Best Arm Identification under Additive Transfer Bandits

@article{Neopane2021BestAI,
  title={Best Arm Identification under Additive Transfer Bandits},
  author={Ojash Neopane and Aaditya Ramdas and Aarti Singh},
  journal={2021 55th Asilomar Conference on Signals, Systems, and Computers},
  year={2021},
  pages={464-470}
}
We consider a variant of the best arm identification (BAI) problem in multi-armed bandits (MAB) in which there are two sets of arms (source and target), and the objective is to determine the best target arm while only pulling source arms. In this paper, we study the setting when, despite the means being unknown, there is a known additive relationship between the source and target MAB instances. We show how our framework covers a range of previously studied pure exploration problems and… 
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Max-Quantile Grouped Infinite-Arm Bandits

The instance-dependent and worst-case regret are characterized, and a matching lower bound for the latter is provided, while discussing various strengths, weaknesses, algorithmic improvements, and potential lower bounds associated with the instance- dependent upper bounds.

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