• Corpus ID: 240070681

Selective Sampling for Online Best-arm Identification

@inproceedings{Camilleri2021SelectiveSF,
  title={Selective Sampling for Online Best-arm Identification},
  author={Romain Camilleri and Zhihan Xiong and Maryam Fazel and Lalit P. Jain and Kevin G. Jamieson},
  booktitle={NeurIPS},
  year={2021}
}
This work considers the problem of selective-sampling for best-arm identification. Given a set of potential optionsZ ⊂ R, a learner aims to compute with probability greater than 1 − δ, arg maxz∈Z z>θ∗ where θ∗ is unknown. At each time step, a potential measurement xt ∈ X ⊂ R is drawn IID and the learner can either choose to take the measurement, in which case they observe a noisy measurement of x>θ∗, or to abstain from taking the measurement and wait for a potentially more informative point to… 

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