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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

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 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

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

We study best-arm identification with fixed confidence in bandit models with graph smoothness constraint. We provide and analyze an efficient gradient ascent algorithm to compute the sample complexity of this problem as a solution of a…

Machine Learning · Computer Science 2020-05-21 Tomáš Kocák , Aurélien Garivier

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

This paper investigates a hitherto unaddressed aspect of best arm identification (BAI) in stochastic multi-armed bandits in the fixed-confidence setting. Two key metrics for assessing bandit algorithms are computational efficiency and…

Machine Learning · Statistics 2023-06-26 Arpan Mukherjee , Ali Tajer

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

We consider a variant of the best arm identification (BAI) problem in multi-armed bandits (MAB) in which there are two sets of arms (source and target), and the objective is to determine the best target arm while only pulling source arms.…

Machine Learning · Computer Science 2021-12-09 Ojash Neopane , Aaditya Ramdas , Aarti Singh

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

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 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 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

We study the initial beam acquisition problem in millimeter wave (mm-wave) networks from the perspective of best arm identification in multi-armed bandits (MABs). For the stationary environment, we propose a novel algorithm called…

Information Theory · Computer Science 2024-01-18 Gourab Ghatak

This paper studies two variants of the best arm identification (BAI) problem under the streaming model, where we have a stream of $n$ arms with reward distributions supported on $[0,1]$ with unknown means. The arms in the stream are…

Machine Learning · Computer Science 2024-10-24 Tianyuan Jin , Keke Huang , Jing Tang , Xiaokui Xiao

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

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

This paper investigates the problem of best arm identification in $\textit{contaminated}$ stochastic multi-arm bandits. In this setting, the rewards obtained from any arm are replaced by samples from an adversarial model with probability…

Machine Learning · Computer Science 2021-11-16 Arpan Mukherjee , Ali Tajer , Pin-Yu Chen , Payel Das

We study the Pareto Set Identification (PSI) problem in a structured multi-output linear bandit model. In this setting, each arm is associated a feature vector belonging to $\mathbb{R}^h$, and its mean vector in $\mathbb{R}^d$ linearly…

Machine Learning · Statistics 2025-07-08 Cyrille Kone , Emilie Kaufmann , Laura Richert
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