Related papers: Best Arm Identification in Spectral Bandits
Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…
We propose a new strategy for best-arm identification with fixed confidence of Gaussian variables with bounded means and unit variance. This strategy, called Exploration-Biased Sampling, is not only asymptotically optimal: it is to the best…
We consider the quantum version of the bandit problem known as {\em best arm identification} (BAI). We first propose a quantum modeling of the BAI problem, which assumes that both the learning agent and the environment are quantum; we then…
We consider the question introduced by \cite{Mason2020} of identifying all the $\varepsilon$-optimal arms in a finite stochastic multi-armed bandit with Gaussian rewards. We give two lower bounds on the sample complexity of any algorithm…
We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…
Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…
We investigate the problem of batched best arm identification in multi-armed bandits, where we aim to identify the best arm from a set of $n$ arms while minimizing both the number of samples and batches. We introduce an algorithm that…
We study the best arm identification (BEST-1-ARM) problem, which is defined as follows. We are given $n$ stochastic bandit arms. The $i$th arm has a reward distribution $D_i$ with an unknown mean $\mu_{i}$. Upon each play of the $i$th arm,…
In fixed budget bandit identification, an algorithm sequentially observes samples from several distributions up to a given final time. It then answers a query about the set of distributions. A good algorithm will have a small probability of…
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…
We design and analyze CascadeBAI, an algorithm for finding the best set of $K$ items, also called an arm, within the framework of cascading bandits. An upper bound on the time complexity of CascadeBAI is derived by overcoming a crucial…
We study the best-arm identification (BAI) problem with a fixed budget and contextual (covariate) information. In each round of an adaptive experiment, after observing contextual information, we choose a treatment arm using past…
The best arm identification problem (BEST-1-ARM) is the most basic pure exploration problem in stochastic multi-armed bandits. The problem has a long history and attracted significant attention for the last decade. However, we do not yet…
We study the batched best arm identification (BBAI) problem, where the learner's goal is to identify the best arm while switching the policy as less as possible. In particular, we aim to find the best arm with probability $1-\delta$ for…
We formulate, analyze and solve the problem of best arm identification with fairness constraints on subpopulations (BAICS). Standard best arm identification problems aim at selecting an arm that has the largest expected reward where the…
We study the problem of best arm identification in linear bandits in the fixed-budget setting. By leveraging properties of the G-optimal design and incorporating it into the arm allocation rule, we design a parameter-free algorithm, Optimal…
Best Arm Identification (BAI) problems are progressively used for data-sensitive applications, such as designing adaptive clinical trials, tuning hyper-parameters, and conducting user studies to name a few. Motivated by the data privacy…
Quantum reinforcement learning has emerged as a framework combining quantum computation with sequential decision-making, and applications to the multi-armed bandit (MAB) problem have been reported. The graph bandit problem extends the MAB…
We study the best-arm identification problem in linear bandit, where the rewards of the arms depend linearly on an unknown parameter $\theta^*$ and the objective is to return the arm with the largest reward. We characterize the complexity…
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…