Multiple identifications in multi-armed bandits

30th International Conference on Machine Learning, ICML 2013

Volumn , Issue PART 1, 2013, Pages 258-265

  Bubeck, Sébastien ^a   Wang, Tengyao ^b   Viswanathan, Nitin ^a  

^a Princeton University   (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LEARNING SYSTEMS;

IDENTIFICATION PROBLEM; MULTI ARMED BANDIT; MULTIPLE IDENTIFICATIONS;

ALGORITHMS;

EID: 84897498871     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. Audibert, J.-Y., Bubeck, S., and Munos, R. Best arm identification in multi-armed bandits. In Proceedings of the 23rd Annual Conference on Learning Theory (COLT), 2010.
2. Bechhofer, R. E. A single-sample multiple decision procedure for ranking means of normal populations with known variances. Annals of Mathematical Statistics, 25:16-39, 1954.
3. Bubeck, S., Munos, R., and Stoltz, G. Pure exploration in multi-armed bandits problems. In Proceedings of the 20th International Conference on Algorithmic Learning Theory (ALT), 2009.
4. Bubeck, S., Munos, R., and Stoltz, G. Pure exploration in finitely-armed and continuously-armed bandits. Theoretical Computer Science, 412:1832-1852, 2011.
5. Even-Dar, E., Mannor, S., and Mansour, Y. Pac bounds for multi-armed bandit and markov decision processes. In Proceedings of the Fifteenth Annual Conference on Computational Learning Theory (COLT), 2002.
6. Gabillon, V., Ghavamzadeh, M., Lazaric, A., and Bubeck, S. Multi-bandit best arm identification. In Advances in Neural Information Processing Systems (NIPS), 2011.
7. Kalyanakrishnan, S., Tewari, A., Auer, P., and Stone, P. Pac subset selection in stochastic multi-armed bandits. In Proceedings of the 29th International Conference on Machine Learning (ICML), 2012.
8. Mannor, S. and Tsitsiklis, J. N. The sample complexity of exploration in the multi-armed bandit problem. Journal of Machine Learning Research, 5:623-648, 2004.