best arm identification
Covariance adaptive best arm identification
The learner's goal is to identify the optimal arm
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Improving the Knowledge Gradient Algorithm
The knowledge gradient (KG) algorithm is a popular policy for the best arm identification (BAI) problem. It is built on the simple idea of always choosing the measurement that yields the greatest expected one-step improvement in the estimate of the best mean of the arms.
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7c78335a8924215ea5c22fda1aac7b75-Paper.pdf
Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning.
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Multi-Fidelity Multi-Armed Bandits Revisited
The formal definition of MF-MAB is presented in Section 2. 1.1 Contributions
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- Information Technology > Artificial Intelligence > Machine Learning (1.00)
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- Research Report (0.93)
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MinimaxOptimalFixed-BudgetBestArm IdentificationinLinearBandits
Complementarily, we present a minimax lower bound for this problem.
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