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Research map / Bandits and online learning / Multi-armed bandits

Are sample means in multi-armed bandits positively or negatively biased?

NeurIPS 2019 · Bandits and online learning › Multi-armed bandits · approach: Non-stationary and structured-reward bandits · 25 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use optimistic sampling with fixed stopping and a fixed target armStochastic MAB sample means · General stochastic MABsample-mean biasHurt
Use optimistic stopping with nonadaptive sampling and choosingStochastic MAB sample means · General stochastic MABsample-mean biasHelped
Use optimistic choosing with nonadaptive sampling and stoppingStochastic MAB sample means · General stochastic MABsample-mean biasHelped
Combine adaptive optimistic sampling, stopping, and choosingStochastic MAB sample means · General stochastic MABsample-mean biasMixed
Use UCB for adaptive sampling until a deterministic horizonThree unit-variance Gaussian arms · Fixed horizon T = 200sample-mean biasHurt
Use Thompson sampling for adaptive sampling until a deterministic horizonThree unit-variance Gaussian arms · Fixed horizon T = 200sample-mean biasHurt
Stop at the sequential test boundary for arm 1One-sided sequential likelihood ratio test · Null and alternative hypothesessample-mean biasHelped
Stop at the sequential test boundary for arm 2One-sided sequential likelihood ratio test · Null and alternative hypothesessample-mean biasHurt
Run adaptive sampling, stopping, and choosing togetherlil'UCB · Best-arm identification, three Gaussian armschosen sample-mean biasHelped

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