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Author

Wouter M. Koolen

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#machine learning Preprint Oct 2026

Best Arm Identification for Bandits with Shifting Means

We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means. While classically the mean rewards of the $K$ arms are stable in time, in Shifting Means only the gaps $\boldsymbol{\Delta}$ between mean rewards are stable, while their...

Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal et al. · 0 citations
Preprint Sep 2026

Acceleration for Affine-coupling problems

Saddle-point problems play an important role in modern machine learning, including robust optimization and algorithmic fairness. We investigate structured convex--concave minimax problems where the primal variable lies in a high-dimensional, unconstrained space $\mathbb{R}^d$, while the dual variable is confined to a c...

Clément Lezane, Sophie Langer, Wouter M. Koolen · 0 citations
2025

Constrained Best Arm Identification

In real-world decision-making problems, one needs to pick among multiple policies the one that performs best while respecting economic constraints. This motivates the problem of constrained best-arm identification for bandit problems where every arm is a joint distribution of reward and cost. We investigate the general...

Tyron Lardy, Christina Katsimerou, Wouter M. Koolen · 0 citations

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