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stat.ML2022
Information-Directed Selection for Top-Two Algorithms
Wei You, Chao Qin, Zihao Wang +1
We consider the best-k-arm identification problem for multi-armed bandits, where the objective is to select the exact set of k arms with the highest mean rewards by sequentially al…
stat.ML2022
Optimal Best Arm Identification in Two-Armed Bandits with a Fixed Budget under a Small Gap
Masahiro Kato, Kaito Ariu, Masaaki Imaizumi +2
We consider fixed-budget best-arm identification in two-armed Gaussian bandit problems. One of the longstanding open questions is the existence of an optimal strategy under which t…