English

Optimal Best-Arm Identification under Fixed Confidence with Multiple Optima

Machine Learning 2026-03-05 v2 Information Theory math.IT Machine Learning

Abstract

We study best-arm identification in stochastic multi-armed bandits under the fixed-confidence setting, focusing on instances with multiple optimal arms. Unlike prior work that addresses the unknown-number-of-optimal-arms case, we consider the setting where the number of optimal arms is known in advance. We derive a new information-theoretic lower bound on the expected sample complexity that leverages this structural knowledge and is strictly tighter than previous bounds. Building on the Track-and-Stop algorithm, we propose a modified, tie-aware stopping rule and prove that it achieves asymptotic instance-optimality, matching the new lower bound. Our results provide the first formal guarantee of optimality for Track-and-Stop in multi-optimal settings with known cardinality, offering both theoretical insights and practical guidance for efficiently identifying any optimal arm.

Keywords

Cite

@article{arxiv.2505.15643,
  title  = {Optimal Best-Arm Identification under Fixed Confidence with Multiple Optima},
  author = {Lan V. Truong},
  journal= {arXiv preprint arXiv:2505.15643},
  year   = {2026}
}

Comments

To appear in IEEE Transactions on Information Theory

R2 v1 2026-07-01T02:28:56.231Z