A/B Testing and Best-arm Identification for Linear Bandits with Robustness to Non-stationarity

We investigate the fixed-budget best-arm identification (BAI) problem for linear bandits in a potentially non-stationary environment. Given a finite arm set $\mathcal{X}\subset\mathbb{R}^d$, a fixed budget $T$, and an unpredictable sequence of parameters $\left\lbrace\theta_t\right\rbrace_{t=1}^{T}$...

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Hauptverfasser:	Xiong, Zhihan, Camilleri, Romain, Fazel, Maryam, Jain, Lalit, Jamieson, Kevin
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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