arXiv Statistics ML By Leo Maynard-Zhang, Zhihan Xiong, Kevin Jamieson, Maryam Fazel

On the Complexity of Best-Arm Identification in Non-Stationary Linear Bandits

Read the original on arXiv Statistics ML →

arXiv:2603. 10346v2 Announce Type: replace Abstract: We study the fixed-budget best-arm identification (BAI) problem in non-stationary linear bandits.

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arXiv Machine Learning
Jun 15

A Complexity Measure for Active Learning in Multi-group Mean Estimation

arXiv:2606. 14690v1 Announce Type: new Abstract: We study a \emph{max-risk} objective for active learning in a multi-group mean estimation $d$-armed bandits: a learner adaptively allocates a budget of $T$ samples across $d$ groups to minimize the worst-case uncertainty index $\max_{k\in[d]}\sigma_k^2/n_k$, where $\sigma_k$ is the standard deviation of the distribution of arm $d$, and $n_k$ is the number of times arm $d$ is sampled.

By Abdellah Aznag, Rachel Cummings, Adam N. Elmachtoub