On Gap Based Lower Bounding Techniques for Best Arm Identification

Entropy, pp. 7882020.

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Abstract:

In this paper, we consider techniques for establishing lower bounds on the number of arm pulls for best-arm identification in the multi-armed bandit problem. While a recent divergence-based approach was shown to provide improvements over an older gap-based approach, we show that the latter can be refined to match the former (up to constan...More

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