On Sequential Elimination Algorithms for Best-Arm Identification in Multi-Armed Bandits
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DOI: 10.1109/tsp.2017.2706192
Abstract: 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… read more here.
Keywords: armed bandits; sequential elimination; multi armed; arm identification ... See more keywords
Universal Best Arm Identification
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2019.2929936
Abstract: In this paper, we study the problem of universal best arm identification in multi-armed bandits, where the underlying setting can be either stochastic or adversarial and is not revealed to the forecaster a priori. We… read more here.
Keywords: arm identification; universal best; arm; stochastic adversarial ... See more keywords