Pure exploration

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 …
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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 …
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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 …
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