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20082023
most citedOn the Complexity of Best Arm Identification in Multi-Armed Bandit Models

688 citations · 2k across the 44 of their papers we have counts for

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17 papers · 1 filter

math.ST2021

A Non-asymptotic Approach to Best-Arm Identification for Gaussian Bandits

Antoine Barrier, Aurélien Garivier, Tomáš Kocák

We propose a new strategy for best-arm identification with fixed confidence of Gaussian variables with bounded means and unit variance. This strategy, called Exploration-Biased Sam…

math.ST2017★ 9 cited

Thresholding Bandit for Dose-ranging: The Impact of Monotonicity

Aurélien Garivier, Pierre Ménard, Laurent Rossi +1

We analyze the sample complexity of the thresholding bandit problem, with and without the assumption that the mean values of the arms are increasing. In each case, we provide a low…

math.ST2016★ 57 cited

On Explore-Then-Commit Strategies

Aurélien Garivier, Emilie Kaufmann, Tor Lattimore

We study the problem of minimising regret in two-armed bandit problems with Gaussian rewards. Our objective is to use this simple setting to illustrate that strategies based on an…

math.ST2016★ 6 cited

Maximin Action Identification: A New Bandit Framework for Games

Aurélien Garivier, Emilie Kaufmann, Wouter Koolen

We study an original problem of pure exploration in a strategic bandit model motivated by Monte Carlo Tree Search. It consists in identifying the best action in a game, when the pl…

math.ST2016

Explore First, Exploit Next: The True Shape of Regret in Bandit Problems

Aurélien Garivier, Pierre Ménard, Gilles Stoltz

We revisit lower bounds on the regret in the case of multi-armed bandit problems. We obtain non-asymptotic, distribution-dependent bounds and provide straightforward proofs based o…

math.ST2016★ 91 cited

Optimal Best Arm Identification with Fixed Confidence

Aurélien Garivier, Emilie Kaufmann

We give a complete characterization of the complexity of best-arm identification in one-parameter bandit problems. We prove a new, tight lower bound on the sample complexity. We pr…