Blessings of Multiple Good Arms in Multi-Objective Linear Bandits

Fuente: arXiv
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Auteurs principaux: Ann, Heesang, Oh, Min-hwan
Format: Preprint
Publié: 2026
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author Ann, Heesang
Oh, Min-hwan
author_facet Ann, Heesang
Oh, Min-hwan
contents The multi objective bandit setting has traditionally been regarded as more complex than the single objective case, as multiple objectives must be optimized simultaneously. In contrast to this prevailing view, we demonstrate that when multiple good arms exist for multiple objectives, they can induce a surprising benefit, implicit exploration. Under this condition, we show that simple algorithms that greedily select actions in most rounds can nonetheless achieve strong performance, both theoretically and empirically. To our knowledge, this is the first study to introduce implicit exploration in both multi objective and parametric bandit settings without any distributional assumptions on the contexts. We further introduce a framework for effective Pareto fairness, which provides a principled approach to rigorously analyzing fairness of multi objective bandit algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2602_12901
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Blessings of Multiple Good Arms in Multi-Objective Linear Bandits
Ann, Heesang
Oh, Min-hwan
Machine Learning
The multi objective bandit setting has traditionally been regarded as more complex than the single objective case, as multiple objectives must be optimized simultaneously. In contrast to this prevailing view, we demonstrate that when multiple good arms exist for multiple objectives, they can induce a surprising benefit, implicit exploration. Under this condition, we show that simple algorithms that greedily select actions in most rounds can nonetheless achieve strong performance, both theoretically and empirically. To our knowledge, this is the first study to introduce implicit exploration in both multi objective and parametric bandit settings without any distributional assumptions on the contexts. We further introduce a framework for effective Pareto fairness, which provides a principled approach to rigorously analyzing fairness of multi objective bandit algorithms.
title Blessings of Multiple Good Arms in Multi-Objective Linear Bandits
topic Machine Learning
url https://arxiv.org/abs/2602.12901