相关论文: Variance-Optimal Arm Selection: Misallocation Mini…

We study the best arm identification (BAI) problem with potentially biased offline data in the fixed confidence setting, which commonly arises in real-world scenarios such as clinical trials. We prove an impossibility result for adaptive…

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…

Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward…

We study the batched best arm identification (BBAI) problem, where the learner's goal is to identify the best arm while switching the policy as less as possible. In particular, we aim to find the best arm with probability $1-\delta$ for…

State of the art online learning procedures focus either on selecting the best alternative ("best arm identification") or on minimizing the cost (the "regret"). We merge these two objectives by providing the theoretical analysis of cost…

The upper confidence bound (UCB) policy is recognized as an order-optimal solution for the classical total-reward bandit problem. While similar UCB-based approaches have been applied to the max bandit problem, which aims to maximize the…

In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions were known, one could design an optimal sampling strategy by…

We introduce in this paper a new algorithm for Multi-Armed Bandit (MAB) problems. A machine learning paradigm popular within Cognitive Network related topics (e.g., Spectrum Sensing and Allocation). We focus on the case where the rewards…

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…

We consider the fixed-budget best arm identification problem where the goal is to find the arm of the largest mean with a fixed number of samples. It is known that the probability of misidentifying the best arm is exponentially small to the…

In this paper we propose the Augmented-UCB (AugUCB) algorithm for a fixed-budget version of the thresholding bandit problem (TBP), where the objective is to identify a set of arms whose quality is above a threshold. A key feature of AugUCB…

In fixed-confidence best arm identification (BAI), the objective is to quickly identify the optimal option while controlling the probability of error below a desired threshold. Despite the plethora of BAI algorithms, existing methods…

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…

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

The regret lower bound of Lai and Robbins (1985), the gold standard for checking optimality of bandit algorithms, considers arm size fixed as sample size goes to infinity. We show that when arm size increases polynomially with sample size,…

Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the $K$-armed bandit problem. Despite extensive research over the past decades aimed at understanding their asymptotic and (near) minimax…

We give a new algorithm for best arm identification in linearly parameterised bandits in the fixed confidence setting. The algorithm generalises the well-known LUCB algorithm of Kalyanakrishnan et al. (2012) by playing an arm which…

Motivated by the task of hyperparameter optimization, we introduce the non-stochastic best-arm identification problem. Within the multi-armed bandit literature, the cumulative regret objective enjoys algorithms and analyses for both the…

We consider optimal sequential allocation in the context of the so-called stochastic multi-armed bandit model. We describe a generic index policy, in the sense of Gittins [J. R. Stat. Soc. Ser. B Stat. Methodol. 41 (1979) 148-177], based on…

Algorithms for the Multi-Armed Bandit (MAB) problem play a central role in sequential decision-making and have been extensively explored both theoretically and numerically. While most classical approaches aim to identify the arm with the…