Learning When to Update: A Near-Optimal Timing Bandit Approach

Abstract

Systems operating in dynamic environments require timely updates to sustain performance. For resource-intensive systems such as machine learning models and digital twins, strategically timing updates is essential. Updating too frequently wastes resources, while updating too infrequently leads to costly performance degradation. The problem is particularly challenging when the system's degradation pattern is unknown a priori, as is common in new operating environments. We formalize this challenge as a novel \emph{timing bandit} problem, where each arm represents a candidate update interval with a fixed update cost and an unknown, stochastic degradation cost. Three structural properties distinguish this setting from standard multi-armed bandits: selecting an interval commits the learner to multiple time slots before the next update; arm costs are composed of per-step degradation costs and a fixed update cost; and selecting a longer interval naturally reveals degradation at every intermediate step, providing consecutive feedback relevant to shorter intervals. By exploiting these structures, we develop Balanced Consecutive Arm Elimination (BCAE). BCAE achieves $\tilde{O}(\sqrt{T})$ regret, improving upon the $\tildeΩ(K\sqrt{T})$ regret of standard bandit algorithms in this setting, where $K$ is the number of candidate update intervals. We further propose an Optimism-Enhanced variant (OE-BCAE) that integrates lower-confidence-bound principles to improve empirical adaptivity while preserving the same regret order. Moreover, the regret bound achieved by our algorithms matches the theoretical lower bound up to logarithmic factors. Simulation results demonstrate that our algorithms achieve low regret and remain stable as both the number of arms and the update cost vary.