Best Arm Identification with Fixed Budget: A Large Deviation Perspective.

Po-An Wang Ruo-Chun Tzeng Alexandre Proutière

Published in: NeurIPS (2023)

Keyphrases

large deviations
importance sampling
heavy tailed
state dependent
linear programming
mathematical programming
asymptotically optimal
generalization bounds
reinforcement learning
non stationary
learning theory
markov processes