We consider the minimax setup for the two-armed bandit problem as applied to
data processing if there are two alternative processing methods with different a priori unknown
efficiencies. One should determine the most efficient method and provide its predominant application. To this end, we use the mirror descent algorithm (MDA). It is well known that the
corresponding minimax risk has the order of N^{1/2}, where N is the amount of processed data,
and this bound is order sharp. We propose a batch version of the MDA which allows processing
data by packets; this is especially important if parallel data processing can be provided. In this
case, the processing time is determined by the number of batches rather than the total amount
of data. Unexpectedly, it has turned out that the batch version behaves unlike the ordinary one
even if the number of packets is large. Moreover, the batch version provides a considerably lower
minimax risk; i.e., it substantially improves the control performance. We explain this result by
considering another batch modification of the MDA whose behavior is close to the behavior of
the ordinary version and the minimax risk is close as well. Our estimates use invariant descriptions of the algorithms based on Gaussian approximations of income in the batches of data in
the domain of “close” distributions and are obtained by Monte-Carlo simulation.