Top Feasible-Arm Subset Identification in Constrained Multi-Armed Bandit with Limited Budget
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arXiv
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866916573051092992 |
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| author | Chang, Hyeong Soo |
| author_facet | Chang, Hyeong Soo |
| contents | We present an algorithm, "constrained successive accept or reject (CSAR)," for the problem of identifying the subset of top feasible-arms from a given finite set of arms with the limited sampling-budget equal to a given time-horizon when the sequential dynamics of the arms follows the model of a constrained multi-armed bandit. We provide a finite-time upper bound on the probability of the incorrect identification by CSAR that converges to zero with an exponential rate in the sampling-budget. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_08845 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Top Feasible-Arm Subset Identification in Constrained Multi-Armed Bandit with Limited Budget Chang, Hyeong Soo Optimization and Control We present an algorithm, "constrained successive accept or reject (CSAR)," for the problem of identifying the subset of top feasible-arms from a given finite set of arms with the limited sampling-budget equal to a given time-horizon when the sequential dynamics of the arms follows the model of a constrained multi-armed bandit. We provide a finite-time upper bound on the probability of the incorrect identification by CSAR that converges to zero with an exponential rate in the sampling-budget. |
| title | Top Feasible-Arm Subset Identification in Constrained Multi-Armed Bandit with Limited Budget |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2401.08845 |