Pure Exploration in Multi-armed Bandits Problems

  title={Pure Exploration in Multi-armed Bandits Problems},
  author={S{\'e}bastien Bubeck and R{\'e}mi Munos and Gilles Stoltz},
We consider the framework of stochastic multi-armed bandit problems and study the possibilities and limitations of strategies that explore sequentially the arms. The strategies are assessed in terms of their simple regrets, a regret notion that captures the fact that exploration is only constrained by the number of available rounds (not necessarily known in advance), in contrast to the case when the cumulative regret is considered and when exploitation needs to be performed at the same time. We… CONTINUE READING
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