2025
Fixed-Budget Change Point Identification in Piecewise Constant Bandits
AISTATS 2025poster
We study the piecewise constant bandit problem where the expected reward is a piecewise constant function with one change point (discontinuity) across the action space $[0,1]$ and the learner's aim is to locate the change point. Under the assumption of a fixed exploration budget, we provide the firs…