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Best Arm Identification with Resource Constraints
March 1, 2024, 5:43 a.m. | Zitian Li, Wang Chi Cheung
cs.LG updates on arXiv.org arxiv.org
Abstract: Motivated by the cost heterogeneity in experimentation across different alternatives, we study the Best Arm Identification with Resource Constraints (BAIwRC) problem. The agent aims to identify the best arm under resource constraints, where resources are consumed for each arm pull. We make two novel contributions. We design and analyze the Successive Halving with Resource Rationing algorithm (SH-RR). The SH-RR achieves a near-optimal non-asymptotic rate of convergence in terms of the probability of successively identifying an …
abstract agent analyze arm arxiv constraints cost cs.lg design experimentation identification identify novel resources study type
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