2 papers
cs.LG2024
Fixing the Loose Brake: Exponential-Tailed Stopping Time in Best Arm Identification
Kapilan Balagopalan, Tuan Ngo Nguyen, Yao Zhao +1
The best arm identification problem requires identifying the best alternative (i.e., arm) in active experimentation using the smallest number of experiments (i.e., arm pulls), whic…
stat.ML2024
Minimum Empirical Divergence for Sub-Gaussian Linear Bandits
Kapilan Balagopalan, Kwang-Sung Jun
We propose a novel linear bandit algorithm called LinMED (Linear Minimum Empirical Divergence), which is a linear extension of the MED algorithm that was originally designed for mu…