On the Peril of (Even a Little) Nonstationarity in Satisficing Regret Minimization
arXiv:2603.18514v1 Announce Type: new Abstract: Motivated by the principle of satisficing in decision-making, we study satisficing regret guarantees for nonstationary $K$-armed bandits. We show that in the general realizable, piecewise-stationary setting with $L$ stationary segments, the optimal regret is $Theta(Llog T)$ as long as $Lgeq 2$. This stands in sharp contrast to the case of $L=1$ (i.e., the stationary setting), where a $T$-independent $Theta(1)$ satisficing regret is achievable under realizability. In other words, the optimal regret has to […]