cs.AI updates on arXiv.org 10月13日
频域分析视角下的MAB问题研究
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本文提出一种频域分析框架,将多臂老虎机问题转化为信号处理问题,对UCB算法的置信区间进行频率域分析,并证明其与时间域的等价性,为新一代自适应参数调整算法设计提供理论基础。

arXiv:2510.08908v1 Announce Type: cross Abstract: The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper Confidence Bound (UCB) and Thompson Sampling, along with their regret theories, are well-established, existing analyses primarily operate from a time-domain and cumulative regret perspective, struggling to characterize the dynamic nature of the learning process. This paper proposes a novel frequency-domain analysis framework, reformulating the bandit process as a signal processing problem. Within this framework, the reward estimate of each arm is viewed as a spectral component, with its uncertainty corresponding to the component's frequency, and the bandit algorithm is interpreted as an adaptive filter. We construct a formal Frequency-Domain Bandit Model and prove the main theorem: the confidence bound term in the UCB algorithm is equivalent in the frequency domain to a time-varying gain applied to uncertain spectral components, a gain inversely proportional to the square root of the visit count. Based on this, we further derive finite-time dynamic bounds concerning the exploration rate decay. This theory not only provides a novel and intuitive physical interpretation for classical algorithms but also lays a rigorous theoretical foundation for designing next-generation algorithms with adaptive parameter adjustment.

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多臂老虎机 频域分析 UCB算法 自适应参数调整 信号处理
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