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Best Arm Identification: A Unified Approach to Fixed Budget and Fixed Confidence · Study

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ArticleBest Arm Identification: A Unified Approach to Fixed Budget and Fixed Confidence

Victor Gabillon2012

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Articlegreen2012

Best Arm Identification: A Unified Approach to Fixed Budget and Fixed Confidence

Victor Gabillon · Mohammad Ghavamzadeh · Alessandro Lazaric · Alessandro Lazaric · Ro Lazaric

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Advanced Bandit Algorithms Research Reinforcement Learning in Robotics Simulation Techniques and Applications

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HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci-entific research documents, whether they are pub-lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et a ̀ la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés.

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References

2002Finite-time Analysis of the Multiarmed Bandit Problem 1952Some aspects of the sequential design of experiments 2010Best Arm Identification in Multi-Armed Bandits 2006Action Elimination and Stopping Conditions for the Multi-Armed Bandit and Reinforcement Learning Problems 2009Pure Exploration in Multi-armed Bandits Problems 2012PAC Subset Selection in Stochastic Multi-armed Bandits

Cited by

2014Best-arm identification algorithms for multi-armed bandits in the fixed confidence setting 2016Optimal Best Arm Identification with Fixed Confidence 2020Simple Bayesian Algorithms for Best-Arm Identification 2021Review on ranking and selection: A new perspective 2013Information Complexity in Bandit Subset Selection 2014Combinatorial Pure Exploration of Multi-Armed Bandits 2014On correlation and budget constraints in model-based bandit optimization with application to automatic machine learning 2017A new acquisition function for Bayesian optimization based on the moment-generating function

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2011Multi-Bandit Best Arm Identificationarticle · 5 shared references 2014Optimal PAC Multiple Arm Identification with Applications to Crowdsourcingother · 5 shared references 2013Almost Optimal Exploration in Multi-Armed Banditsarticle · 4 shared references 2014From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planningarticle · 4 shared references 2012PAC Subset Selection in Stochastic Multi-armed Banditsarticle · 4 shared references 2013Information Complexity in Bandit Subset Selectionarticle · 4 shared references

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Year2012

Typearticle

Published2012-01-01

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Citations132

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ShelfAdvanced Bandit Algorithms Research

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