Search Results for author:
Found 6 papers, 1 papers with code
Best Arm Identification with Fixed Budget: A Large Deviation Perspective
In particular, we present \sred (Continuous Rejects), a truly adaptive algorithm that can reject arms in {\it any} round based on the observed empirical gaps between the rewards of various arms.
On Uniformly Optimal Algorithms for Best Arm Identification in Two-Armed Bandits with Fixed Budget
We prove that there is no algorithm that (i) performs as well as the algorithm sampling each arm equally (this algorithm is referred to as the {\it uniform sampling} algorithm) on all instances, and that (ii) strictly outperforms this algorithm on at least one instance.
Improved analysis of randomized SVD for top-eigenvector approximation
We present a novel analysis of the randomized SVD algorithm of \citet{halko2011finding} and derive tight bounds in many cases of interest.
Fast Pure Exploration via Frank-Wolfe
For this problem, instance-specific lower bounds on the expected sample complexity reveal the optimal proportions of arm draws an Oracle algorithm would apply.
An Optimal Algorithm for Multiplayer Multi-Armed Bandits
We present DPE (Decentralized Parsimonious Exploration), a decentralized algorithm that achieves the same regret as that obtained by an optimal centralized algorithm.
Tensor Decomposition via Simultaneous Power Iteration
Tensor decomposition is an important problem with many applications across several disciplines, and a popular approach for this problem is the tensor power method.
