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We study the problem of best arm identification in linearly parameterised multi-armed bandits. Given a set of feature vectors $\mathcal{X}\subset\mathbb{R}^d,$ a confidence parameter $\delta$ and an unknown vector $\theta^*,$ the goal is to…

Machine Learning · Computer Science 2020-06-16 Mohammadi Zaki , Avi Mohan , Aditya Gopalan

This paper describes the N-Tuple Bandit Evolutionary Algorithm (NTBEA), an optimisation algorithm developed for noisy and expensive discrete (combinatorial) optimisation problems. The algorithm is applied to two game-based hyper-parameter…

Neural and Evolutionary Computing · Computer Science 2018-05-09 Simon M Lucas , Jialin Liu , Diego Perez-Liebana

Adaptive variational algorithms suffer from prohibitively high measurement costs during the generator selection step, since energy gradients must be estimated for a large operator pool. This scaling bottleneck limits their applicability to…

Quantum Physics · Physics 2025-09-19 Rick Huang , Artur F. Izmaylov

Sequential decision making under uncertainty is studied in a mixed observability domain. The goal is to maximize the amount of information obtained on a partially observable stochastic process under constraints imposed by a fully observable…

Artificial Intelligence · Computer Science 2016-03-16 Mikko Lauri , Risto Ritala

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…

Machine Learning · Statistics 2015-11-04 Giuseppe Burtini , Jason Loeppky , Ramon Lawrence

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

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 a variant of the bandit problem where side information in the form of bounds on the mean of each arm is provided. We prove that these translate to tighter estimates of subgaussian factors and develop novel algorithms that exploit…

Machine Learning · Computer Science 2024-10-29 Nihal Sharma , Soumya Basu , Karthikeyan Shanmugam , Sanjay Shakkottai

Despite the recent successes in robotic locomotion control, the design of robot relies heavily on human engineering. Automatic robot design has been a long studied subject, but the recent progress has been slowed due to the large…

Machine Learning · Computer Science 2019-06-24 Tingwu Wang , Yuhao Zhou , Sanja Fidler , Jimmy Ba

Motivated by the task of hyperparameter optimization, we introduce the non-stochastic best-arm identification problem. Within the multi-armed bandit literature, the cumulative regret objective enjoys algorithms and analyses for both the…

Machine Learning · Computer Science 2015-03-02 Kevin Jamieson , Ameet Talwalkar

Identifying the best arm of a multi-armed bandit is a central problem in bandit optimization. We study a quantum computational version of this problem with coherent oracle access to states encoding the reward probabilities of each arm as…

Quantum Physics · Physics 2023-02-02 Daochen Wang , Xuchen You , Tongyang Li , Andrew M. Childs

Resource constrained job scheduling is a hard combinatorial optimisation problem that originates in the mining industry. Off-the-shelf solvers cannot solve this problem satisfactorily in reasonable timeframes, while other solution methods…

Neural and Evolutionary Computing · Computer Science 2024-07-23 Su Nguyen , Dhananjay Thiruvady , Yuan Sun , Mengjie Zhang

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

We investigate the fixed-budget best-arm identification (BAI) problem for linear bandits in a potentially non-stationary environment. Given a finite arm set $\mathcal{X}\subset\mathbb{R}^d$, a fixed budget $T$, and an unpredictable sequence…

Machine Learning · Computer Science 2024-02-16 Zhihan Xiong , Romain Camilleri , Maryam Fazel , Lalit Jain , Kevin Jamieson

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

Motivation: Predicting cellular responses to genetic perturbations is essential for understanding biological systems and developing targeted therapeutic strategies. While variational autoencoders (VAEs) have shown promise in modeling…

Machine Learning · Computer Science 2025-02-03 Seungheun Baek , Soyon Park , Yan Ting Chok , Mogan Gim , Jaewoo Kang

In real-time trajectory planning for unmanned vehicles, on-board sensors, radars and other instruments are used to collect information on possible obstacles to be avoided and pathways to be followed. Since, in practice, observations of the…

Methodology · Statistics 2013-09-25 Adriano Zanin Zambom , Julian A. A. Collazos , Ronaldo Dias

Predicting the cheapest sample size for the optimal stratification in multivariate survey design is a problem in cases where the population frame is large. A solution exists that iteratively searches for the minimum sample size necessary to…

Methodology · Statistics 2018-06-18 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

Machine Learning · Computer Science 2017-12-11 Mohammadreza Mohaghegh Neyshabouri , Kaan Gokcesu , Huseyin Ozkan , Suleyman S. Kozat
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