Stochastic Multi-Armed Bandits with Limited Control Variates
Motivated by wireless networks where interference or channel state estimates provide partial insight into throughput, we study a variant of the classical stochastic multi-armed bandit problem in which the learner has limited access to auxiliary information. Recent work has shown that such auxiliary information, when available as control variates, can be used to get tighter confidence bounds, leading to lower regret. However, existing works assume that control variates are available in every round, which may not be realistic in several real-life scenarios. To address this, we propose UCB-LCV, an upper confidence bound (UCB) based algorithm that effectively combines the estimators obtained ...
| Authors | Arun Verma, Manjesh Kumar Hanawal, Arun Rajkumar |
|---|---|
| Primary category | cs.LG |
| Published | 2 March 2026 |
| Last updated at source | 2 March 2026 |
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