Best Arm Identification for Bandits with Shifting Means
ISM identifies the best arm when shared mean shifts are adversarial but gaps stay fixed.
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Stories tagged #best-arm-identification
A positive resolution of the gap-entropy conjecture
New proof resolves the gap-entropy conjecture for Gaussian bandits, bounding optimal best-arm identification samples by H(log(1/delta)+Ent(I)) up to constants.