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Optimal Best Arm Identification with Fixed Confidence
16 references·2 citing·30 second hop
Optimal Best Arm Identification with Fixed Confidence (2016)Optimal Best Arm Identification with Fixe…On the Complexity of Best Arm Identification in Multi-Armed Bandit Models (2014)On the Complexity of Best Arm…From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)From Bandits to Monte-Carlo T…lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits (2013)lil' UCB : An Optimal Explora…KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)KULLBACK-LEIBLER UPPER CONFID…Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Thompson Sampling for Context…Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Regret Analysis of Stochastic…PAC Subset Selection in Stochastic Multi-armed Bandits (2012)PAC Subset Selection in Stoch…Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Information-Theoretic Regret …Best Arm Identification: A Unified Approach to Fixed Budget and Fixed Confidence (2012)Best Arm Identification: A Un…X -Armed Bandits (2011)X -Armed BanditsImproved Algorithms for Linear Stochastic Bandits (2011)Improved Algorithms for Linea…Action Elimination and Stopping Conditions for the Multi-Armed Bandit and Reinforcement Learning Problems (2006)Action Elimination and Stoppi…Action Elimination and Stopping Conditions for the Multi-Armed Bandit and Reinforcement Learning Problems (2006)Action Elimination and Stoppi…The Sample Complexity of Exploration in the Multi-Armed Bandit Problem (2004)The Sample Complexity of Expl…Sequential Design of Experiments (1992)Sequential Design of Experime…Sequential Design of Experiments (1959)Sequential Design of Experime…Simple Bayesian Algorithms for Best-Arm Identification (2020)Simple Bayesian Algorithms fo…Non-Asymptotic Pure Exploration by Solving Games (2019)Non-Asymptotic Pure Explorati…Some aspects of the sequential design of experiments (1952)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Non-stochastic Best Arm Identification and Hyperparameter Optimization (2015)Intelligent facial emotion recognition based on stationary wavelet entropy and Jaya algorithm (2017)A unified framework for stochastic optimization (2018)A Stochastic Approximation Method (1951)Prediction, Learning, and Games (2006)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)Introduction to Multi-Armed Bandits (2019)Gambling in a rigged casino: The adversarial multi-armed bandit problem (2002)The Nonstochastic Multiarmed Bandit Problem (2002)UCB revisited: Improved regret bounds for the stochastic multi-armed bandit problem (2010)The K-armed dueling bandits problem (2012)Almost Optimal Exploration in Multi-Armed Bandits (2013)Using confidence bounds for exploitation-exploration trade-offs (2003)An Empirical Evaluation of Thompson Sampling (2011)Further Optimal Regret Bounds for Thompson Sampling (2012)A Tutorial on Thompson Sampling (2018)A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)Bandit Algorithms (2020)Bandit Processes and Dynamic Allocation Indices (1979)Batched bandit problems (2016)Explore First, Exploit Next: The True Shape of Regret in Bandit Problems (2016)Learning to Optimize via Posterior Sampling (2014)The Epoch-Greedy algorithm for contextual multi-armed bandits (2007)Uncertainty, Information, and Sequential Experiments (1962)A Biometrics Invited Paper. A Review of Response Surface Methodology from a Biometric Viewpoint (1975)Active sequential hypothesis testing (2013)Optimum Experimental Designs V, with Applications to Systematic and Rotatable Designs (1985)
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References

  • 2012Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting2,098 cited
  • 2012Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems1,410 cited
  • 2011Improved Algorithms for Linear Stochastic Bandits860 cited
  • 2014On the Complexity of Best Arm Identification in Multi-Armed Bandit Models704 cited
  • 2012Thompson Sampling for Contextual Bandits with Linear Payoffs600 cited
  • 2006Action Elimination and Stopping Conditions for the Multi-Armed Bandit and Reinforcement Learning Problems410 cited
  • 1959Sequential Design of Experiments394 cited
  • 2004The Sample Complexity of Exploration in the Multi-Armed Bandit Problem309 cited
  • 1992Sequential Design of Experiments294 cited
  • 2013KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION274 cited
  • 2014From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning233 cited
  • 2011X -Armed Bandits205 cited
  • 2013lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits196 cited
  • 2012PAC Subset Selection in Stochastic Multi-armed Bandits188 cited
  • 2006Action Elimination and Stopping Conditions for the Multi-Armed Bandit and Reinforcement Learning Problems

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184 cited
  • 2012Best Arm Identification: A Unified Approach to Fixed Budget and Fixed Confidence132 cited
  • Cited by

    • 2020Simple Bayesian Algorithms for Best-Arm Identification114 cited
    • 2019Non-Asymptotic Pure Exploration by Solving Games76 cited