arXiv cs.LGOctober 1, 2026
Reserve-Aware Contrast Certificates for Conservative Bandits with Uncertain Baselines
Excerpt
arXiv:2609.39106v1 Announce Type: cross Abstract: Conservative bandits must improve an incumbent policy without exhausting a prescribed performance budget. When the incumbent is uncertain, separately bounding candidate and baseline rewards can charge twice for shared estimation error. We develop Reserve-C4B around the baseline-relative contrast itself. A shared confidence set yields an exact expression for this avoidable penalty and a tighter admissibility test at every fixed history. A reserve