lil'HDoC: An Algorithm for Good Arm Identification under Small Threshold Gap

Good arm identification (GAI) is a pure-exploration bandit problem in which a single learner outputs an arm as soon as it is identified as a good arm. A good arm is defined as an arm with an expected reward greater than or equal to a given threshold. This paper focuses on the GAI problem under a small threshold gap, which refers to the distance between the expected rewards of arms and the given threshold. We propose a new algorithm called …

algorithm arm cs.lg exploration gai gap good identification paper small stat.ml threshold