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05/25/2023
An ε-Best-Arm Identification Algorithm for Fixed-Confidence and Beyond
We propose EB-TCε, a novel sampling rule for ε-best arm identification i...
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03/16/2023
On the Existence of a Complexity in Fixed Budget Bandit Identification
In fixed budget bandit identification, an algorithm sequentially observe...
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12/11/2022
A Formalization of Doob's Martingale Convergence Theorems in mathlib
We present the formalization of Doob's martingale convergence theorems i...
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10/11/2022
Non-Asymptotic Analysis of a UCB-based Top Two Algorithm
A Top Two sampling rule for bandit identification is a method which sele...
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10/03/2022
Dealing with Unknown Variances in Best-Arm Identification
The problem of identifying the best arm among a collection of items havi...
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06/13/2022
Top Two Algorithms Revisited
Top Two algorithms arose as an adaptation of Thompson sampling to best a...
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06/09/2022
Choosing Answers in ε-Best-Answer Identification for Linear Bandits
In pure-exploration problems, information is gathered sequentially to an...
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05/22/2022
On Elimination Strategies for Bandit Fixed-Confidence Identification
Elimination algorithms for bandit identification, which prune the plausi...
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11/02/2021
Dealing With Misspecification In Fixed-Confidence Linear Top-m Identification
We study the problem of the identification of m arms with largest means ...
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10/18/2021
Online Sign Identification: Minimization of the Number of Errors in Thresholding Bandits
In the fixed budget thresholding bandit problem, an algorithm sequential...
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07/02/2020
Structure Adaptive Algorithms for Stochastic Bandits
We study reward maximisation in a wide class of structured stochastic mu...
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07/02/2020
Gamification of Pure Exploration for Linear Bandits
We investigate an active pure-exploration setting, that includes best-ar...
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06/25/2019
Non-Asymptotic Pure Exploration by Solving Games
Pure exploration (aka active testing) is the fundamental task of sequent...
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02/09/2019
Pure Exploration with Multiple Correct Answers
We determine the sample complexity of pure exploration bandit problems w...
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10/09/2018
Bridging the gap between regret minimization and best arm identification, with application to A/B tests
State of the art online learning procedures focus either on selecting th...
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07/10/2018
