arXiv:2605.05745 · v2

Best Arm Identification in Generalized Linear Bandits via Hybrid Feedback

首次提交 2026-05-07 14:40

版本更新 2026-11-07 19:18

雷达观测 2026-11-10 11:14

摘要

We study fixed-confidence best arm identification in generalized linear bandits under a hybrid feedback model: at each round, the learner may query either (i) absolute reward feedback from a single arm or (ii) relative (dueling) feedback from an arm pair, both governed by generalized linear models. We introduce a likelihood-ratio--based confidence sequence that unifies heterogeneous generalized linear observations and yields an explicit ellipsoidal confidence set under a self-concordance assumption. Building on this confidence set, we propose a hybrid Track-and-Stop algorithm that adaptively allocates queries by tracking a minimax-optimal design over a joint action space of arms and pairs. We establish $δ$-correctness and provide almost-sure asymptotic upper bounds on the stopping time. We further extend the framework to a cost-aware setting that accounts for heterogeneous acquisition costs across feedback modalities. Empirical experiments demonstrate that the proposed algorithms significantly improve sample efficiency over baseline methods.