Web: http://arxiv.org/abs/2105.13017

Sept. 22, 2022, 1:12 a.m. | Junwen Yang, Vincent Y. F. Tan

cs.LG updates on arXiv.org arxiv.org

We study the problem of best arm identification in linear bandits in the
fixed-budget setting. By leveraging properties of the G-optimal design and
incorporating it into the arm allocation rule, we design a parameter-free
algorithm, Optimal Design-based Linear Best Arm Identification (OD-LinBAI). We
provide a theoretical analysis of the failure probability of OD-LinBAI. Instead
of all the optimality gaps, the performance of OD-LinBAI depends only on the
gaps of the top $d$ arms, where $d$ is the effective dimension of …

arm arxiv budget identification linear minimax

More from arxiv.org / cs.LG updates on arXiv.org

Postdoctoral Fellow: ML for autonomous materials discovery

@ Lawrence Berkeley National Lab | Berkeley, CA

Research Scientists

@ ODU Research Foundation | Norfolk, Virginia

Embedded Systems Engineer (Robotics)

@ Neo Cybernetica | Bedford, New Hampshire

2023 Luis J. Alvarez and Admiral Grace M. Hopper Postdoc Fellowship in Computing Sciences

@ Lawrence Berkeley National Lab | San Francisco, CA

Senior Manager Data Scientist

@ NAV | Remote, US

Senior AI Research Scientist

@ Earth Species Project | Remote anywhere

Research Fellow- Center for Security and Emerging Technology (Multiple Opportunities)

@ University of California Davis | Washington, DC

Staff Fellow - Data Scientist

@ U.S. FDA/Center for Devices and Radiological Health | Silver Spring, Maryland

Staff Fellow - Senior Data Engineer

@ U.S. FDA/Center for Devices and Radiological Health | Silver Spring, Maryland

Senior Data Engineer

@ HealthVerity | United States

Data Analyst - Business Insights

@ Sertis | Bangkok

Biomarker Data Management Specialist

@ Precision Medicine Group | Remote, United States