Reviews: On Explore-Then-Commit strategies

Neural Information Processing Systems 

One interesting part of the paper to me is the strategy in Algorithm 5 that is asymptotically optimal and optimal in the minimax sense. Although the strategy is not very original (a small modification of a strategy suggested by Lai), it is a new observation for a strategy to be asymptotically optimal and minimax optimal. However, it should be noted that it is optimal only in the case of two arms, which is a major drawback. The authors are encouraged to improve on this result. This idea is new to the best of my knowledge.