Probe-then-Commit Multi-Objective Bandits: Theoretical Benefits of Limited Multi-Arm Feedback
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 candidate links/servers (arms) whose performance is a stochastic -dimensional vector (e.g., throughput, latency, energy, reliability). The key interaction is \emph{probe-then-commit (PtC)}: the agent may probe up to 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 () and full-information experts (), 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 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 , where is the Pareto-frontier size and is the horizon, and scalarized regret , where is the scalarizer. These quantify a transparent acceleration from limited probing. We further extend to \emph{multi-modal probing}: each probe returns modalities (e.g., CSI, queue, compute telemetry), and uncertainty fusion yields variance-adaptive versions of the above bounds via an effective noise scale.
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}
}