arXiv · 1902.03475
Pure Exploration with Multiple Correct Answers
Abstract
We determine the sample complexity of pure exploration bandit problems with multiple good answers. We derive a lower bound using a new game equilibrium argument. We show how continuity and convexity properties of single-answer problems ensures that the Track-and-Stop algorithm has asymptotically optimal sample complexity. However, that convexity is lost when going to the multiple-answer setting. We present a new algorithm which extends Track-and-Stop to the multiple-answer case and has asymptotic sample complexity matching the lower bound.
Explore related subjects
Keep this discovery
Rémy Degenne, Wouter M. Koolen. 2019-02-09. Pure Exploration with Multiple Correct Answers. https://arxiv.org/abs/1902.03475
Cite the original work for its findings. Save a collection to share your selection of sources.