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We study the problem of best-arm identification with fixed budget in stochastic multi-armed bandits with Bernoulli rewards.
Sequential design of experiments
Chernoff, H · 1959
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Asymptotically efficient adaptive allocation rules
Lai, T. L. and Robbins, H · 1985
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A large deviations perspective on ordinal optimization
Glynn, P. and Juneja, S · 2004
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Action elimination and stopping conditions for the multi-armed bandit and reinforcement learning problems
Even-Dar, E., Mannor, S., Mansour, Y., and Mahadevan, S · 2006
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Best arm identification in multi-armed bandits
Audibert, J.-Y., Bubeck, S., and Munos, R · 2010
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Pure exploration in finitely-armed and continuous-armed bandits
Bubeck, S., Munos, R., and Stoltz, G · 2011
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Best arm identification: A unified approach to fixed budget and fixed confidence
Gabillon, V., Ghavamzadeh, M., and Lazaric, A · 2012
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Kullback–leibler upper confidence bounds for optimal sequential allocation
Cappé, O., Garivier, A., Maillard, O.-A., Munos, R., Stoltz, G., et al · 2013
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Almost optimal exploration in multi-armed bandits
Karnin, Z., Koren, T., and Somekh, O · 2013
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Unimodal bandits: Regret lower bounds and optimal algorithms
Combes, R. and Proutiere, A · 2014
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On the complexity of A/B testing
Kaufmann, E., Cappé, O., and Garivier, A · 2014
Cited alongside, same era.
Tight (lower) bounds for the fixed budget best arm identification bandit problem
Carpentier, A. and Locatelli, A · 2016
Cited alongside, same era.
Optimal best arm identification with fixed confidence
Garivier, A. and Kaufmann, E · 2016
Cited alongside, same era.
Explore first, exploit next: The true shape of regret in bandit problems
Garivier, A., Ménard, P., and Stoltz, G · 2019
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Simple bayesian algorithms for best-arm identification
Russo, D · 2020
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Policy choice and best arm identification: Asymptotic analysis of exploration sampling
Ariu, K., Kato, M., Komiyama, J., McAlinn, K., and Qin, C · 2021
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Minimax optimal algorithms for fixed-budget best arm identification
Komiyama, J., Tsuchiya, T., and Honda, J · 2022
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Open problem: Optimal best arm identification with fixed-budget
Qin, C · 2022
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On the existence of a complexity in fixed budget bandit identification
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On the complexity of best-arm identification in multi-armed bandit models
Kaufmann, E., Cappé, O., and Garivier, A · 2016
Cited alongside, same era.
Degenne, R · 2023
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Best arm identification with fixed budget: A large deviation perspective
Wang, P.-A., Tzeng, R.-C., and Proutiere, A · 2023
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