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We consider the classic Multi-Armed Bandit setting to understand the exploration/exploitation tradeoffs made by different search heuristics. Since many search heuristics work by comparing different options (in evolutionary algorithms called…

神经与进化计算 · 计算机科学 2026-04-10 Jasmin Brandt , Barbara Hammer , Timo Kötzing , Jurek Sander

This paper investigates the problem of best arm identification in $\textit{contaminated}$ stochastic multi-arm bandits. In this setting, the rewards obtained from any arm are replaced by samples from an adversarial model with probability…

机器学习 · 计算机科学 2021-11-16 Arpan Mukherjee , Ali Tajer , Pin-Yu Chen , Payel Das

The dueling bandit problem is a variation of the classical multi-armed bandit in which the allowable actions are noisy comparisons between pairs of arms. This paper focuses on a new approach for finding the "best" arm according to the Borda…

机器学习 · 统计学 2015-02-03 Kevin Jamieson , Sumeet Katariya , Atul Deshpande , Robert Nowak

In the classical best arm identification (Best-$1$-Arm) problem, we are given $n$ stochastic bandit arms, each associated with a reward distribution with an unknown mean. We would like to identify the arm with the largest mean with…

机器学习 · 计算机科学 2017-05-25 Lijie Chen , Jian Li , Mingda Qiao

We introduce the dueling teams problem, a new online-learning setting in which the learner observes noisy comparisons of disjoint pairs of $k$-sized teams from a universe of $n$ players. The goal of the learner is to minimize the number of…

机器学习 · 计算机科学 2021-07-07 Lee Cohen , Ulrike Schmidt-Kraepelin , Yishay Mansour

We consider the task of identifying the Copeland winner(s) in a dueling bandits problem with ternary feedback. This is an underexplored but practically relevant variant of the conventional dueling bandits problem, in which, in addition to…

机器学习 · 计算机科学 2023-10-03 Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

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 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

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 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 study the best arm identification (BEST-1-ARM) problem, which is defined as follows. We are given $n$ stochastic bandit arms. The $i$th arm has a reward distribution $D_i$ with an unknown mean $\mu_{i}$. Upon each play of the $i$th arm,…

机器学习 · 计算机科学 2016-08-24 Lijie Chen , Jian Li

We study the best-arm identification problem with fixed confidence when contextual (covariate) information is available in stochastic bandits. Although we can use contextual information in each round, we are interested in the marginalized…

机器学习 · 计算机科学 2024-02-27 Masahiro Kato , Kaito Ariu

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

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 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 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

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 study best arm identification in a variant of the multi-armed bandit problem where the learner has limited precision in arm selection. The learner can only sample arms via certain exploration bundles, which we refer to as boxes. In…

机器学习 · 计算机科学 2023-05-11 Kota Srinivas Reddy , P. N. Karthik , Nikhil Karamchandani , Jayakrishnan Nair

The best arm identification problem (BEST-1-ARM) is the most basic pure exploration problem in stochastic multi-armed bandits. The problem has a long history and attracted significant attention for the last decade. However, we do not yet…

机器学习 · 计算机科学 2016-05-30 Lijie Chen , Jian Li

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
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