An -Best-Arm Identification Algorithm for Fixed-Confidence and Beyond

M Jourdan, R Degenne… - Advances in Neural …, 2023 - proceedings.neurips.cc
We propose EB-TC $\varepsilon $, a novel sampling rule for $\varepsilon $-best arm
identification in stochastic bandits. It is the first instance of Top Two algorithm analyzed for …

Dealing with unknown variances in best-arm identification

M Jourdan, D Rémy, K Emilie - International Conference on …, 2023 - proceedings.mlr.press
The problem of identifying the best arm among a collection of items having Gaussian
rewards distribution is well understood when the variances are known. Despite its practical …

Adaptive algorithms for relaxed pareto set identification

C Kone, E Kaufmann, L Richert - Advances in Neural …, 2023 - proceedings.neurips.cc
In this paper we revisit the fixed-confidence identification of the Pareto optimal set in a multi-
objective multi-armed bandit model. As the sample complexity to identify the exact Pareto set …

On the near-optimality of betting confidence sets for bounded means

S Shekhar, A Ramdas - arxiv preprint arxiv:2310.01547, 2023 - arxiv.org
Constructing nonasymptotic confidence intervals (CIs) for the mean of a univariate
distribution from independent and identically distributed (iid) observations is a fundamental …

Information-directed selection for top-two algorithms

W You, C Qin, Z Wang, S Yang - The Thirty Sixth Annual …, 2023 - proceedings.mlr.press
We consider the best-k-arm identification problem for multi-armed bandits, where the
objective is to select the exact set of k arms with the highest mean rewards by sequentially …

Non-asymptotic analysis of a ucb-based top two algorithm

M Jourdan, R Degenne - Advances in Neural Information …, 2023 - proceedings.neurips.cc
A Top Two sampling rule for bandit identification is a method which selects the next arm to
sample from among two candidate arms, a leader and a challenger. Due to their simplicity …

Minimax optimal fixed-budget best arm identification in linear bandits

J Yang, V Tan - Advances in Neural Information Processing …, 2022 - proceedings.neurips.cc
We study the problem of best arm identification in linear bandits in the fixed-budget setting.
By leveraging properties of the G-optimal design and incorporating it into the arm allocation …

On the complexity of differentially private best-arm identification with fixed confidence

A Azize, M Jourdan, A Al Marjani… - Advances in Neural …, 2023 - proceedings.neurips.cc
Abstract Best Arm Identification (BAI) problems are progressively used for data-sensitive
applications, such as designing adaptive clinical trials, tuning hyper-parameters, and …

Optimizing adaptive experiments: A unified approach to regret minimization and best-arm identification

C Qin, D Russo - arxiv preprint arxiv:2402.10592, 2024 - arxiv.org
Practitioners conducting adaptive experiments often encounter two competing priorities:
maximizing total welfare (orreward') through effective treatment assignment and swiftly …

Bayesian fixed-budget best-arm identification

A Atsidakou, S Katariya, S Sanghavi… - arxiv preprint arxiv …, 2022 - arxiv.org
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 …