Universal Best Arm Identification
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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