中文
相关论文

相关论文: Best Arm Identification for Cascading Bandits in t…

200 篇论文

We study best arm identification (BAI) in linear bandits in the fixed-budget regime under differential privacy constraints, when the arm rewards are supported on the unit interval. Given a finite budget $T$ and a privacy parameter…

机器学习 · 计算机科学 2024-01-18 Zhirui Chen , P. N. Karthik , Yeow Meng Chee , Vincent Y. F. Tan

We study fixed budget constrained best-arm identification in grouped bandits, where each arm consists of multiple independent attributes with stochastic rewards. An arm is considered feasible only if all its attributes' means are above a…

机器学习 · 计算机科学 2026-03-05 Raunak Mukherjee , Sharayu Moharir

We study the problem of best arm identification in linear bandits in the fixed-budget setting. By leveraging properties of the G-optimal design and incorporating it into the arm allocation rule, we design a parameter-free algorithm, Optimal…

机器学习 · 计算机科学 2022-09-22 Junwen Yang , Vincent Y. F. Tan

We consider a variant of the best arm identification task in stochastic multi-armed bandits. Motivated by risk-averse decision-making problems, our goal is to identify a set of $m$ arms with the highest $\tau$-quantile values within a fixed…

机器学习 · 计算机科学 2023-02-22 Mengyan Zhang , Cheng Soon Ong

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…

机器学习 · 计算机科学 2025-05-16 Yash , Nikhil Karamchandani , Avishek Ghosh

Quantum reinforcement learning has emerged as a framework combining quantum computation with sequential decision-making, and applications to the multi-armed bandit (MAB) problem have been reported. The graph bandit problem extends the MAB…

In this work, we present a novel framework for Best Arm Identification (BAI) under fairness constraints, a setting that we refer to as \textit{F-BAI} (fair BAI). Unlike traditional BAI, which solely focuses on identifying the optimal arm…

机器学习 · 计算机科学 2024-09-02 Alessio Russo , Filippo Vannella

The knowledge gradient (KG) algorithm is a popular and effective algorithm for the best arm identification (BAI) problem. Due to the complex calculation of KG, theoretical analysis of this algorithm is difficult, and existing results are…

机器学习 · 统计学 2022-11-23 Yanwen Li , Siyang Gao

We study the robust best-arm identification problem (RBAI) in the case of linear rewards. The primary objective is to identify a near-optimal robust arm, which involves selecting arms at every round and assessing their robustness by…

机器学习 · 计算机科学 2023-11-09 Wei Wang , Sattar Vakili , Ilija Bogunovic

We study the fixed-confidence best-arm identification problem in unimodal bandits, in which the means of the arms increase with the index of the arm up to their maximum, then decrease. We derive two lower bounds on the stopping time of any…

机器学习 · 计算机科学 2025-05-27 Riccardo Poiani , Marc Jourdan , Emilie Kaufmann , Rémy Degenne

We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…

机器学习 · 计算机科学 2019-01-29 Anant Gupta

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

机器学习 · 统计学 2015-08-25 Yahel David , Nahum Shimkin

We focus on the problem of best-arm identification in a stochastic multi-arm bandit with temporally decreasing variances for the arms' rewards. We model arm rewards as Gaussian random variables with fixed means and variances that decrease…

机器学习 · 计算机科学 2025-02-12 Tamojeet Roychowdhury , Kota Srinivas Reddy , Krishna P Jagannathan , Sharayu Moharir

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…

机器学习 · 统计学 2020-06-30 Yassir Jedra , Alexandre Proutiere

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…

统计理论 · 数学 2021-11-16 Jason Altschuler , Victor-Emmanuel Brunel , Alan Malek

We study the problem of Bayesian fixed-budget best-arm identification (BAI) in structured bandits. We propose an algorithm that uses fixed allocations based on the prior information and the structure of the environment. We provide…

机器学习 · 统计学 2025-04-28 Nicolas Nguyen , Imad Aouali , András György , Claire Vernade

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…

信息论 · 计算机科学 2026-03-17 Mengqiu Zhou , Vincent Y. F. Tan , Meng Zhang

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…

机器学习 · 计算机科学 2017-05-22 Haotian Jiang , Jian Li , Mingda Qiao

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…

机器学习 · 统计学 2015-12-25 Yahel David , Nahum Shimkin

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…

统计理论 · 数学 2022-03-08 Antoine Barrier , Aurélien Garivier , Tomáš Kocák