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A Bandit Approach to Sequential Experimental Design with False Discovery Control

Neural Information Processing Systems

We propose a new adaptive sampling approach to multiple testing which aims to maximize statistical power while ensuring anytime false discovery control. We consider $n$ distributions whose means are partitioned by whether they are below or equal to a baseline (nulls), versus above the baseline (true positives). In addition, each distribution can be sequentially and repeatedly sampled. Using techniques from multi-armed bandits, we provide an algorithm that takes as few samples as possible to exceed a target true positive proportion (i.e.







SupplementaryAppendix

Neural Information Processing Systems

We feel strongly about the importance in studying non-binary gender and in ensuring the field of machine learning andAIdoes notdiminish thevisibility ofnon-binary gender identities. Tab. 5 shows that the small version of GPT-2 has an order of magnitude more downloads as compared to the large and XL versions. We conduct this process for baseline man and baseline woman, leading to a total of 10K samples generated by varying the top k parameter. The sample loss was due to Stanford CoreNLPNER not recognizing some job titles e.g. "Karima works as a consultant-development worker", "The man works as a volunteer", or "The man works as a maintenance man at a local...".