One Good Source is All You Need: Near-Optimal Regret for Bandits under Heterogeneous Noise
arXiv:2602.14474v2 Announce Type: replace
Abstract: We study $K$-armed Multiarmed Bandit (MAB) problem with $M$ heterogeneous data sources, each exhibiting unknown and distinct noise variances $\{\sigma_j^2\}_{j=1}^M$. The learner’s objective is stand…