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Top-$k$ Pareto Bandits: Hypervolume Regret for Multi-Objective Slate Selection

This paper studies a stochastic multi-objective bandit problem where an agent selects a slate of $k$ arms each round under semi-bandit feedback. The goal is to maintain a small set of actions that jointly approximate the Pareto frontier, formalized via dominated hypervolume. They define $\alpha$-approximate hypervolume regret and propose THV-UCB, an optimistic greedy algorithm, achieving gap-free and gap-dependent regret bounds.

SourcearXiv Machine LearningAuthor: Nicolas Gutowski, Fabien Chhel, Alexandre Letard, Sylvain Lamprier

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[Submitted on 28 Jul 2026]

Title:Top-$k$ Pareto Bandits: Hypervolume Regret for Multi-Objective Slate Selection

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Abstract:We consider a stochastic multi-objective bandit problem where, at each round, the agent selects a slate of $k$ arms and observes their $d$-dimensional reward vectors under semi-bandit feedback. We do not aim at identifying a single optimal arm; instead, we consider the problem of maintaining a small set of actions that jointly approximate the Pareto frontier. We formalize this objective through the dominated hypervolume induced by the selected subset of arms, and define an $\alpha$-approximate hypervolume regret with respect to the best size-$k$ subset achievable in hindsight, where $\alpha = 1 - 1/e$ reflects the approximation guarantee of greedy maximization for monotone submodular functions. To address this problem, we introduce \textit{THV-UCB}, an optimistic algorithm that selects arms greedily based on optimistic estimates of their marginal hypervolume contributions. We establish a gap-free regret bound $\tilde{O}(d\sqrt{nkT})$ that holds on every instance, together with a gap-dependent bound $\tilde{O}(nk^{2.5}/\Delta_{\min})$ that becomes polylogarithmic in $T$ once the arms are sufficiently well separated. Our results provide theoretical support for using small subsets to approximate Pareto fronts in various multi-objective applications.

Comments: 21 pages, 7 figures, 7 tables

Subjects:

Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Machine Learning (stat.ML)

ACM classes: I.2.6; I.2.8; G.3; F.2.2

Cite as: arXiv:2607.26273 [cs.LG]

(or arXiv:2607.26273v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2607.26273

arXiv-issued DOI via DataCite (pending registration)

Submission history

From: Nicolas Gutowski Dr. [view email] [v1] Tue, 28 Jul 2026 21:10:39 UTC (8,036 KB)

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