Research map / Bandits and online learning / Multi-armed bandits
Are sample means in multi-armed bandits positively or negatively biased?
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use optimistic sampling with fixed stopping and a fixed target arm | Stochastic MAB sample means · General stochastic MAB | sample-mean bias | Hurt |
| Use optimistic stopping with nonadaptive sampling and choosing | Stochastic MAB sample means · General stochastic MAB | sample-mean bias | Helped |
| Use optimistic choosing with nonadaptive sampling and stopping | Stochastic MAB sample means · General stochastic MAB | sample-mean bias | Helped |
| Combine adaptive optimistic sampling, stopping, and choosing | Stochastic MAB sample means · General stochastic MAB | sample-mean bias | Mixed |
| Use UCB for adaptive sampling until a deterministic horizon | Three unit-variance Gaussian arms · Fixed horizon T = 200 | sample-mean bias | Hurt |
| Use Thompson sampling for adaptive sampling until a deterministic horizon | Three unit-variance Gaussian arms · Fixed horizon T = 200 | sample-mean bias | Hurt |
| Stop at the sequential test boundary for arm 1 | One-sided sequential likelihood ratio test · Null and alternative hypotheses | sample-mean bias | Helped |
| Stop at the sequential test boundary for arm 2 | One-sided sequential likelihood ratio test · Null and alternative hypotheses | sample-mean bias | Hurt |
| Run adaptive sampling, stopping, and choosing together | lil'UCB · Best-arm identification, three Gaussian arms | chosen sample-mean bias | Helped |
Closest papers by meaning
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- On the Asymptotic Optimality of Confidence Interval Based Algorithms for Fixed Confidence MABs (AAAI 2025 · similarity 0.88)
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- Noise-Adaptive Confidence Sets for Linear Bandits and Application to Bayesian Optimization (ICML 2024 · similarity 0.88)
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