A PAC algorithm in relative precision for bandit problem with costly sampling
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
https://link.springer.com/content/pdf/10.1007/s00186-022-00769-x.pdf
Reference23 articles.
1. Audibert JY, Bubeck S, Munos R (2010) Best arm identification in multi-armed bandits. In: Annual conference on learning theory (COLT)
2. Audibert JY, Bubeck S, Munos R (2011) Bandit view on noisy optimization. Optim Mach Learn 431
3. Audibert JY, Munos R, Szepesvári C (2009) Exploration-exploitation tradeoff using variance estimates in multi-armed bandits. Theoret Comput Sci 410(19):1876–1902
4. Beyer HG, Sendhoff B (2007) Robust optimization—a comprehensive survey. Comput Methods Appl Mech Eng 196(33–34):3190–3218
5. Bubeck S, Munos R, Stoltz G (2011) Pure exploration in finitely-armed and continuous-armed bandits. Theoret Comput Sci 412(19):1832–1852
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