Fast and Regret Optimal Best Arm Identification: Fundamental Limits and Low-Complexity Algorithms

This paper considers a stochastic Multi-Armed Bandit (MAB) problem with dual objectives: (i) quick identification and commitment to the optimal arm, and (ii) reward maximization throughout a sequence of $T$ consecutive rounds. Though each objective has been individually well-studied, i.e., best arm...

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Hauptverfasser:	Zhang, Qining, Ying, Lei
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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