相关论文: Most Correlated Arms Identification

We consider learning personalized assignments to one of many treatment arms from a randomized controlled trial. Standard methods that estimate heterogeneous treatment effects separately for each arm may perform poorly in this case due to…

The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability…

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…

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…

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…

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

This paper presents a matching network to establish point correspondence between images. We propose a Multi-Arm Network (MAN) to learn region overlap and depth, which can greatly improve the keypoint matching robustness while bringing…

In this paper, we consider a multi-armed bandit (MAB) instance and study how to identify the best arm when arm commands are conveyed from a central learner to a distributed agent over a discrete memoryless channel (DMC). Depending on the…

We propose a new strategy for best-arm identification with fixed confidence of Gaussian variables with bounded means and unit variance. This strategy, called Exploration-Biased Sampling, is not only asymptotically optimal: it is to the best…

Multi-arm randomization has increasingly widespread applications recently and it is also crucial to ensure that the distributions of important observed covariates as well as the potential unobserved covariates are similar and comparable…

In this work I study the problem of adversarial perturbations to rewards, in a Multi-armed bandit (MAB) setting. Specifically, I focus on an adversarial attack to a UCB type best-arm identification policy applied to a stochastic MAB. The…

Multi-armed bandits are widely used for sequential experimentation in clinical trials, recommendation systems, and online platforms. While regret minimization and valid inference from adaptively collected data have each been studied…

This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…

We study best arm identification in a federated multi-armed bandit setting with a central server and multiple clients, when each client has access to a {\em subset} of arms and each arm yields independent Gaussian observations. The goal is…

We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…

In the classical best arm identification (Best-$1$-Arm) problem, we are given $n$ stochastic bandit arms, each associated with a reward distribution with an unknown mean. We would like to identify the arm with the largest mean with…

We study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Motivated by applications in computational advertising and systems biology, we consider the problem of identifying the best out of several possible soft interventions at a source node $V$ in an acyclic causal directed graph, to maximize the…

We give a complete characterization of the complexity of best-arm identification in one-parameter bandit problems. We prove a new, tight lower bound on the sample complexity. We propose the `Track-and-Stop' strategy, which we prove to be…