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stat.ML2022
Minimax Optimal Algorithms for Fixed-Budget Best Arm Identification
Junpei Komiyama, Taira Tsuchiya, Junya Honda
We consider the fixed-budget best arm identification problem where the goal is to find the arm of the largest mean with a fixed number of samples. It is known that the probability…
stat.ML2022
Suboptimal Performance of the Bayes Optimal Algorithm in Frequentist Best Arm Identification
Junpei Komiyama
We consider the fixed-budget best arm identification problem with rewards following normal distributions. In this problem, the forecaster is given arms (or treatments) and …