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Optimal Top-Two Method for Best Arm Identification and Fluid Analysis
March 15, 2024, 4:41 a.m. | Agniv Bandyopadhyay, Sandeep Juneja, Shubhada Agrawal
cs.LG updates on arXiv.org arxiv.org
Abstract: Top-$2$ methods have become popular in solving the best arm identification (BAI) problem. The best arm, or the arm with the largest mean amongst finitely many, is identified through an algorithm that at any sequential step independently pulls the empirical best arm, with a fixed probability $\beta$, and pulls the best challenger arm otherwise. The probability of incorrect selection is guaranteed to lie below a specified $\delta >0$. Information theoretic lower bounds on sample complexity …
abstract algorithm analysis arm arxiv become cs.it cs.lg identification math.it mean popular stat.ml through type
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