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相关论文: Best Arm Identification in Stochastic Bandits: Bey…

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This paper studies a multi-armed bandit (MAB) version of the range-searching problem. In its basic form, range searching considers as input a set of points (on the real line) and a collection of (real) intervals. Here, with each specified…

机器学习 · 计算机科学 2021-05-05 Siddharth Barman , Ramakrishnan Krishnamurthy , Saladi Rahul

This paper studies the problem of identifying any $k$ distinct arms among the top $\rho$ fraction (e.g., top 5\%) of arms from a finite or infinite set with a probably approximately correct (PAC) tolerance $\epsilon$. We consider two cases:…

机器学习 · 计算机科学 2020-11-20 Wenbo Ren , Jia Liu , Ness Shroff

We study the problem of identifying the best arm in a stochastic multi-armed bandit game. Given a set of $n$ arms indexed from $1$ to $n$, each arm $i$ is associated with an unknown reward distribution supported on $[0,1]$ with mean…

机器学习 · 计算机科学 2023-05-30 Pinyan Lu , Chao Tao , Xiaojin Zhang

We consider the question introduced by \cite{Mason2020} of identifying all the $\varepsilon$-optimal arms in a finite stochastic multi-armed bandit with Gaussian rewards. We give two lower bounds on the sample complexity of any algorithm…

机器学习 · 统计学 2022-04-07 Aymen Al Marjani , Tomáš Kocák , Aurélien Garivier

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

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

机器学习 · 计算机科学 2017-11-08 Emilie Kaufmann , Aurélien Garivier

We consider the problem of finding, through adaptive sampling, which of $n$ options (arms) has the largest mean. Our objective is to determine a rule which identifies the best arm with a fixed minimum confidence using as few observations as…

机器学习 · 计算机科学 2022-03-17 MohammadJavad Azizi , Sheldon M Ross , Zhengyu Zhang

We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…

机器学习 · 统计学 2026-04-17 Yasin Abbasi-Yadkori , Peter L. Bartlett , Victor Gabillon , Alan Malek , Michal Valko

We present an efficient and generalised procedure to accurately identify the best (or near best) performing algorithm for each sub-task in a multi-problem domain. Our approach treats this as a set of best arm identification problems for…

机器学习 · 计算机科学 2026-04-22 Matthew Stephenson , Alex Newcombe , Eric Piette , Dennis Soemers

This paper considers a stochastic Multi-Armed Bandit (MAB) problem with dual objectives: (i) quick identification and commitment to the optimal arm, and (ii) reward maximization throughout a sequence of $T$ consecutive rounds. Though each…

机器学习 · 计算机科学 2024-05-31 Qining Zhang , Lei Ying

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 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 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…

机器学习 · 计算机科学 2019-01-25 Arghya Roy Chaudhuri , Shivaram Kalyanakrishnan

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

We consider the problem of near-optimal arm identification in the fixed confidence setting of the infinitely armed bandit problem when nothing is known about the arm reservoir distribution. We (1) introduce a PAC-like framework within which…

机器学习 · 统计学 2018-05-22 Maryam Aziz , Jesse Anderton , Emilie Kaufmann , Javed Aslam

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…

机器学习 · 计算机科学 2025-06-04 Jie Bian , Vincent Y. F. Tan

We introduce the Best Group Identification problem in a multi-objective multi-armed bandit setting, where an agent interacts with groups of arms with vector-valued rewards. The performance of a group is determined by an efficiency vector…

机器学习 · 计算机科学 2025-05-26 Mohammad Shahverdikondori , Mohammad Reza Badri , Negar Kiyavash

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…

机器学习 · 计算机科学 2024-01-26 Emil Carlsson , Debabrota Basu , Fredrik D. Johansson , Devdatt Dubhashi

We consider the problem of best arm identification in the multi-armed bandit model, under fixed confidence. Given a confidence input $\delta$, the goal is to identify the arm with the highest mean reward with a probability of at least 1 --…

机器学习 · 统计学 2023-12-21 El Mehdi Saad , Gilles Blanchard , Nicolas Verzelen

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