

topic2 events
papersTODAY 04:00 UTC

Paper Sets Minimax Regret Bounds for Bandits with Probing Feedback

A new arXiv paper studies a bandit setting where a learner may probe up to k of n arms per round and only observes the highest reward among those probed, rather than each individual reward. The authors derive two minimax laws characterizing when probing yields a statistical advantage over standard bandit learning, covering independent stochastic reward models. They also identify limits on what can be learned from this winner-only feedback.

papersSEP 11 04:00 UTC

Paper Shows Minimax Regret Possible in Bilateral Trade with Heavy-Tailed Valuations

A new arXiv paper examines contextual bilateral trade where the posted price does not influence which valuations the seller observes. The authors prove that this action-independent feedback structure removes the polynomial adaptation penalty previously associated with heavy-tailed valuation distributions. The result yields minimax regret guarantees without requiring a variance bound.