The Simulator: Understanding Adaptive Sampling in the Moderate-Confidence Regime

@inproceedings{Simchowitz2017TheSU,
  title={The Simulator: Understanding Adaptive Sampling in the Moderate-Confidence Regime},
  author={Max Simchowitz and Kevin G. Jamieson and Benjamin Recht},
  booktitle={COLT},
  year={2017}
}
We propose a novel technique for analyzing adaptive sampling called the Simulator. Our approach differs from the existing methods by considering not how much information could be gathered by any fixed sampling strategy, but how difficult it is to distinguish a good sampling strategy from a bad one given the limited amount of data collected up to any given time. This change of perspective allows us to match the strength of both Fano and change-of-measure techniques, without succumbing to the… CONTINUE READING
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