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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

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

Experimentation is crucial for managers to rigorously quantify the value of a change and determine if it leads to a statistically significant improvement over the status quo. As companies increasingly mandate that all changes undergo…

Methodology · Statistics 2024-10-16 Biyonka Liang , Iavor Bojinov

Much of the literature on optimal design of bandit algorithms is based on minimization of expected regret. It is well known that designs that are optimal over certain exponential families can achieve expected regret that grows…

Machine Learning · Computer Science 2024-11-14 Lin Fan , Peter W. Glynn

We introduce vector optimization problems with stochastic bandit feedback, in which preferences among designs are encoded by a polyhedral ordering cone $C$. Our setup generalizes the best arm identification problem to vector-valued rewards…

Machine Learning · Computer Science 2023-03-09 Çağın Ararat , Cem Tekin

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

This paper proposes Genetic Algorithm with Border Trades (GAB), a novel modification of the standard genetic algorithm that enhances exploration by incorporating new chromosome patterns in the breeding process. This approach significantly…

Machine Learning · Computer Science 2025-06-27 Qingchuan Lyu

A boundary evolution Algorithm (BEA) is proposed by simultaneously taking into account the bottom and the high-level crossover and mutation, ie., the boundary of the hierarchical genetic algorithm. Operators and optimal individuals based on…

Neural and Evolutionary Computing · Computer Science 2019-03-06 Zhaoyang Ai , Chaodong Fan , Yingjie Zhang , Huigui Rong , Ze'an Tian , Haibing Fu

Conversion rate optimization means designing web interfaces such that more visitors perform a desired action (such as register or purchase) on the site. One promising approach, implemented in Sentient Ascend, is to optimize the design using…

Neural and Evolutionary Computing · Computer Science 2018-11-19 Xin Qiu , Risto Miikkulainen

We study a multi-objective pure exploration problem in a multi-armed bandit model. Each arm is associated to an unknown multi-variate distribution and the goal is to identify the distributions whose mean is not uniformly worse than that of…

Machine Learning · Statistics 2025-01-15 Cyrille Kone , Emilie Kaufmann , Laura Richert

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 study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…

Machine Learning · Computer Science 2020-12-16 Abhilash Nandy , Chandan Kumar , Deepak Mewada , Soumya Sharma

A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the…

Optimization and Control · Mathematics 2020-08-14 Anwesh Reddy Gottu Mukkula , Radoslav Paulen

Minimizing the number of patients exposed to potentially harmful drugs in early onco logical trials is a major concern during planning. Adaptive designs account for the inherent uncertainty about the true effect size by determining the…

Applications · Statistics 2016-05-03 Kevin Kunzmann , Meinhard Kieser

We apply optimum experimental design (OED) to organic semiconductors modeled by the extended Gaussian disorder model (EGDM) which was developed by Pasveer et al. We present an extended Gummel method to decouple the corresponding system of…

Mathematical Physics · Physics 2015-06-12 Christoph Karl Felix Weiler , Stefan Körkel

We propose a methodology to design optimal pulses for achieving quantum optimal control on molecular systems. Our approach constrains pulse shapes to linear combinations of a fixed number of experimentally relevant pulse functions. Quantum…

Quantum Physics · Physics 2015-10-28 Ruben D. Guerrero , Carlos A. Arango , Andres Reyes

Combinatorial optimization problems are notoriously challenging due to their discrete structure and exponentially large solution space. Recent advances in deep reinforcement learning (DRL) have enabled the learning heuristics directly from…

Machine Learning · Computer Science 2025-06-12 Shengda Gu , Kai Li , Junliang Xing , Yifan Zhang , Jian Cheng

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

We propose an online algorithm for cumulative regret minimization in a stochastic multi-armed bandit. The algorithm adds $O(t)$ i.i.d. pseudo-rewards to its history in round $t$ and then pulls the arm with the highest average reward in its…

Machine Learning · Computer Science 2019-11-06 Branislav Kveton , Csaba Szepesvari , Mohammad Ghavamzadeh , Craig Boutilier