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The Sampling Complexity of Condorcet Winner Identification in Dueling Bandits
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Studies Condorcet winner identification in dueling bandits using the full gap matrix, giving elimination-based fixed-budget and fixed-confidence algorithms with instance-dependent upper bounds and new high-probability and expected lower bounds.
Problem
Identifying the Condorcet winner in stochastic dueling bandits under only the existence of a CW; the optimal instance-dependent sample complexity (especially high-probability budget) is poorly understood.
Approach
Exploit the full skew-symmetric gap matrix rather than only the CW row: for each arm, search (via sequential halving) for a strong negative opponent and estimate a lower-tail quantile of its row via a new adaptive Range-Quantile routine; eliminate a constant fraction of arms per round, with a certification step. Yields an exploration/certification trade-off bound and matching-type lower bounds.
Key results
- Upper bound: with probability at least 1-delta, FC-CWI budget is at most min of H_cw(delta) and min over s of [H_certify + H_explore^(1)] log(1/delta) + H_explore^(0), up to log factors.
- Expected-budget lower bound: E[N_delta] >= (1/4) sum_{i!=i*} log(1/(4delta))/Delta_{i,(1)}^2 for any delta-correct algorithm, matching the asymptotic upper bound of prior verification approach.
- Lower bound on (1-delta)-quantile of budget reduces to exploration plus certification cost, shown to be unavoidable in a local minimax sense.
Surprising findings
- The expected budget can be much smaller than the (1-delta)-quantile of the budget when gaps are heterogeneous, so expectation-based analyses are overly optimistic.
- Under the fixed-probability regime, an additive term of order K^2 can dominate the sample complexity when effective sparsities are small.
Limitations
- Upper bounds hide logarithmic factors and numerical constants (c_0 not made explicit).
- Upper and lower bounds do not match in hybrid regimes where the CW is strongest for some arms and nearly tied with others.
- Fully instance-dependent lower bound for the (1-delta)-quantile of the budget remains open.
Experimental setup
Metrics: sample complexity (budget) error probability
Baselines: verification-based CW identification H_cw direct-search algorithm
Builds on: Sequential Halving Condorcet winner identification verification approach testification
Closest papers by meaning
- On Weak Regret Analysis for Dueling Bandits (NeurIPS 2024 · similarity 0.90)
- Best Arm Identification in Generalized Linear Bandits via Hybrid Feedback (NeurIPS 2026 · similarity 0.89)
- Optimal Multi-Fidelity Best-Arm Identification (NeurIPS 2024 · similarity 0.89)
- Balancing Performance and Costs in Best Arm Identification (NeurIPS 2025 · similarity 0.89)
- Near Optimal Best Arm Identification for Clustered Bandits (ICML 2025 · similarity 0.89)
- Almost Minimax Optimal Best Arm Identification in Piecewise Stationary Linear Bandits (NeurIPS 2024 · similarity 0.89)
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