Offline KL-regularized MABs require sample complexity scaling as O(η S A C^π*/ε) for large regularization and Ω(S A C^π*/ε²) for small regularization, with matching lower bounds across the full range.
Nonasymptotic sequential tests for overlapping hy- potheses applied to near-optimal arm identification in bandit models.Sequential Analysis40 61–96
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On the Optimal Sample Complexity of Offline Multi-Armed Bandits with KL Regularization
Offline KL-regularized MABs require sample complexity scaling as O(η S A C^π*/ε) for large regularization and Ω(S A C^π*/ε²) for small regularization, with matching lower bounds across the full range.