Related papers: Exploration in the Limit
In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…
This study investigates an asymptotically minimax optimal algorithm in the two-armed fixed-budget best-arm identification (BAI) problem. Given two treatment arms, the objective is to identify the arm with the highest expected outcome…
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 consider a best arm identification (BAI) problem for stochastic bandits with adversarial corruptions in the fixed-budget setting of T steps. We design a novel randomized algorithm, Probabilistic Sequential Shrinking($u$) (PSS($u$)),…
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…
A Top Two sampling rule for bandit identification is a method which selects the next arm to sample from among two candidate arms, a leader and a challenger. Due to their simplicity and good empirical performance, they have received…
Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper…
In this paper, we address the problem of identifying the Pareto Set under feasibility constraints in a multivariate bandit setting. Specifically, given a $K$-armed bandit with unknown means $\mu_1, \dots, \mu_K \in \mathbb{R}^d$, the goal…
This paper focuses on selecting the arm with the highest variance from a set of $K$ independent arms. Specifically, we focus on two settings: (i) misallocation minimization setting, that penalizes the number of pulls of suboptimal arms in…
We investigate the problem of batched best arm identification in multi-armed bandits, where we aim to identify the best arm from a set of $n$ arms while minimizing both the number of samples and batches. We introduce an algorithm that…
For the stochastic multi-armed bandit (MAB) problem from a constrained model that generalizes the classical one, we show that an asymptotic optimality is achievable by a simple strategy extended from the $\epsilon_t$-greedy strategy. We…
We consider the classic problem of $(\epsilon,\delta)$-PAC learning a best arm where the goal is to identify with confidence $1-\delta$ an arm whose mean is an $\epsilon$-approximation to that of the highest mean arm in a multi-armed bandit…
Motivated by the need to efficiently identify multiple candidates in high trial-and-error cost tasks such as drug discovery, we propose a near-optimal algorithm to identify all {\epsilon}-best arms (i.e., those at most {\epsilon} worse than…
In the Best-$k$-Arm problem, we are given $n$ stochastic bandit arms, each associated with an unknown reward distribution. We are required to identify the $k$ arms with the largest means by taking as few samples as possible. In this paper,…
Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available…
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…
Top Two algorithms arose as an adaptation of Thompson sampling to best arm identification in multi-armed bandit models (Russo, 2016), for parametric families of arms. They select the next arm to sample from by randomizing among two…
We study the problem of best arm identification with a fairness constraint in a given causal model. The goal is to find a soft intervention on a given node to maximize the outcome while meeting a fairness constraint by counterfactual…
The question of selecting the "best" amongst different choices is a common problem in statistics. In drug development, our motivating setting, the question becomes, for example: what is the dose that gives me a pre-specified risk of…
Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…