Adaptive Data Depth via Multi-Armed Bandits. (arXiv:2211.03985v1 [stat.CO])

Data depth, introduced by Tukey (1975), is an important tool in data science,
robust statistics, and computational geometry. One chief barrier to its broader
practical utility is that many common measures of depth are computationally
intensive, requiring on the order of $n^d$ operations to exactly compute the
depth of a single point within a data set of $n$ points in $d$-dimensional
space. Often however, we are not directly interested in the absolute depths of
the points, but rather in their …

arxiv data multi-armed bandits