Related papers: Optimal Batched Best Arm Identification

The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability…

The best arm identification problem in the multi-armed bandit setting is an excellent model of many real-world decision-making problems, yet it fails to capture the fact that in the real-world, safety constraints often must be met while…

Classical multi-armed bandit problems use the expected value of an arm as a metric to evaluate its goodness. However, the expected value is a risk-neutral metric. In many applications like finance, one is interested in balancing the…

In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…

Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available…

We investigate the sample complexity of learning the optimal arm for multi-task bandit problems. Arms consist of two components: one that is shared across tasks (that we call representation) and one that is task-specific (that we call…

We consider best arm identification in the multi-armed bandit problem. Assuming certain continuity conditions of the prior, we characterize the rate of the Bayesian simple regret. Differing from Bayesian regret minimization (Lai, 1987), the…

For the model of constrained multi-armed bandit, we show that by construction there exists an index-based deterministic asymptotically optimal algorithm. The optimality is achieved by the convergence of the probability of choosing an…

We investigate the sample-memory-pass trade-offs for pure exploration in multi-pass streaming multi-armed bandits (MABs) with the *a priori* knowledge of the optimality gap $\Delta_{[2]}$. Here, and throughout, the optimality gap…

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…

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

Motivated by A/B/n testing applications, we consider a finite set of distributions (called \emph{arms}), one of which is treated as a \emph{control}. We assume that the population is stratified into homogeneous subpopulations. At every time…

We consider a non-stationary formulation of the stochastic multi-armed bandit where the rewards are no longer assumed to be identically distributed. For the best-arm identification task, we introduce a version of Successive Elimination…

A Top Two sampling rule for bandit identification is a method which selects the next arm to sample from among two candidate arms, a leader and a challenger. Due to their simplicity and good empirical performance, they have received…

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…

We design and analyze VA-LUCB, a parameter-free algorithm, for identifying the best arm under the fixed-confidence setup and under a stringent constraint that the variance of the chosen arm is strictly smaller than a given threshold. An…

We consider the fixed-budget best arm identification problem with rewards following normal distributions. In this problem, the forecaster is given $K$ arms (or treatments) and $T$ time steps. The forecaster attempts to find the arm with the…

We consider the problem of identifying the best arm in stochastic Multi-Armed Bandits (MABs) using a fixed sampling budget. Characterizing the minimal instance-specific error probability for this problem constitutes one of the important…

This work deals with parallel optimization of expensive objective functions which are modeled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit…

This paper presents a comprehensive study on the problem of Best Arm Retention (BAR), which has recently found applications in streaming algorithms for multi-armed bandits. In the BAR problem, the goal is to retain $m$ arms with the best…