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Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling

NeurIPS 2018 · Learning theory and algorithms › Sample complexity · approach: Computational thresholds in graphs and structure · 13 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Murphy Sampling instead of LCBSequential minimum-mean testing on H_< · Gaussian bandit, K=10, means linearly spaced between -1 and 1sample complexityHelped
Use Murphy Sampling instead of vanilla Thompson SamplingSequential minimum-mean testing on H_> · Gaussian bandit, K=5, means linearly spaced between 0.5 and 1sample complexityHelped
Use the Aggregate stopping rule instead of BoxSequential minimum-mean testing on H_< · Gaussian bandit, K=10, means linearly spaced between -1 and 1sample complexityHelped
Use the Box stopping rule instead of GLRTSequential minimum-mean testing on H_< · Gaussian bandit, K=10, means linearly spaced between -1 and 1sample complexityHelped
Aggregate samples from subsets of arms rather than use Box stoppingMurphy Sampling and LCB · Gaussian bandit, K=100, k arms with mean -1 and K-k arms with mean 0sample complexityHelped
Use GLRT stopping instead of Aggregate stoppingMurphy Sampling and LCB · Gaussian bandit, K=100, k arms with mean -1 and K-k arms with mean 0sample complexityMixed
Use Aggregate stopping instead of GLRTMurphy Sampling and LCB · Gaussian bandit, K=100, k arms linearly spaced between -1 and 0; remaining arms have mean 0sample complexityHelped
Use Murphy Sampling instead of LCBSequential minimum-mean testing on H_< · Gaussian bandit, K=100, k arms with mean -1 and K-k arms with mean 0sample complexityHelped
Use Murphy Sampling instead of regular Thompson SamplingSequential minimum-mean testing on H_> · Gaussian bandit, K=5, means linearly spaced between 0.5 and 1sampling proportionsHelped
Aggregate samples from subsets when constructing an upper confidence bound on the minimumUCB Aggregate versus UCB Box · Bernoulli bandit with k arms of mean 0.1 and four arms with means [0.2 0.3 0.4 0.5]upper confidence bound on the minimumHelped

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