首页 > AI前沿 > When May a Bandit Leave Its Anchor? E-Process-Authorized Thompson Sampling under Non-stationarity

When May a Bandit Leave Its Anchor? E-Process-Authorized Thompson Sampling under Non-stationarity

arXiv机器学习 2026-10-03 01:31 8 阅读 查看原文

Stationarity rewards memory, but after a change the same history can mislead.

We ask when forgetting should be permitted.

E-process-authorized Thompson sampling (e-ATS) gives each arm full-history and discounted Beta states.

An anytime-valid e-process first authorizes the discounted state, then a reversible relevance score controls its influence.

Before authorization, e-ATS exactly follows optimistic Thompson sampling (OTS).

Under a Beta-Bernoulli prior-predictive stationary model, e-ATS's probability of ever departing from OTS is at most the chosen $α_E$, without fitted thresholds.

Relative to e-ATS, removing authorization increased mean normalized dynamic pseudo-regret by $38.4\%$ on the registered suite but reduced it by $7.5\%$ on the literature-derived replay suite.

Therefore, evidence controls when adaptation begins, not whether it always helps.