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Adaptive Multiple-Arm Identification

ICML 2017 · Bandits and online learning › Multi-armed bandits · approach: Best-arm identification in linear bandits · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a hardness parameter that accounts for tolerated exchanges among near-boundary armsAdaptiveTopK · ε-top-K arm identificationsample complexity: O(n/\sqrt{\epsilon}) vs. \Omega(n/\epsilon)Helped
Remove the log n factor from the AdaptiveTopK sample-complexity boundImprovedTopK · ε-top-K arm identificationsample complexity: O((\log \epsilon^{-1} + \log \delta^{-1})H^{(t, \epsilon)}) vs. O((\log\log(\epsilon^{-1}) + \log n + \log\delta^{-1})H^Helped
Use the instance-dependent hardness parameter H^{(t, ε)} rather than H^{(0, ε)}ImprovedTopK · ε-top-K arm identificationsample complexity: O((\log \epsilon^{-1} + \log \delta^{-1})H^{(t, \epsilon)}) vs. O((\log \delta^{-1} + \log H^{(0, \epsilon)})H^{(0, \epsHelped
Allow a small number of accept/reject mistakes instead of requiring every classification to be correctImprovedTopK · ε-top-K arm identificationsample complexity: O((\log \epsilon^{-1} + \log \delta^{-1})H^{(t, \epsilon)})Helped
Use H^{(t, ε)} to characterize instance difficultyImprovedTopK · Worst-case ε-top-K arm identificationsample complexity: O\left(\frac{n}{\epsilon^2} \left(\log \epsilon^{-1} + \log \delta^{-1} \right) \right) vs. \Theta\left(\frac{n}{\epsiloMixed
Use an instance-dependent algorithm parameterized by H^{(t, ε)}Any instance-dependent algorithm · Some instances with n = 2K and ε = Ω(n^{-1})sample complexity lower bound: H^{(t, \epsilon)} = \Theta(n); \Omega(n \log \epsilon^{-1})Hurt

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