2025
Precise Asymptotics and Refined Regret of Variance-Aware UCB
NeurIPS 2025spotlight
In this paper, we study the behavior of the Upper Confidence Bound-Variance (UCB-V) algorithm for the Multi-Armed Bandit (MAB) problems, a variant of the canonical Upper Confidence Bound (UCB) algorithm that incorporates variance estimates into its decision-making process. More precisely, we provide…