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The best of both worlds: Stochastic and adversarial bandits

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cs.LG 1

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2026 1

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Learning Safely Without Knowing the World:COMPASS-Hedge

cs.LG · 2026-03-22 · unverdicted · novelty 7.0

COMPASS-Hedge is presented as the first parameter-free full-information anytime algorithm that simultaneously delivers minimax-optimal adversarial regret, instance-optimal stochastic regret, and Õ(1) regret to a baseline policy.

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  • Learning Safely Without Knowing the World:COMPASS-Hedge cs.LG · 2026-03-22 · unverdicted · none · ref 13

    COMPASS-Hedge is presented as the first parameter-free full-information anytime algorithm that simultaneously delivers minimax-optimal adversarial regret, instance-optimal stochastic regret, and Õ(1) regret to a baseline policy.