Feb. 9, 2024, 5:43 a.m. | Nicolas Nguyen Imad Aouali Andr\'as Gy\"orgy Claire Vernade

cs.LG updates on arXiv.org arxiv.org

We study the problem of Bayesian fixed-budget best-arm identification (BAI) in structured bandits. We propose an algorithm that uses fixed allocations based on the prior information and the structure of the environment. We provide theoretical bounds on its performance across diverse models, including the first prior-dependent upper bounds for linear and hierarchical BAI. Our key contribution is introducing new proof methods that result in tighter bounds for multi-armed BAI compared to existing methods. We extensively compare our approach to other …

algorithm arm bayesian budget cs.lg diverse environment identification information linear performance prior stat.ml study the environment

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