Thresholding Bandits with Augmented UCB

In this paper we propose the Augmented-UCB (AugUCB) algorithm for a fixed-budget version of the thresholding bandit problem (TBP), where the objective is to identify a set of arms whose quality is above a threshold. A key feature of AugUCB is that it uses both mean and variance estimates to eliminat...

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Bibliographic Details

Published in:	arXiv.org
Main Authors:	Mukherjee, Subhojyoti, Naveen, K P, Nandan Sudarsanam, Ravindran, Balaraman
Format:	Paper
Language:	English
Published:	Ithaca Cornell University Library, arXiv.org 07.06.2019
Subjects:	Algorithms Complexity Computer simulation Simulation Upper bounds Variance
ISSN:	2331-8422
Online Access:	Get full text
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