Quantile Multi-Armed Bandits: Optimal Best-Arm Identification and a Differentially Private Scheme

no code implementations • 11 Jun 2020 • Kontantinos E. Nikolakakis, Dionysios S. Kalogerias, Or Sheffet, Anand D. Sarwate

First, we propose a (non-private) successive elimination algorithm for strictly optimal best-arm identification, we show that our algorithm is $\delta$-PAC and we characterize its sample complexity.

Multi-Armed Bandits