arXiv Statistics ML
Sep 10

A positive resolution of the gap-entropy conjecture

arXiv:2609.10529v1 Announce Type: cross Abstract: We prove the gap-entropy conjecture for fixed-confidence best-arm identification with independent unit-variance Gaussian arms, means in $[0,1]$, and...

By P. M. Aronow, Nathan Kallus, Patrick Lopatto
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