Related papers: Constrained Best Arm Identification with Tests for…
We consider the "policy choice" problem -- otherwise known as best arm identification in the bandit literature -- proposed by Kasy and Sautmann (2021) for adaptive experimental design. Theorem 1 of Kasy and Sautmann (2021) provides three…
The problem of identifying the best arm among a collection of items having Gaussian rewards distribution is well understood when the variances are known. Despite its practical relevance for many applications, few works studied it for…
We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…
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…
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…
We study a federated variant of the best-arm identification problem in stochastic multi-armed bandits: a set of clients, each of whom can sample only a subset of the arms, collaborate via a server to identify the best arm (i.e., the arm…
We study the problem of the identification of m arms with largest means under a fixed error rate $\delta$ (fixed-confidence Top-m identification), for misspecified linear bandit models. This problem is motivated by practical applications,…
We propose a new problem setting to study the sequential interactions between a recommender system and a user. Instead of assuming the user is omniscient, static, and explicit, as the classical practice does, we sketch a more realistic user…
The stochastic multi-armed bandit model is a simple abstraction that has proven useful in many different contexts in statistics and machine learning. Whereas the achievable limit in terms of regret minimization is now well known, our aim is…
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 introduce the problem of best arm identification (BAI) with post-action context, a new BAI problem in a stochastic multi-armed bandit environment and the fixed-confidence setting. The problem addresses the scenarios in which the learner…
We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…
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…
In this paper, we introduce a multi-armed bandit problem termed max-min grouped bandits, in which the arms are arranged in possibly-overlapping groups, and the goal is to find the group whose worst arm has the highest mean reward. This…
In this paper we revisit the fixed-confidence identification of the Pareto optimal set in a multi-objective multi-armed bandit model. As the sample complexity to identify the exact Pareto set can be very large, a relaxation allowing to…
This paper studies the problem of adaptively sampling from K distributions (arms) in order to identify the largest gap between any two adjacent means. We call this the MaxGap-bandit problem. This problem arises naturally in approximate…
This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving this problem typically involve two key sub-routines: (1) a…
The regret lower bound of Lai and Robbins (1985), the gold standard for checking optimality of bandit algorithms, considers arm size fixed as sample size goes to infinity. We show that when arm size increases polynomially with sample size,…
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…
We study pure exploration with infinitely many bandit arms generated i.i.d. from an unknown distribution. Our goal is to efficiently select a single high quality arm whose average reward is, with probability $1-\delta$, within $\varepsilon$…