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We study the Stochastic Multi-armed Bandit problem under bounded arm-memory. In this setting, the arms arrive in a stream, and the number of arms that can be stored in the memory at any time, is bounded. The decision-maker can only pull…

Machine Learning · Computer Science 2020-12-10 Arnab Maiti , Vishakha Patil , Arindam Khan

We give a near-optimal sample-pass trade-off for pure exploration in multi-armed bandits (MABs) via multi-pass streaming algorithms: any streaming algorithm with sublinear memory that uses the optimal sample complexity of…

Machine Learning · Computer Science 2024-06-26 Sepehr Assadi , Chen Wang

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…

Machine Learning · Computer Science 2025-02-04 Nikolai Karpov , Chen Wang

We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…

Machine Learning · Computer Science 2026-01-30 Siddhartha Parupudi , Gourab Ghatak

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

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

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…

Machine Learning · Computer Science 2025-04-17 Houshuang Chen , Yuchen He , Chihao 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

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 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…

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

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

The best arm identification problem (BEST-1-ARM) is the most basic pure exploration problem in stochastic multi-armed bandits. The problem has a long history and attracted significant attention for the last decade. However, we do not yet…

Machine Learning · Computer Science 2016-05-30 Lijie Chen , Jian Li

We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…

Machine Learning · Computer Science 2019-01-29 Anant Gupta

We study the batched best arm identification (BBAI) problem, where the learner's goal is to identify the best arm while switching the policy as less as possible. In particular, we aim to find the best arm with probability $1-\delta$ for…

Machine Learning · Computer Science 2025-03-05 Tianyuan Jin , Yu Yang , Jing Tang , Xiaokui Xiao , Pan Xu

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

In the Best-$K$ identification problem (Best-$K$-Arm), we are given $N$ stochastic bandit arms with unknown reward distributions. Our goal is to identify the $K$ arms with the largest means with high confidence, by drawing samples from the…

Machine Learning · Computer Science 2017-05-22 Haotian Jiang , Jian Li , Mingda Qiao

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 the stochastic multi-armed bandit problem in the $P$-pass streaming model. In this problem, the $n$ arms are present in a stream and at most $m<n$ arms and their statistics can be stored in the memory. We give a complete…

Machine Learning · Computer Science 2024-07-09 Yuchen He , Zichun Ye , Chihao Zhang

We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…

Machine Learning · Computer Science 2025-03-05 Zichun Ye , Chihao Zhang , Jiahao Zhao
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