LinearAPT: An Adaptive Algorithm for the Fixed-Budget Thresholding Linear Bandit Problem

arXiv:2403.06230v1 Announce Type: new
Abstract: In this study, we delve into the Thresholding Linear Bandit (TLB) problem, a nuanced domain within stochastic Multi-Armed Bandit (MAB) problems, focusing on maximizing decision accuracy against a linearly defined threshold under resource constraints. We present LinearAPT, a novel algorithm designed for the fixed budget setting of TLB, providing an efficient solution to optimize sequential decision-making. This algorithm not only offers a theoretical upper bound for estimated loss but also showcases robust performance on both …

abstract accuracy algorithm arxiv budget constraints cs.lg decision domain linear novel stat.ml stochastic study threshold thresholding type