Jay Barrett

HAVER: Instance-Dependent Error Bounds for Maximum Mean Estimation and Applications to Q-Learning and Monte Carlo Tree Search

We study the problem of estimating the \emph{value} of the largest mean among $K$ distributions via samples from them (rather than estimating \emph{which} distribution has the largest mean), which arises from various machine learning tasks including Q-learning and Monte Carlo Tree Search (MCTS). Whi…