Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Jourdan, Marc"'
Best Arm Identification (BAI) problems are progressively used for data-sensitive applications, such as designing adaptive clinical trials, tuning hyper-parameters, and conducting user studies. Motivated by the data privacy concerns invoked by these a
Externí odkaz:
http://arxiv.org/abs/2406.06408
Autor:
Jourdan, Marc, Réda, Clémence
In good arm identification (GAI), the goal is to identify one arm whose average performance exceeds a given threshold, referred to as good arm, if it exists. Few works have studied GAI in the fixed-budget setting, when the sampling budget is fixed be
Externí odkaz:
http://arxiv.org/abs/2310.10359
Best Arm Identification (BAI) problems are progressively used for data-sensitive applications, such as designing adaptive clinical trials, tuning hyper-parameters, and conducting user studies to name a few. Motivated by the data privacy concerns invo
Externí odkaz:
http://arxiv.org/abs/2309.02202
We propose EB-TC$\varepsilon$, a novel sampling rule for $\varepsilon$-best arm identification in stochastic bandits. It is the first instance of Top Two algorithm analyzed for approximate best arm identification. EB-TC$\varepsilon$ is an *anytime* s
Externí odkaz:
http://arxiv.org/abs/2305.16041
Autor:
Jourdan, Marc, Degenne, Rémy
A Top Two sampling rule for bandit identification is a method which selects the next arm to sample from among two candidate arms, a leader and a challenger. Due to their simplicity and good empirical performance, they have received increased attentio
Externí odkaz:
http://arxiv.org/abs/2210.05431
The problem of identifying the best arm among a collection of items having Gaussian rewards distribution is well understood when the variances are known. Despite its practical relevance for many applications, few works studied it for unknown variance
Externí odkaz:
http://arxiv.org/abs/2210.00974
Top Two algorithms arose as an adaptation of Thompson sampling to best arm identification in multi-armed bandit models (Russo, 2016), for parametric families of arms. They select the next arm to sample from by randomizing among two candidate arms, a
Externí odkaz:
http://arxiv.org/abs/2206.05979
Autor:
Jourdan, Marc, Degenne, Rémy
In pure-exploration problems, information is gathered sequentially to answer a question on the stochastic environment. While best-arm identification for linear bandits has been extensively studied in recent years, few works have been dedicated to ide
Externí odkaz:
http://arxiv.org/abs/2206.04456
Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as forming a ba
Externí odkaz:
http://arxiv.org/abs/2101.08534
The Bitcoin transaction graph is a public data structure organized as transactions between addresses, each associated with a logical entity. In this work, we introduce a complete probabilistic model of the Bitcoin Blockchain. We first formulate a set
Externí odkaz:
http://arxiv.org/abs/1812.05451