Related papers: Rate-optimal Design for Anytime Best Arm Identific…

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…

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…

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…

We consider the problem of identifying any $k$ out of the best $m$ arms in an $n$-armed stochastic multi-armed bandit. Framed in the PAC setting, this particular problem generalises both the problem of `best subset selection' and that of…

Best arm identification or pure exploration problems have received much attention in the COLT community since Bubeck et al. (2009) and Audibert et al. (2010). For any bandit instance with a unique best arm, its asymptotic complexity in the…

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…

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…

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…

We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

We lay the foundations of a non-parametric theory of best-arm identification in multi-armed bandits with a fixed budget T. We consider general, possibly non-parametric, models D for distributions over the arms; an overarching example is the…

We give a complete characterization of the sampling complexity of best Markovian arm identification in one-parameter Markovian bandit models. We derive instance specific nonasymptotic and asymptotic lower bounds which generalize those of…

We study the problem of selecting $K$ arms with the highest expected rewards in a stochastic $n$-armed bandit game. This problem has a wide range of applications, e.g., A/B testing, crowdsourcing, simulation optimization. Our goal is to…

For the model of constrained multi-armed bandit, we show that by construction there exists an index-based deterministic asymptotically optimal algorithm. The optimality is achieved by the convergence of the probability of choosing an…

We consider the fixed-budget best arm identification problem with rewards following normal distributions. In this problem, the forecaster is given $K$ arms (or treatments) and $T$ time steps. The forecaster attempts to find the arm with the…

Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…

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…

Motivated by an open direction in existing literature, we study the 1-identification problem, a fundamental multi-armed bandit formulation on pure exploration. The goal is to determine whether there exists an arm whose mean reward is at…

We investigate the sample complexity of learning the optimal arm for multi-task bandit problems. Arms consist of two components: one that is shared across tasks (that we call representation) and one that is task-specific (that we call…

Learning paradigms based purely on offline data as well as those based solely on sequential online learning have been well-studied in the literature. In this paper, we consider combining offline data with online learning, an area less…

This paper studies active learning in the context of robust statistics. Specifically, we propose a variant of the Best Arm Identification problem for \emph{contaminated bandits}, where each arm pull has probability $\varepsilon$ of…