Tracking Most Significant Shifts in Infinite-Armed Bandits
We study an infinite-armed bandit problem where actions' mean rewards are initially sampled from a _reservoir distribution_. Most prior works in this setting focused on stationary rewards (Berry et al., 1997; Wang et al., 2008; Bonald and Proutiere, 2013; Carpentier and Valko, 2015) with the more ch…