Sample complexity of partition identification using multi-armed bandits

14 Nov 2018Sandeep JunejaSubhashini Krishnasamy

Given a vector of probability distributions, or arms, each of which can be sampled independently, we consider the problem of identifying the partition to which this vector belongs from a finitely partitioned universe of such vector of distributions. We study this as a pure exploration problem in multi armed bandit settings and develop sample complexity bounds on the total mean number of samples required for identifying the correct partition with high probability... (read more)

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