5 papers
Minimax and Bayes Optimal Best-Arm Identification
Masahiro Kato
This study investigates minimax and Bayes optimal strategies for fixed-budget best-arm identification. We consider an adaptive procedure consisting of a sampling phase followed by…
Minimax and Bayes Optimal Adaptive Experimental Design for Treatment Choice
Masahiro Kato
We consider an adaptive experiment for treatment choice and design a minimax and Bayes optimal adaptive experiment with respect to regret. Given binary treatments, the experimenter…
Adaptive Experimental Design for Policy Learning
Masahiro Kato, Kyohei Okumura, Takuya Ishihara +1
This study investigates the contextual best arm identification (BAI) problem, aiming to design an adaptive experiment to identify the best treatment arm conditioned on contextual i…
Generalized Neyman Allocation for Locally Minimax Optimal Best-Arm Identification
Masahiro Kato
This study investigates an asymptotically locally minimax optimal algorithm for fixed-budget best-arm identification (BAI). We propose the Generalized Neyman Allocation (GNA) algor…
Minimax Optimal Simple Regret in Two-Armed Best-Arm Identification
Masahiro Kato
This study investigates an asymptotically minimax optimal algorithm in the two-armed fixed-budget best-arm identification (BAI) problem. Given two treatment arms, the objective is…