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arXiv · 1711.04454

Thresholding Bandit for Dose-ranging: The Impact of Monotonicity

Aurélien Garivier·Pierre Ménard·Laurent Rossi·Pierre Menard
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Abstract

We analyze the sample complexity of the thresholding bandit problem, with and without the assumption that the mean values of the arms are increasing. In each case, we provide a lower bound valid for any risk $\delta$ and any $\delta$-correct algorithm; in addition, we propose an algorithm whose sample complexity is of the same order of magnitude for small risks. This work is motivated by phase 1 clinical trials, a practically important setting where the arm means are increasing by nature, and where no satisfactory solution is available so far.

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Aurélien Garivier, Pierre Ménard, Laurent Rossi, Pierre Menard. 2017-11-13. Thresholding Bandit for Dose-ranging: The Impact of Monotonicity. https://arxiv.org/abs/1711.04454

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