Differential Good Arm Identification

arXiv:2303.07154v3 Announce Type: replace
Abstract: This paper targets a variant of the stochastic multi-armed bandit problem called good arm identification (GAI). GAI is a pure-exploration bandit problem with the goal to output as many good arms using as few samples as possible, where a good arm is defined as an arm whose expected reward is greater than a given threshold. In this work, we propose DGAI - a differentiable good arm identification algorithm to improve the sample complexity of the …

abstract arm arxiv cs.lg differential exploration gai good identification paper samples stat.ml stochastic targets type