Minimax Optimal Algorithms for Fixed-Budget Best Arm Identification. (arXiv:2206.04646v3 [stat.ML] UPDATED)

We consider the fixed-budget best arm identification problem where the goal
is to find the arm of the largest mean with a fixed number of samples. It is
known that the probability of misidentifying the best arm is exponentially
small to the number of rounds. However, limited characterizations have been
discussed on the rate (exponent) of this value. In this paper, we characterize
the minimax optimal rate as a result of an optimization over all possible
parameters. We introduce two …

algorithms arm arxiv budget identification minimax