{"id":"https://openalex.org/W7148453721","doi":"https://doi.org/10.48550/arxiv.2604.00241","title":"Softmax gradient policy for variance minimization and risk-averse multi armed bandits","display_name":"Softmax gradient policy for variance minimization and risk-averse multi armed bandits","publication_year":2026,"publication_date":"2026-03-31","ids":{"openalex":"https://openalex.org/W7148453721","doi":"https://doi.org/10.48550/arxiv.2604.00241"},"language":null,"primary_location":{"id":"doi:10.48550/arxiv.2604.00241","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2604.00241","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.48550/arxiv.2604.00241","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5030131513","display_name":"Gabriel Turinici","orcid":"https://orcid.org/0000-0003-2713-006X"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Turinici, Gabriel","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5030131513"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9824000000953674,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9824000000953674,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.004699999932199717,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.00279999990016222,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/softmax-function","display_name":"Softmax function","score":0.8205000162124634},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6819000244140625},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.5949000120162964},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.5681999921798706},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.5597000122070312},{"id":"https://openalex.org/keywords/minification","display_name":"Minification","score":0.5375000238418579}],"concepts":[{"id":"https://openalex.org/C188441871","wikidata":"https://www.wikidata.org/wiki/Q7554146","display_name":"Softmax function","level":3,"score":0.8205000162124634},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6819000244140625},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6072999835014343},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.5949000120162964},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5681999921798706},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.5597000122070312},{"id":"https://openalex.org/C147764199","wikidata":"https://www.wikidata.org/wiki/Q6865248","display_name":"Minification","level":2,"score":0.5375000238418579},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4643999934196472},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44749999046325684},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.383899986743927},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.3418000042438507},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.3310000002384186},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.32989999651908875},{"id":"https://openalex.org/C153258448","wikidata":"https://www.wikidata.org/wiki/Q1199743","display_name":"Gradient descent","level":3,"score":0.31279999017715454},{"id":"https://openalex.org/C148764684","wikidata":"https://www.wikidata.org/wiki/Q621751","display_name":"Approximation algorithm","level":2,"score":0.29789999127388},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.27810001373291016},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.26589998602867126}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.48550/arxiv.2604.00241","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2604.00241","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.48550/arxiv.2604.00241","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2604.00241","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.8147648572921753}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Algorithms":[0],"for":[1],"the":[2,30,33,44,49,52,65,74,83,104,112,122,148],"Multi-Armed":[3],"Bandit":[4],"(MAB)":[5],"problem":[6],"play":[7],"a":[8,40,70,78,144],"central":[9],"role":[10],"in":[11],"sequential":[12],"decision-making":[13],"and":[14,21,90,128,151],"have":[15],"been":[16],"extensively":[17],"explored":[18],"both":[19],"theoretically":[20],"numerically.":[22],"While":[23],"most":[24],"classical":[25],"approaches":[26],"aim":[27],"to":[28,47,81],"identify":[29],"arm":[31,50,89,114],"with":[32,51],"highest":[34],"expected":[35],"reward,":[36],"we":[37,68,76],"focus":[38],"on":[39,131],"risk-aware":[41,139],"setting":[42,135],"where":[43,141],"goal":[45],"is":[46,143],"select":[48,82],"lowest":[53],"variance,":[54],"favoring":[55],"stability":[56],"over":[57],"potentially":[58],"high":[59],"but":[60],"uncertain":[61],"returns.":[62],"To":[63],"model":[64],"decision":[66],"process,":[67],"consider":[69],"softmax":[71],"parameterization":[72],"of":[73,103,125],"policy;":[75],"propose":[77],"new":[79],"algorithm":[80,98],"minimal":[84,87],"variance":[85],"(or":[86],"risk)":[88],"prove":[91],"its":[92,153],"convergence":[93],"under":[94],"natural":[95],"conditions.":[96],"The":[97,134],"constructs":[99],"an":[100],"unbiased":[101],"estimate":[102],"objective":[105],"by":[106],"using":[107],"two":[108],"independent":[109],"draws":[110],"from":[111],"current's":[113],"distribution.":[115],"We":[116],"provide":[117],"numerical":[118],"experiments":[119],"that":[120],"illustrate":[121],"practical":[123],"behavior":[124],"these":[126],"algorithms":[127],"offer":[129],"guidance":[130],"implementation":[132],"choices.":[133],"also":[136],"covers":[137],"general":[138],"problems":[140],"there":[142],"trade-off":[145],"between":[146],"maximizing":[147],"average":[149],"reward":[150],"minimizing":[152],"variance.":[154]},"counts_by_year":[],"updated_date":"2026-04-03T16:44:17.987007","created_date":"2026-04-03T00:00:00"}
