Pure exploration

Pareto Set Identification with Posterior Sampling

The problem of identifying the best answer among a collection of items having real-valued distribution is well-understood. Despite its …

Cyrille Kone, Marc Jourdan, Emilie Kaufmann

Best-Arm Identification in Unimodal Bandits

We study the fixed-confidence best-arm identification problem in unimodal bandits, in which the means of the arms increase with the …

Riccardo Poiani, Marc Jourdan, Emilie Kaufmann, Rémy Degenne

Solving Pure Exploration Problems with the Top Two Approach

In pure exploration problems for stochastic multi-armed bandits, the objective is to answer inquiries regarding a set of unknown …

An Anytime Algorithm for Good Arm Identification

In good arm identification (GAI), the goal is to identify one arm whose average performance exceeds a given threshold, referred to as …

Marc Jourdan, Clémence Réda

An ε-Best-Arm Identification Algorithm for Fixed-Confidence and Beyond

We propose EB-TCε, a novel sampling rule for ε-best arm identification in stochastic bandits. It is the first instance of Top Two …

Marc Jourdan, Rémy Degenne, Emilie Kaufmann