Almost Optimal Variance-Constrained Best Arm Identification.

Yunlong Hou Vincent Y. F. Tan Zixin Zhong

Published in: IEEE Trans. Inf. Theory (2023)

Keyphrases

optimal solution
dynamic programming
conditional expectation
optimal design
optimal strategy
closed form
minimum variance
prediction error
optimal control
data sets
evolutionary algorithm
lower bound
multiscale
standard deviation
state space
automatic identification
decision trees
genetic algorithm