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We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…

机器学习 · 计算机科学 2022-11-29 Fathima Zarin Faizal , Jayakrishnan Nair

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 consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…

机器学习 · 计算机科学 2026-01-30 Siddhartha Parupudi , Gourab Ghatak

We present an algorithm, "constrained successive accept or reject (CSAR)," for the problem of identifying the subset of top feasible-arms from a given finite set of arms with the limited sampling-budget equal to a given time-horizon when…

最优化与控制 · 数学 2025-01-22 Hyeong Soo Chang

Best-arm identification (BAI) in a fixed-budget setting is a bandit problem where the learning agent maximizes the probability of identifying the optimal (best) arm after a fixed number of observations. Most works on this topic study…

机器学习 · 计算机科学 2023-07-06 Mohammad Javad Azizi , Branislav Kveton , Mohammad Ghavamzadeh

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 study the real-valued combinatorial pure exploration of the multi-armed bandit in the fixed-budget setting. We first introduce the Combinatorial Successive Asign (CSA) algorithm, which is the first algorithm that can identify the best…

机器学习 · 计算机科学 2023-11-16 Shintaro Nakamura , Masashi Sugiyama

Fixed-budget best-arm identification (BAI) is a bandit problem where the agent maximizes the probability of identifying the optimal arm within a fixed budget of observations. In this work, we study this problem in the Bayesian setting. We…

机器学习 · 计算机科学 2023-06-16 Alexia Atsidakou , Sumeet Katariya , Sujay Sanghavi , Branislav Kveton

We consider the problem of identifying the best arm in a multi-armed bandit model. Despite a wealth of literature in the traditional fixed budget and fixed confidence regimes of the best arm identification problem, it still remains a…

机器学习 · 统计学 2025-12-08 Michael O. Harding , Kirthevasan Kandasamy

We study best-arm identification (BAI) in the fixed-budget setting. Adaptive allocations based on upper confidence bounds (UCBs), such as UCBE, are known to work well in BAI. However, it is well-known that its optimal regret is…

机器学习 · 计算机科学 2024-10-24 Rong J. B. Zhu , Yanqi Qiu

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 study the fixed-budget best-arm identification (BAI) problem in non-stationary linear bandits. Concretely, given a fixed time budget $T\in \mathbb{N}$, finite arm set $\mathcal{X} \subset \mathbb{R}^d$, and a potentially adversarial…

机器学习 · 统计学 2026-03-12 Leo Maynard-Zhang , Zhihan Xiong , Kevin Jamieson , Maryam Fazel

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…

机器学习 · 计算机科学 2024-02-21 Po-An Wang , Ruo-Chun Tzeng , Alexandre Proutiere

We consider the best arm identification problem in the stochastic multi-armed bandit framework where each arm has a tiny probability of realizing large rewards while with overwhelming probability the reward is zero. A key application of…

机器学习 · 计算机科学 2023-03-15 Anirban Bhattacharjee , Sushant Vijayan , Sandeep K Juneja

We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…

机器学习 · 计算机科学 2025-01-24 Zhirui Chen , P. N. Karthik , Yeow Meng Chee , Vincent Y. F. Tan

We study the pure exploration problem subject to a matroid constraint (Best-Basis) in a stochastic multi-armed bandit game. In a Best-Basis instance, we are given $n$ stochastic arms with unknown reward distributions, as well as a matroid…

机器学习 · 计算机科学 2016-05-26 Lijie Chen , Anupam Gupta , Jian Li

We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…

机器学习 · 统计学 2017-08-02 Shahin Shahrampour , Mohammad Noshad , Vahid Tarokh

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 address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best…

机器学习 · 统计学 2013-11-12 Matthew W. Hoffman , Bobak Shahriari , Nando de Freitas

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…

机器学习 · 计算机科学 2024-01-15 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli
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