Arghya Roy Chaudhuri

PAC Identification of Many Good Arms in Stochastic Multi-Armed Bandits

We consider the problem of identifying any k out of the best m arms in an n-armed stochastic multi-armed bandit; framed in the PAC setting, this particular problem generalises both the problem of “best subset selection” (Kalyanakrishnan & Stone, 2010) and that of selecting “one out of the best m” ar…