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Robust Pure Exploration in Linear Bandits with Limited Budget

ICML 2021 · Bandits and online learning › Multi-armed bandits · approach: Pure exploration algorithms · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use OptDesign-based experimental design (plus uniform-sampling comparison in GetArms) within sequential halving roundsLinearExploration · Simulated linear bandit experiments (Figure 1)probability of returning best armHelped
Remove adaptive rounds (single GetArms call spending full budget) (ablation)LinearExploration · Simulated linear bandit experiments (Figure 1 and 2)probability of returning best armHurt
Increasing misspecification magnitude (||gamma||_inf up to 1/sqrt(d))LinearExploration · Simulated, T=80, n=20, d=3probability of returning best armHurt

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