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Nov, 2015
关于最佳臂识别的最优样本复杂度
On the Optimal Sample Complexity for Best Arm Identification
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Lijie Chen, Jian Li
TL;DR
研究最优臂辨识问题,发现新算法和上下限优化,并提出一个新的关于最优样本复杂度的猜想。
Abstract
We study the best arm identification (
best-1-arm
) problem, which is defined as follows. We are given $n$
stochastic bandit arms
. The $i$th arm has a reward distribution $D_i$ with an unknown mean $\mu_i$. Upon ea
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