Xiang Zhou

Gap Entropy and Almost Instance-Wise Optimal Best-Arm Identification

In the best-arm identification problem, we are given $n$ stochastic arms with unknown means and wish to identify the arm with the largest mean with probability at least $1-\delta$, using as few samples as possible. We consider independent Gaussian rewards with unit variance and means in $[0,1]$. Chen and Li [2016] conj...