On Sequential Elimination Algorithms for Best-Arm Identification in Multi-Armed Bandits
On Sequential Elimination Algorithms for Best-Arm Identification in Multi-Armed Bandits
We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed, unknown distribution. The player aims to identify the arm with …