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ConceptLeading Constant / 遗憾领头常数

Leading Constant

The leading constant is the coefficient of the logarithmic term in the asymptotic expression for regret, determining the magnitude of long-term cumulative loss. In the analysis of bandit algorithms, reducing the leading constant implies greater long-term efficiency and is a key objective of algorithm optimization.

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Oct 16

The KL-UCB-Transfer algorithm obtains a better leading constant under the condition μ'_a < μ_1 - L_a, and degrades to the guarantee of classical KL-UCB when this condition is not satisfied.

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