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We introduce Box Thirding (B3), a flexible and efficient algorithm for Best Arm Identification (BAI) under fixed-budget constraints. It is designed for both anytime BAI and scenarios with large N, where the number of arms is too large for…

Machine Learning · Statistics 2026-02-23 Seohwa Hwang , Junyong Park

We design and analyze CascadeBAI, an algorithm for finding the best set of $K$ items, also called an arm, within the framework of cascading bandits. An upper bound on the time complexity of CascadeBAI is derived by overcoming a crucial…

Machine Learning · Computer Science 2020-06-16 Zixin Zhong , Wang Chi Cheung , Vincent Y. F. Tan

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

We study the best arm identification (BAI) problem with potentially biased offline data in the fixed confidence setting, which commonly arises in real-world scenarios such as clinical trials. We prove an impossibility result for adaptive…

Machine Learning · Computer Science 2025-05-30 Le Yang , Vincent Y. F. Tan , Wang Chi Cheung

The best arm identification problem in the multi-armed bandit setting is an excellent model of many real-world decision-making problems, yet it fails to capture the fact that in the real-world, safety constraints often must be met while…

Machine Learning · Computer Science 2021-11-25 Zhenlin Wang , Andrew Wagenmaker , Kevin Jamieson

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

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

Machine Learning · Computer Science 2024-12-12 Sahil Dharod , Malyala Preethi Sravani , Sakshi Heda , Sharayu Moharir

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

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

We study best-arm identification (BAI) in the fixed-budget setting. Adaptive allocations based on upper confidence bounds (UCBs), such as UCBE, are known to work well in BAI. However, it is well-known that its optimal regret is…

Machine Learning · Computer Science 2024-10-24 Rong J. B. Zhu , Yanqi Qiu

We study fixed-confidence Best Arm Identification (BAI) in semiparametric bandits, where rewards are linear in arm features plus an unknown additive baseline shift. Unlike linear-bandit BAI, this setting requires orthogonalized regression,…

Machine Learning · Statistics 2026-04-07 Seok-Jin Kim

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…

Machine Learning · Computer Science 2024-10-24 Tianyuan Jin , Keke Huang , Jing Tang , Xiaokui Xiao

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

Machine Learning · Statistics 2020-06-30 Yassir Jedra , Alexandre Proutiere

This paper targets a variant of the stochastic multi-armed bandit problem called good arm identification (GAI). GAI is a pure-exploration bandit problem with the goal to output as many good arms using as few samples as possible, where a…

Machine Learning · Computer Science 2024-02-19 Yun-Da Tsai , Tzu-Hsien Tsai , Shou-De Lin

We study fixed-confidence best-arm identification (BAI) where a cheap but potentially biased proxy (e.g., LLM judge) is available for every sample, while an expensive ground-truth label can only be acquired selectively when using a human…

Machine Learning · Computer Science 2026-01-30 Ruicheng Ao , Hongyu Chen , Siyang Gao , Hanwei Li , David Simchi-Levi

We consider the problem of identifying the best arm in a multi-armed bandit model. Despite a wealth of literature in the traditional fixed budget and fixed confidence regimes of the best arm identification problem, it still remains a…

Machine Learning · Statistics 2025-12-08 Michael O. Harding , Kirthevasan Kandasamy

We consider the problem of the best arm identification in the presence of stochastic constraints, where there is a finite number of arms associated with multiple performance measures. The goal is to identify the arm that optimizes the…

Machine Learning · Computer Science 2025-01-08 Le Yang , Siyang Gao , Cheng Li , Yi Wang

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…

Information Theory · Computer Science 2026-03-17 Mengqiu Zhou , Vincent Y. F. Tan , Meng Zhang

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 address the problem of best arm identification (BAI) with a fixed budget for two-armed Gaussian bandits. In BAI, given multiple arms, we aim to find the best arm, an arm with the highest expected reward, through an adaptive experiment.…

Machine Learning · Computer Science 2024-03-19 Masahiro Kato