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We give a new algorithm for best arm identification in linearly parameterised bandits in the fixed confidence setting. The algorithm generalises the well-known LUCB algorithm of Kalyanakrishnan et al. (2012) by playing an arm which…

Machine Learning · Computer Science 2019-11-11 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan

We study the best arm identification (BAI) problem with potentially biased offline data in the fixed confidence setting, which commonly arises in real-world scenarios such as clinical trials. We prove an impossibility result for adaptive…

Machine Learning · Computer Science 2025-05-30 Le Yang , Vincent Y. F. Tan , Wang Chi Cheung

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…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

Motivated by recursive learning in Markov Decision Processes, this paper studies best-arm identification in bandit problems where each arm's reward is drawn from a multinomial distribution with a known support. We compare the performance {…

Machine Learning · Computer Science 2025-02-19 Mehrasa Ahmadipour , élise Crepon , 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

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

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

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

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

Real-time status updating applications increasingly rely on networks of devices and edge nodes to maintain data freshness, as quantified by the age of information (AoI) metric. Given that edge computing nodes exhibit uncertain and…

Information Theory · Computer Science 2026-03-17 Mengqiu Zhou , Vincent Y. F. Tan , Meng Zhang

This work investigates the problem of best arm identification for multi-agent multi-armed bandits. We consider $N$ agents grouped into $M$ clusters, where each cluster solves a stochastic bandit problem. The mapping between agents and…

Machine Learning · Computer Science 2025-05-16 Yash , Nikhil Karamchandani , Avishek Ghosh

In this paper we consider the problem of best-arm identification in multi-armed bandits in the fixed confidence setting, where the goal is to identify, with probability $1-\delta$ for some $\delta>0$, the arm with the highest mean reward in…

Machine Learning · Statistics 2021-09-13 Samarth Gupta , Gauri Joshi , Osman Yağan

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

We consider a good arm identification problem in a stochastic bandit setting with multi-objectives, where each arm $i \in [K]$ is associated with a distribution $D_i$ defined over $R^M$. For each round $t$, the player pulls an arm $i_t$ and…

Machine Learning · Computer Science 2025-06-30 Xuanke Jiang , Sherief Hashima , Kohei Hatano , Eiji Takimoto

In this paper, we consider a multi-armed bandit (MAB) instance and study how to identify the best arm when arm commands are conveyed from a central learner to a distributed agent over a discrete memoryless channel (DMC). Depending on the…

Information Theory · Computer Science 2026-04-03 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

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 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 study best arm identification in a variant of the multi-armed bandit problem where the learner has limited precision in arm selection. The learner can only sample arms via certain exploration bundles, which we refer to as boxes. In…

Machine Learning · Computer Science 2023-05-11 Kota Srinivas Reddy , P. N. Karthik , Nikhil Karamchandani , Jayakrishnan Nair

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…

Machine Learning · Computer Science 2020-09-23 Balthazar Casalé , Giuseppe Di Molfetta , Hachem Kadri , Liva Ralaivola

We study the representative arm identification (RAI) problem in the multi-armed bandits (MAB) framework, wherein we have a collection of arms, each associated with an unknown reward distribution. An underlying instance is defined by a…

Machine Learning · Computer Science 2024-08-27 Sarvesh Gharat , Aniket Yadav , Nikhil Karamchandani , Jayakrishnan Nair
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