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On the Finite-Time Performance of the Knowledge Gradient Algorithm

ICML 2022 · Bandits and online learning › Multi-armed bandits · approach: Fixed-confidence versus fixed-budget identification · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase the gap between the best and other armsKG sampling-rate bounds · Instance 3 vs. Instance 1sampling-rate bound tightnessHelped
Increase the reward variancesKG sampling-rate bounds · Instance 4 vs. Instance 1sampling-rate bound tightnessHurt
Increase the number of armsKG sampling-rate bounds · Instance 5 vs. Instance 1sampling-rate bound tightnessHelped
Use KG for fixed-budget best-arm identificationKnowledge Gradient · BAI under independent normal rewards with known variancesprobability of error and simple regretHelped
Use KG in the cumulative-regret settingKnowledge Gradient · MAB under independent normal rewards with known variancescumulative regretHurt

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