相关论文: Variance-Dependent Best Arm Identification

Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

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…

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…

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…

We consider two multi-armed bandit problems with $n$ arms: (i) given an $\epsilon > 0$, identify an arm with mean that is within $\epsilon$ of the largest mean and (ii) given a threshold $\mu_0$ and integer $k$, identify $k$ arms with means…

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

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…

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…

Multi-arm bandits are gaining popularity as they enable real-world sequential decision-making across application areas, including clinical trials, recommender systems, and online decision-making. Consequently, there is an increased desire…

We study the Stochastic Multi-armed Bandit problem under bounded arm-memory. In this setting, the arms arrive in a stream, and the number of arms that can be stored in the memory at any time, is bounded. The decision-maker can only pull…

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…

In the multiarmed bandit problem a gambler chooses an arm of a slot machine to pull considering a tradeoff between exploration and exploitation. We study the stochastic bandit problem where each arm has a reward distribution supported in a…

We study the problem of best arm identification in linearly parameterised multi-armed bandits. Given a set of feature vectors $\mathcal{X}\subset\mathbb{R}^d,$ a confidence parameter $\delta$ and an unknown vector $\theta^*,$ the goal is to…

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…

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 $\varepsilon$…

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 study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…