Prudent-Banker: No Extra Fees for Baseline Safety in Adversarial Bandits With and Without Delays
We study adversarial multi-armed bandits with and without delayed feedback under a safety-aware goal: achieving minimax-optimal worst-case regret while keeping nearly constant regret relative to a designated "safe" baseline policy. Existing approaches can balance this trade-off with immediate feedback for smooth comparators, but arbitrary delays can mistime transitions between conservatism and exploration, endangering the safety guarantee. To bridge this gap, we propose Prudent-Banker, a novel algorithm that combines a delay-adapted variant of Online Mirror Descent with a modified phased-aggression mechanism. Its key technical contribution is a delay-calibrated restart threshold that rigo...
| Authors | Ting Hu, Luanda Cai, Emmanouil-Vasileios Vlatakis-Gkaragkounis |
|---|---|
| Primary category | cs.LG |
| Published | 22 May 2026 |
| Last updated at source | 22 May 2026 |
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