Data-dependent Bounds with $T$-Optimal Best-of-Both-Worlds Guarantees in Multi-Armed Bandits using Stability-Penalty Matching

Quan Nguyen, Shinji Ito, Junpei Komiyama +1

Existing data-dependent and best-of-both-worlds regret bounds for multi-armed bandits problems have limited adaptivity as they are either data-dependent but not best-of-both-worlds…