Hoang Ta

Variance Driven Exploration: A Provable and Efficient Methodology for Pure Exploration in Highly Stochastic Environments

We propose ***Var**iance **D**riven **E**xploration* (VarDE), a principled approach for pure exploration in *highly stochastic environments*, where the exploration process is dominated by stochastic variance. VarDE is built on a fundamental principle: *sampling effort should be allocated to minimize…