arXiv · 2505.22475
Non-Asymptotic Analysis of (Sticky) Track-and-Stop
Abstract
In pure exploration problems, a statistician sequentially collects information to answer a question about some stochastic and unknown environment. The probability of returning a wrong answer should not exceed a maximum risk parameter $\delta$ and good algorithms make as few queries to the environment as possible. The Track-and-Stop algorithm is a pioneering method to solve these problems. Specifically, it is well-known that it enjoys asymptotic optimality sample complexity guarantees for $\delta\to 0$ whenever the map from the environment to its correct answers is single-valued (e.g., best-arm identification with a unique optimal arm). The Sticky Track-and-Stop algorithm extends these results to settings where, for each environment, there might exist multiple correct answers (e.g., $\epsilon$-optimal arm identification). Although both methods are optimal in the asymptotic regime, their non-asymptotic guarantees remain unknown. In this work, we fill this gap and provide non-asymptotic guarantees for both algorithms.
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Riccardo Poiani, Martino Bernasconi, Andrea Celli. 2025-05-28. Non-Asymptotic Analysis of (Sticky) Track-and-Stop. https://arxiv.org/abs/2505.22475
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