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The best-arm identification (BAI) problem is one of the most fundamental problems in interactive machine learning, which has two flavors: the fixed-budget setting (FB) and the fixed-confidence setting (FC). For $K$-armed bandits with the…

Machine Learning · Statistics 2026-02-20 Kapilan Balagopalan , Yinan Li , Yao Zhao , Tuan Nguyen , Anton Daitche , Houssam Nassif , Kwang-Sung Jun

We consider the problem of best arm identification in the multi-armed bandit model, under fixed confidence. Given a confidence input $\delta$, the goal is to identify the arm with the highest mean reward with a probability of at least 1 --…

Machine Learning · Statistics 2023-12-21 El Mehdi Saad , Gilles Blanchard , Nicolas Verzelen

We study the best-arm identification problem in linear bandit, where the rewards of the arms depend linearly on an unknown parameter $\theta^*$ and the objective is to return the arm with the largest reward. We characterize the complexity…

Machine Learning · Computer Science 2014-11-05 Marta Soare , Alessandro Lazaric , Rémi Munos

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

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

This paper studies the problem of identifying any $k$ distinct arms among the top $\rho$ fraction (e.g., top 5\%) of arms from a finite or infinite set with a probably approximately correct (PAC) tolerance $\epsilon$. We consider two cases:…

Machine Learning · Computer Science 2020-11-20 Wenbo Ren , Jia Liu , Ness Shroff

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 focus on the problem of best-arm identification in a stochastic multi-arm bandit with temporally decreasing variances for the arms' rewards. We model arm rewards as Gaussian random variables with fixed means and variances that decrease…

Machine Learning · Computer Science 2025-02-12 Tamojeet Roychowdhury , Kota Srinivas Reddy , Krishna P Jagannathan , Sharayu Moharir

In multi-armed bandits, the tasks of reward maximization and pure exploration are often at odds with each other. The former focuses on exploiting arms with the highest means, while the latter may require constant exploration across all…

Machine Learning · Computer Science 2024-10-22 Brian Cho , Dominik Meier , Kyra Gan , Nathan Kallus

We study fixed budget constrained best-arm identification in grouped bandits, where each arm consists of multiple independent attributes with stochastic rewards. An arm is considered feasible only if all its attributes' means are above a…

Machine Learning · Computer Science 2026-03-05 Raunak Mukherjee , Sharayu Moharir

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…

Machine Learning · Computer Science 2024-01-26 Emil Carlsson , Debabrota Basu , Fredrik D. Johansson , Devdatt Dubhashi

We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…

Machine Learning · Statistics 2019-09-13 Alexander Luedtke , Emilie Kaufmann , Antoine Chambaz

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 address the M-best-arm identification problem in multi-armed bandits. A player has a limited budget to explore K arms (M<K), and once pulled, each arm yields a reward drawn (independently) from a fixed, unknown distribution. The goal is…

Machine Learning · Statistics 2017-07-11 Shahin Shahrampour , Vahid Tarokh

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

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…

Machine Learning · Computer Science 2024-01-15 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

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

Identifying the best arm of a multi-armed bandit is a central problem in bandit optimization. We study a quantum computational version of this problem with coherent oracle access to states encoding the reward probabilities of each arm as…

Quantum Physics · Physics 2023-02-02 Daochen Wang , Xuchen You , Tongyang Li , Andrew M. Childs

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