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Robust Outlier Arm Identification

ICML 2020 · Bandits and online learning › Multi-armed bandits · approach: Fixed-confidence versus fixed-budget identification · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a median-and-MAD outlier threshold instead of a mean-and-standard-deviation thresholdROAI · Contaminated arm meansthreshold robustnessHelped
Use ROAILUCB instead of RR/WRROutlier arm identification · Synthetic datasamples required at the same error rate: about 5x fewer samplesHelped
Use ROAIElim instead of random samplingOutlier arm identification · Synthetic data, anytime performanceempirical stopping timeHelped
Use ROAIElim instead of random samplingOutlier arm identification · Synthetic data, anytime performanceanytime error rateNo clear effect
Use RR/WRR instead of random sampling with the median-MAD thresholdOutlier arm identification · Synthetic dataanytime error rateHurt
Use ROAILUCB instead of the other evaluated algorithmsOutlier arm identification · Wine Quality datasetanytime error rateHelped
Use RR/WRR instead of random samplingOutlier arm identification · Wine Quality datasetanytime error rateHurt
Construct the threshold from a subset of arms rather than all armsROAI with known contamination upper bound · ROAIsample complexityMixed

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