English

Probe-then-Commit Multi-Objective Bandits: Theoretical Benefits of Limited Multi-Arm Feedback

Machine Learning 2026-02-23 v2

Abstract

We study an online resource-selection problem motivated by multi-radio access selection and mobile edge computing offloading. In each round, an agent chooses among KK candidate links/servers (arms) whose performance is a stochastic dd-dimensional vector (e.g., throughput, latency, energy, reliability). The key interaction is \emph{probe-then-commit (PtC)}: the agent may probe up to q>1q>1 candidates via control-plane measurements to observe their vector outcomes, but must execute exactly one candidate in the data plane. This limited multi-arm feedback regime strictly interpolates between classical bandits (q=1q=1) and full-information experts (q=Kq=K), yet existing multi-objective learning theory largely focuses on these extremes. We develop \textsc{PtC-P-UCB}, an optimistic probe-then-commit algorithm whose technical core is frontier-aware probing under uncertainty in a Pareto mode, e.g., it selects the qq probes by approximately maximizing a hypervolume-inspired frontier-coverage potential and commits by marginal hypervolume gain to directly expand the attained Pareto region. We prove a dominated-hypervolume frontier error of O~(KPd/qT)\tilde{O} (K_P d/\sqrt{qT}), where KPK_P is the Pareto-frontier size and TT is the horizon, and scalarized regret O~(Lϕd(K/q)T)\tilde{O} (L_\phi d\sqrt{(K/q)T}), where ϕ\phi is the scalarizer. These quantify a transparent 1/q1/\sqrt{q} acceleration from limited probing. We further extend to \emph{multi-modal probing}: each probe returns MM modalities (e.g., CSI, queue, compute telemetry), and uncertainty fusion yields variance-adaptive versions of the above bounds via an effective noise scale.

Keywords

Cite

@article{arxiv.2602.03175,
  title  = {Probe-then-Commit Multi-Objective Bandits: Theoretical Benefits of Limited Multi-Arm Feedback},
  author = {Ming Shi},
  journal= {arXiv preprint arXiv:2602.03175},
  year   = {2026}
}
R2 v1 2026-07-01T09:33:36.638Z