Search Results for author: Wouter Koolen

Found 6 papers, 1 papers with code

A/B/n Testing with Control in the Presence of Subpopulations

no code implementations NeurIPS 2021 Yoan Russac, Christina Katsimerou, Dennis Bohle, Olivier Cappé, Aurélien Garivier, Wouter Koolen

At every time step, a subpopulation is sampled and an arm is chosen: the resulting observation is an independent draw from the arm conditioned on the subpopulation.

Safe Testing

1 code implementation18 Jun 2019 Peter Grünwald, Rianne de Heide, Wouter Koolen

We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study may depend on previous outcomes.

Two-sample testing

Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals

no code implementations28 Nov 2018 Emilie Kaufmann, Wouter Koolen

This paper presents new deviation inequalities that are valid uniformly in time under adaptive sampling in a multi-armed bandit model.

valid

Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling

no code implementations NeurIPS 2018 Emilie Kaufmann, Wouter Koolen, Aurelien Garivier

We develop refined non-asymptotic lower bounds, which show that optimality mandates very different sampling behavior for a low vs high true minimum.

Reinforcement Learning (RL) Thompson Sampling

Monte-Carlo Tree Search by Best Arm Identification

no code implementations NeurIPS 2017 Emilie Kaufmann, Wouter Koolen

Recent advances in bandit tools and techniques for sequential learning are steadily enabling new applications and are promising the resolution of a range of challenging related problems.

Maximin Action Identification: A New Bandit Framework for Games

no code implementations15 Feb 2016 Aurélien Garivier, Emilie Kaufmann, Wouter Koolen

We study an original problem of pure exploration in a strategic bandit model motivated by Monte Carlo Tree Search.

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