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$\epsilon$-Good Action Identification in Fixed-Budget Monte Carlo Tree Search
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Studies fixed-budget epsilon-good subtree identification in depth-2 max-min trees (MCTS) with an epsilon-agnostic Successive-Rejects-style algorithm with tree-aware subtree elimination, giving an exponential error bound in H_2(epsilon) and a lower bound for exact identification.
Problem
Fixed-budget identification of a subtree with largest min-value (max-min value) in depth-2 max-min trees, where any epsilon-near-optimal subtree is acceptable; motivated by approximate planning in MCTS.
Approach
An epsilon-agnostic Successive-Rejects-style phase algorithm using empirical max-min gaps per leaf, and a subtree-level elimination rule that removes an entire subtree when all its active leaves share the largest empirical gap, avoiding distortion of a subtree's surviving minimum from removing a single leaf.
Key results
- Failure probability of the algorithm for epsilon-good identification is at most 2K^2L^2 exp(-(T-KL)/(128 log-bar(KL) H_2(epsilon))), epsilon-agnostic.
- For exact identification, a lower bound of c1 exp(-c2 T/H_lb(nu)) holds for some instance in the class with H(nu) at most 4H(nu), with H_lb the subtree-min and within-optimal-subtree gap complexity.
- With L=1 the bound specializes to a Successive Rejects epsilon-good guarantee for K-armed bandits.
Surprising findings
- A permutation-style lower bound route cannot yield an H_2-type lower bound for max-min trees even for K=2, L=2.
Limitations
- Gap between upper and lower bounds remains open.
- Analysis restricted to depth-2 trees and unique optimal subtree.
- Upper bound is order-wise, with logarithmic factors and constants; not shown to be minimax optimal.
Experimental setup
Metrics: misidentification probability upper bound lower bound exponent
Baselines: Successive Rejects applied to all leaves bottom-up multi-bandit BAI Successive Halving
Builds on: Successive Rejects Successive Halving Track-and-Stop / GLR tracking for maximin trees
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