arXiv Machine Learning
Oct 23

Bayesian Fixed-Confidence Best-Arm Identification with Abstention

The paper investigates Bayesian fixed‑confidence best‑arm identification where a learner may abstain from a final recommendation. It introduces the Screen‑and‑Confirm (S&C) algorithm, analyzes its expected stopping time, and derives lower bounds for any algorithm under error probability δ and abstention budget α constraints. For Gaussian priors, the authors provide matching upper and lower bounds, characterize exact constants for practical regimes, and show that S&C achieves optimal α–dependent rates, improving on previous results when abstention is disallowed.

By Yuqi Huang, Yunlong Hou, Vincent Y. F. Tan
arXiv Machine Learning
Oct 8

Best Arm Identification for Bandits with Shifting Means

arXiv:2610. 10488v1 Announce Type: cross Abstract: We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means.

By Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal, Christina Katsimerou, Dirk van der Hoeven