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Related papers: Fair Best Arm Identification with Fixed Confidence

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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 study the problem of best arm identification with a fairness constraint in a given causal model. The goal is to find a soft intervention on a given node to maximize the outcome while meeting a fairness constraint by counterfactual…

Computers and Society · Computer Science 2021-11-09 Ruijiang Gao , Han Feng

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 study investigates the experimental design problem for identifying the arm with the highest expected outcome, referred to as best arm identification (BAI). In our experiments, the number of treatment-allocation rounds is fixed. During…

Statistics Theory · Mathematics 2024-03-12 Masahiro Kato

We consider the problem of finding, through adaptive sampling, which of $n$ options (arms) has the largest mean. Our objective is to determine a rule which identifies the best arm with a fixed minimum confidence using as few observations as…

Machine Learning · Computer Science 2022-03-17 MohammadJavad Azizi , Sheldon M Ross , Zhengyu Zhang

Top-$2$ methods have become popular in solving the best arm identification (BAI) problem. The best arm, or the arm with the largest mean amongst finitely many, is identified through an algorithm that at any sequential step independently…

Machine Learning · Computer Science 2024-12-17 Agniv Bandyopadhyay , Sandeep Juneja , Shubhada Agrawal

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

In this paper, we study a best arm identification problem with dual objects. In addition to the classic reward, each arm is associated with a cost distribution and the goal is to identify the largest reward arm using the minimum expected…

Machine Learning · Computer Science 2024-07-02 Kellen Kanarios , Qining Zhang , Lei Ying

We study the fixed-confidence best arm identification (BAI) problem within the multi-armed bandit (MAB) framework under the Entropic Value-at-Risk (EVaR) criterion. Our analysis considers a nonparametric setting, allowing for general reward…

Machine Learning · Computer Science 2025-10-07 Mehrasa Ahmadipour , Aurélien Garivier

In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…

Machine Learning · Computer Science 2025-05-27 Riccardo Poiani , Rémy Degenne , Emilie Kaufmann , Alberto Maria Metelli , Marcello Restelli

In good arm identification (GAI), the goal is to identify one arm whose average performance exceeds a given threshold, referred to as a good arm, if it exists. Few works have studied GAI in the fixed-budget setting when the sampling budget…

Machine Learning · Statistics 2026-01-08 Marc Jourdan , Andrée Delahaye-Duriez , Clémence Réda

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

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

We study the problem of Bayesian fixed-budget best-arm identification (BAI) in structured bandits. We propose an algorithm that uses fixed allocations based on the prior information and the structure of the environment. We provide…

Machine Learning · Statistics 2025-04-28 Nicolas Nguyen , Imad Aouali , András György , Claire Vernade

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 problem of identifying the best arm in a multi-armed bandit model. Despite a wealth of literature in the traditional fixed budget and fixed confidence regimes of the best arm identification problem, it still remains a…

Machine Learning · Statistics 2025-12-08 Michael O. Harding , Kirthevasan Kandasamy

We study the best arm identification (BEST-1-ARM) problem, which is defined as follows. We are given $n$ stochastic bandit arms. The $i$th arm has a reward distribution $D_i$ with an unknown mean $\mu_{i}$. Upon each play of the $i$th arm,…

Machine Learning · Computer Science 2016-08-24 Lijie Chen , Jian Li

We study the problem of best-arm identification (BAI) in the fixed-budget setting with heterogeneous reward variances. We propose two variance-adaptive BAI algorithms for this setting: SHVar for known reward variances and SHAdaVar for…

Machine Learning · Computer Science 2023-06-14 Anusha Lalitha , Kousha Kalantari , Yifei Ma , Anoop Deoras , Branislav Kveton

We study the best-arm identification (BAI) problem with a fixed budget and contextual (covariate) information. In each round of an adaptive experiment, after observing contextual information, we choose a treatment arm using past…

Machine Learning · Computer Science 2023-01-05 Masahiro Kato , Masaaki Imaizumi , Takuya Ishihara , Toru Kitagawa