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Related papers: Good Arm Identification via Bandit Feedback

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This paper targets a variant of the stochastic multi-armed bandit problem called good arm identification (GAI). GAI is a pure-exploration bandit problem with the goal to output as many good arms using as few samples as possible, where a…

Machine Learning · Computer Science 2024-02-19 Yun-Da Tsai , Tzu-Hsien Tsai , Shou-De Lin

Good arm identification (GAI) is a pure-exploration bandit problem in which a single learner outputs an arm as soon as it is identified as a good arm. A good arm is defined as an arm with an expected reward greater than or equal to a given…

Machine Learning · Computer Science 2024-03-13 Tzu-Hsien Tsai , Yun-Da Tsai , Shou-De Lin

In good arm identification (GAI), the goal is to identify one arm whose average performance exceeds a given threshold, referred to as a good arm, if it exists. Few works have studied GAI in the fixed-budget setting when the sampling budget…

Machine Learning · Statistics 2026-01-08 Marc Jourdan , Andrée Delahaye-Duriez , Clémence Réda

In multi-armed bandits, the tasks of reward maximization and pure exploration are often at odds with each other. The former focuses on exploiting arms with the highest means, while the latter may require constant exploration across all…

Machine Learning · Computer Science 2024-10-22 Brian Cho , Dominik Meier , Kyra Gan , Nathan Kallus

We study best-arm identification with fixed confidence in bandit models with graph smoothness constraint. We provide and analyze an efficient gradient ascent algorithm to compute the sample complexity of this problem as a solution of a…

Machine Learning · Computer Science 2020-05-21 Tomáš Kocák , Aurélien Garivier

This paper investigates the best arm identification (BAI) problem in stochastic multi-armed bandits in the fixed confidence setting. The general class of the exponential family of bandits is considered. The existing algorithms for the…

Machine Learning · Statistics 2023-06-26 Arpan Mukherjee , Ali Tajer

Best arm identification (BAI) aims to identify the highest-performance arm among a set of $K$ arms by collecting stochastic samples from each arm. In real-world problems, the best arm needs to satisfy additional feasibility constraints.…

Machine Learning · Computer Science 2026-01-26 Ting Cai , Kirthevasan Kandasamy

We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…

Machine Learning · Computer Science 2026-01-30 Siddhartha Parupudi , Gourab Ghatak

Best-arm identification (BAI) in a fixed-budget setting is a bandit problem where the learning agent maximizes the probability of identifying the optimal (best) arm after a fixed number of observations. Most works on this topic study…

Machine Learning · Computer Science 2023-07-06 Mohammad Javad Azizi , Branislav Kveton , Mohammad Ghavamzadeh

This paper investigates the problem of best arm identification in $\textit{contaminated}$ stochastic multi-arm bandits. In this setting, the rewards obtained from any arm are replaced by samples from an adversarial model with probability…

Machine Learning · Computer Science 2021-11-16 Arpan Mukherjee , Ali Tajer , Pin-Yu Chen , Payel Das

In fixed-confidence best arm identification (BAI), the objective is to quickly identify the optimal option while controlling the probability of error below a desired threshold. Despite the plethora of BAI algorithms, existing methods…

Machine Learning · Computer Science 2026-01-05 Brian M. Cho , Nathan Kallus

We consider the best arm identification problem in the stochastic multi-armed bandit framework where each arm has a tiny probability of realizing large rewards while with overwhelming probability the reward is zero. A key application of…

Machine Learning · Computer Science 2023-03-15 Anirban Bhattacharjee , Sushant Vijayan , Sandeep K Juneja

This paper investigates a hitherto unaddressed aspect of best arm identification (BAI) in stochastic multi-armed bandits in the fixed-confidence setting. Two key metrics for assessing bandit algorithms are computational efficiency and…

Machine Learning · Statistics 2023-06-26 Arpan Mukherjee , Ali Tajer

We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…

Machine Learning · Computer Science 2019-01-29 Anant Gupta

Motivated by real-world applications that necessitate responsible experimentation, we introduce the problem of best arm identification (BAI) with minimal regret. This innovative variant of the multi-armed bandit problem elegantly…

Machine Learning · Computer Science 2024-09-30 Junwen Yang , Vincent Y. F. Tan , Tianyuan Jin

We study the robust best-arm identification problem (RBAI) in the case of linear rewards. The primary objective is to identify a near-optimal robust arm, which involves selecting arms at every round and assessing their robustness by…

Machine Learning · Computer Science 2023-11-09 Wei Wang , Sattar Vakili , Ilija Bogunovic

This paper studies two variants of the best arm identification (BAI) problem under the streaming model, where we have a stream of $n$ arms with reward distributions supported on $[0,1]$ with unknown means. The arms in the stream are…

Machine Learning · Computer Science 2024-10-24 Tianyuan Jin , Keke Huang , Jing Tang , Xiaokui Xiao

We present an efficient and generalised procedure to accurately identify the best (or near best) performing algorithm for each sub-task in a multi-problem domain. Our approach treats this as a set of best arm identification problems for…

Machine Learning · Computer Science 2026-04-22 Matthew Stephenson , Alex Newcombe , Eric Piette , Dennis Soemers

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

Machine Learning · Statistics 2020-06-30 Yassir Jedra , Alexandre Proutiere

Fixed-budget best-arm identification (BAI) is a bandit problem where the agent maximizes the probability of identifying the optimal arm within a fixed budget of observations. In this work, we study this problem in the Bayesian setting. We…

Machine Learning · Computer Science 2023-06-16 Alexia Atsidakou , Sumeet Katariya , Sujay Sanghavi , Branislav Kveton
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