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Best Arm Identification in Multi-Armed Bandits
3 references·16 citing·30 second hop
Best Arm Identification in Multi-Armed Bandits (2010)Best Arm Identification in Multi-Armed Ba…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…Some aspects of the sequential design of experiments (1952)Some aspects of the sequentia…Simple Bayesian Algorithms for Best-Arm Identification (2020)Simple Bayesian Algorithms fo…Stagewise Safe Bayesian Optimization with Gaussian Processes (2018)Stagewise Safe Bayesian Optim…A unified framework for stochastic optimization (2018)A unified framework for stoch…Safe Exploration for Optimization with Gaussian Processes (2015)Safe Exploration for Optimiza…From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)From Bandits to Monte-Carlo T…Efficient crowdsourcing of unknown experts using bounded multi-armed bandits (2014)Efficient crowdsourcing of un…Combinatorial Pure Exploration of Multi-Armed Bandits (2014)Combinatorial Pure Exploratio…Best-arm identification algorithms for multi-armed bandits in the fixed confidence setting (2014)Best-arm identification algor…Multi-Armed Bandit with Budget Constraint and Variable Costs (2013)Multi-Armed Bandit with Budge…lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits (2013)lil' UCB : An Optimal Explora…Information Complexity in Bandit Subset Selection (2013)Information Complexity in Ban…Almost Optimal Exploration in Multi-Armed Bandits (2013)Almost Optimal Exploration in…PAC Subset Selection in Stochastic Multi-armed Bandits (2012)PAC Subset Selection in Stoch…Best Arm Identification: A Unified Approach to Fixed Budget and Fixed Confidence (2012)Best Arm Identification: A Un…Portfolio allocation for Bayesian optimization (2011)Portfolio allocation for Baye…Optimistic Optimization of a Deterministic Function without the Knowledge of its Smoothness (2011)Optimistic Optimization of a …A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Theory of games and economic behavior (2019)A Stochastic Approximation Method (1951)Bandit Processes and Dynamic Allocation Indices (1979)The Nonstochastic Multiarmed Bandit Problem (2002)Matroid Bandits: Fast Combinatorial Optimization with Learning (2014)Optimal Best Arm Identification with Fixed Confidence (2016)Global optimization of Lipschitz functions (2017)A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Safe controller optimization for quadrotors with Gaussian processes (2016)On Kernelized Multi-armed Bandits (2017)Generalization guides human exploration in vast decision spaces (2018)Action Elimination and Stopping Conditions for the Multi-Armed Bandit and Reinforcement Learning Problems (2006)Learning diverse rankings with multi-armed bandits (2008)Efficient Hyperparameter Optimization and Infinitely Many Armed Bandits (2017)Optimization of conditional value-at-risk (2000)Introduction to Stochastic Programming (2011)A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic (2021)Testing facility location and dynamic capacity planning for pandemics with demand uncertainty (2021)Model-Based Geostatistics (1998)Bayesian Optimisation for informative continuous path planning (2014)A Global Bayesian Optimization Algorithm and Its Application to Integrated System Design (2018)Bayesian Optimization is Superior to Random Search for Machine Learning Hyperparameter Tuning: Analysis of the Black-Box Optimization Challenge 2020 (2021)Pure Exploration in Multi-armed Bandits Problems (2009)Improved Algorithms for Linear Stochastic Bandits (2011)
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References

  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 2006Prediction, Learning, and Games3,176 cited
  • 1952Some aspects of the sequential design of experiments2,183 cited

Cited by

  • 2018A unified framework for stochastic optimization319 cited
  • 2015Safe Exploration for Optimization with Gaussian Processes294 cited
  • 2013Almost Optimal Exploration in Multi-Armed Bandits258 cited
  • 2014From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning233 cited
  • 2013lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits196 cited
  • 2012PAC Subset Selection in Stochastic Multi-armed Bandits188 cited
  • 2011Portfolio allocation for Bayesian optimization160 cited
  • 2011Optimistic Optimization of a Deterministic Function without the Knowledge of its Smoothness145 cited
  • 2012Best Arm Identification: A Unified Approach to Fixed Budget and Fixed Confidence132 cited
  • 2014Efficient crowdsourcing of unknown experts using bounded multi-armed bandits128 cited
  • 2013Multi-Armed Bandit with Budget Constraint and Variable Costs120 cited
  • 2014Best-arm identification algorithms for multi-armed bandits in the fixed confidence setting

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115 cited
  • 2020Simple Bayesian Algorithms for Best-Arm Identification114 cited
  • 2013Information Complexity in Bandit Subset Selection107 cited
  • 2014Combinatorial Pure Exploration of Multi-Armed Bandits104 cited
  • 2018Stagewise Safe Bayesian Optimization with Gaussian Processes88 cited