Research map / Bandits and online learning / Multi-armed bandits
On the Finite-Time Performance of the Knowledge Gradient Algorithm
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Increase the gap between the best and other arms | KG sampling-rate bounds · Instance 3 vs. Instance 1 | sampling-rate bound tightness | Helped |
| Increase the reward variances | KG sampling-rate bounds · Instance 4 vs. Instance 1 | sampling-rate bound tightness | Hurt |
| Increase the number of arms | KG sampling-rate bounds · Instance 5 vs. Instance 1 | sampling-rate bound tightness | Helped |
| Use KG for fixed-budget best-arm identification | Knowledge Gradient · BAI under independent normal rewards with known variances | probability of error and simple regret | Helped |
| Use KG in the cumulative-regret setting | Knowledge Gradient · MAB under independent normal rewards with known variances | cumulative regret | Hurt |
Closest papers by meaning
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- Fixed Confidence Best Arm Identification in the Bayesian Setting (NeurIPS 2024 · similarity 0.87)
- Near Optimal Best Arm Identification for Clustered Bandits (ICML 2025 · similarity 0.87)
- Almost Minimax Optimal Best Arm Identification in Piecewise Stationary Linear Bandits (NeurIPS 2024 · similarity 0.86)
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