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arXiv · 2606.23414

Leveraging Similarities in Multi-Armed Bandits

Khaled Eldowa·Thibaud Rahier·Augustin Cablant·Panayotis Mertikopoulos·Pierre Gaillard
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Abstract

In many online learning and bandit problems, the actions we consider possess inherent similarities--for instance because they share latent traits, tags, or hierarchical structure. We study online learning with a similarity-structured action set, encoded by a rooted tree whose leaves are the actions and whose levels quantify how closely two actions are related. The loss sequence is assumed tree-compatible: losses of similar actions are constrained to be close. We establish an impossibility result showing that usual one-point bandit feedback cannot, in general, leverage range or tree-induced similarity, even under very strong similarity constraints. We then provide a unified set of algorithms which adapt to a wide range of richer feedback models, from semi-bandit feedback down to multi-point bandit protocols, including the minimal two-point feedback setting. We show these algorithms exhibit best-of-both-worlds guarantees and provably exploit action similarities by replacing the number of actions $K$ by a similarity-aware effective number of actions $K_{\mathrm{eff}}$ in the regret bounds. As an application, we show that under two-point feedback, it is possible to achieve $\sqrt{T}$ regret in Lipschitz bandits when $d \leq 2$.

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Khaled Eldowa, Thibaud Rahier, Augustin Cablant, Panayotis Mertikopoulos, Pierre Gaillard. 2026-06-22. Leveraging Similarities in Multi-Armed Bandits. https://arxiv.org/abs/2606.23414

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