107 citations
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Showing 2019Show all
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cs.LG2019★ 5 cited
Fixed-Confidence Guarantees for Bayesian Best-Arm Identification
Xuedong Shang, Rianne de Heide, Emilie Kaufmann +2
We investigate and provide new insights on the sampling rule called Top-Two Thompson Sampling (TTTS). In particular, we justify its use for fixed-confidence best-arm identification…
cs.LG2019★ 3 cited
Derivative-Free & Order-Robust Optimisation
Victor Gabillon, Rasul Tutunov, Michal Valko +1
In this paper, we formalise order-robust optimisation as an instance of online learning minimising simple regret, and propose Vroom, a zero'th order optimisation algorithm capable…