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We study the fixed-budget best-arm identification (BAI) problem in non-stationary linear bandits. Concretely, given a fixed time budget $T\in \mathbb{N}$, finite arm set $\mathcal{X} \subset \mathbb{R}^d$, and a potentially adversarial…

Machine Learning · Statistics 2026-03-12 Leo Maynard-Zhang , Zhihan Xiong , Kevin Jamieson , Maryam Fazel

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

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

We address the problem of best arm identification (BAI) with a fixed budget for two-armed Gaussian bandits. In BAI, given multiple arms, we aim to find the best arm, an arm with the highest expected reward, through an adaptive experiment.…

Machine Learning · Computer Science 2024-03-19 Masahiro Kato

This paper studies the fixed-confidence best arm identification (BAI) problem in the bandit framework in the canonical single-parameter exponential models. For this problem, many policies have been proposed, but most of them require solving…

Machine Learning · Statistics 2025-08-12 Jongyeong Lee , Junya Honda , Masashi Sugiyama

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…

Machine Learning · Computer Science 2025-01-24 Zhirui Chen , P. N. Karthik , Yeow Meng Chee , Vincent Y. F. Tan

We study the problem of identifying the best arm in a stochastic multi-armed bandit game. Given a set of $n$ arms indexed from $1$ to $n$, each arm $i$ is associated with an unknown reward distribution supported on $[0,1]$ with mean…

Machine Learning · Computer Science 2023-05-30 Pinyan Lu , Chao Tao , Xiaojin Zhang

We study fixed-confidence Best Arm Identification (BAI) in semiparametric bandits, where rewards are linear in arm features plus an unknown additive baseline shift. Unlike linear-bandit BAI, this setting requires orthogonalized regression,…

Machine Learning · Statistics 2026-04-07 Seok-Jin Kim

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

Machine Learning · Statistics 2022-12-06 Kontantinos E. Nikolakakis , Dionysios S. Kalogerias , Or Sheffet , Anand D. Sarwate

We consider the classic problem of $(\epsilon,\delta)$-PAC learning a best arm where the goal is to identify with confidence $1-\delta$ an arm whose mean is an $\epsilon$-approximation to that of the highest mean arm in a multi-armed bandit…

Machine Learning · Computer Science 2020-06-23 Avinatan Hassidim , Ron Kupfer , Yaron Singer

We study the fixed-confidence best-arm identification problem in unimodal bandits, in which the means of the arms increase with the index of the arm up to their maximum, then decrease. We derive two lower bounds on the stopping time of any…

Machine Learning · Computer Science 2025-05-27 Riccardo Poiani , Marc Jourdan , Emilie Kaufmann , Rémy Degenne

This work considers the problem of selective-sampling for best-arm identification. Given a set of potential options $\mathcal{Z}\subset\mathbb{R}^d$, a learner aims to compute with probability greater than $1-\delta$, $\arg\max_{z\in…

Machine Learning · Computer Science 2021-11-03 Romain Camilleri , Zhihan Xiong , Maryam Fazel , Lalit Jain , Kevin Jamieson

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

We consider the fixed-confidence best arm identification (FC-BAI) problem in the Bayesian setting. This problem aims to find the arm of the largest mean with a fixed confidence level when the bandit model has been sampled from the known…

Machine Learning · Statistics 2024-06-25 Kyoungseok Jang , Junpei Komiyama , Kazutoshi Yamazaki

We study best arm identification (BAI) in linear bandits in the fixed-budget regime under differential privacy constraints, when the arm rewards are supported on the unit interval. Given a finite budget $T$ and a privacy parameter…

Machine Learning · Computer Science 2024-01-18 Zhirui Chen , P. N. Karthik , Yeow Meng Chee , Vincent Y. F. Tan

In this work, we present a novel framework for Best Arm Identification (BAI) under fairness constraints, a setting that we refer to as \textit{F-BAI} (fair BAI). Unlike traditional BAI, which solely focuses on identifying the optimal arm…

Machine Learning · Computer Science 2024-09-02 Alessio Russo , Filippo Vannella

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 a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem…

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…

Machine Learning · Computer Science 2022-09-22 Junwen Yang , Vincent Y. F. Tan

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