Expected Sample Complexity in Multi-Armed Bandits
Read the original on arXiv Machine Learning →The paper introduces the expected sample complexity metric for stochastic multi‑armed bandits and analyzes it within a new framework called approximately correct in expectation (ACE). It demonstrates that ACE guarantees lead to almost sure convergence to the optimal expected reward, contrasts this with high‑probability guarantees, and shows how to translate ACE bounds into explicit expected regret bounds. The authors prove that deterministic algorithms cannot achieve favorable ACE bounds, propose an explore‑then‑ε‑greedy algorithm when ε is known, analyze Thompson sampling when ε is unknown, and provide nearly matching lower bounds that establish tightness and a performance separation between the two regimes.
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