2 papers
cs.LG2024
Best Arm Identification with Minimal Regret
Junwen Yang, Vincent Y. F. Tan, Tianyuan Jin
Motivated by real-world applications that necessitate responsible experimentation, we introduce the problem of best arm identification (BAI) with minimal regret. This variant of th…
cs.LG2024
Asymptotically and Minimax Optimal Regret Bounds for Multi-Armed Bandits with Abstention
Junwen Yang, Tianyuan Jin, Vincent Y. F. Tan
We introduce a novel extension of the canonical multi-armed bandit problem that incorporates an additional strategic innovation: abstention. In this enhanced framework, the agent i…