Related papers: Stochastically Constrained Best Arm Identification…
We address multi-armed bandits (MAB) where the objective is to maximize the cumulative reward under a probabilistic linear constraint. For a few real-world instances of this problem, constrained extensions of the well-known Thompson…
The best arm identification problem requires identifying the best alternative (i.e., arm) in active experimentation using the smallest number of experiments (i.e., arm pulls), which is crucial for cost-efficient and timely decision-making…
In algorithm optimization in reinforcement learning, how to deal with the exploration-exploitation dilemma is particularly important. Multi-armed bandit problem can optimize the proposed solutions by changing the reward distribution to…
We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…
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…
In this paper we study a multi-arm bandit problem in which the quality of each arm is measured by the Conditional Value at Risk (CVaR) at some level alpha of the reward distribution. While existing works in this setting mainly focus on…
We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…
Robotic arms are highly common in various automation processes such as manufacturing lines. However, these highly capable robots are usually degraded to simple repetitive tasks such as pick-and-place. On the other hand, designing an optimal…
We consider a good arm identification problem in a stochastic bandit setting with multi-objectives, where each arm $i \in [K]$ is associated with a distribution $D_i$ defined over $R^M$. For each round $t$, the player pulls an arm $i_t$ and…
We study a novel pure exploration problem: the $\epsilon$-Thresholding Bandit Problem (TBP) with fixed confidence in stochastic linear bandits. We prove a lower bound for the sample complexity and extend an algorithm designed for Best Arm…
We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…
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…
We study best arm identification in a restless multi-armed bandit setting with finitely many arms. The discrete-time data generated by each arm forms a homogeneous Markov chain taking values in a common, finite state space. The state…
In many applications, evaluating the effectiveness of different alternatives comes with varying costs or resource usage. Motivated by such heterogeneity, we study the Best Arm Identification with Resource Constraints (BAIwRC) problem, where…
Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…
We consider a variant of the best arm identification task in stochastic multi-armed bandits. Motivated by risk-averse decision-making problems, our goal is to identify a set of $m$ arms with the highest $\tau$-quantile values within a fixed…
This study investigates minimax and Bayes optimal strategies for fixed-budget best-arm identification. We consider an adaptive procedure consisting of a sampling phase followed by a recommendation phase, and we design an adaptive experiment…
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…
We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best…
The stochastic multi-arm bandit problem has been extensively studied under standard assumptions on the arm's distribution (e.g bounded with known support, exponential family, etc). These assumptions are suitable for many real-world problems…