Research map / Bandits and online learning / Multi-armed bandits
On Kernelized Multi-Armed Bandits with Constraints
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use CKB soft-constraint primal-dual algorithms instead of safe BO methods (StageOpt, SGP-UCB) | constrained kernelized bandits · synthetic and light sensor data | cumulative regret | Helped |
| use CKB algorithms instead of safe KB baselines under heavy-tailed noise | constrained kernelized bandits · heavy-tailed finance data | cumulative regret | Helped |
| allow soft constraint violations (CKB) instead of hard safety | constrained kernelized bandits · synthetic data | rounds violated N over T=10,000: N <= 5 | Mixed |
Closest papers by meaning
- On Kernelized Multi-armed Bandits (ICML 2017 · similarity 0.92)
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- Nash Social Welfare for Multi Armed Bandits: Trajectory-wise Expected and High Probability Regret (NeurIPS 2026 · similarity 0.90)
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