Reserve-Aware Contrast Certificates for Conservative Bandits with Uncertain Baselines
Conservative bandits must improve an incumbent policy without exhausting a prescribed performance budget. When the incumbent is uncertain, separately bounding candidate and baseline rewards can charge twice for shared estimation error. We develop Reserve-C4B around the baseline-relative contrast itself. A shared confidence set yields an exact expression for this avoidable penalty and a tighter admissibility test at every fixed history. A reserve ledger separates statistical evidence from permitted performance deficit; a prefix-refresh extension recertifies accumulated decisions under the current confidence set without discarding previously certified credit. For linear rewards, self-normal...
| Authors | Qinchuan Cheng |
|---|---|
| Primary category | cs.AI |
| Published | 30 September 2026 |
| Last updated at source | 30 September 2026 |
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