Abstract
We study fixed-confidence Best Arm Identification (BAI) in semiparametric bandits, where rewards are linear in arm features plus an unknown additive baseline shift. Unlike linear-bandit BAI, this setting requires orthogonalized regression, and its instance-optimal sample complexity has remained open. For the transductive setting, we establish an attainable instance-dependent lower bound characterized by the corresponding linear-bandit complexity on shifted features. We then propose a computationally efficient phase-elimination algorithm based on a new XY-design for orthogonalized regression. Our analysis yields a nearly optimal high-probability sample-complexity upper bound, up to log factors and an additive d^2 term, and experiments on synthetic instances and the Jester dataset show clear gains over prior baselines.
