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Variance-Aware Non-Stationary Bandits:All-Budget Regret Bounds and Adaptation Costs

Zhang, Xiaojin
arXiv (All) · Papers
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Low reward variance reduces estimation cost, but does not eliminate monitoring of arms that may improve while unobserved. We refine the variance--variation tradeoff and characterize how both costs depend on supplied variance and variation budgets in bounded, non-stationary multi-armed bandits. Let $
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