Saúl Blanco

2 accepted papers

2019

Thresholding Bandit with Optimal Aggregate Regret

Chao Tao, Saúl Blanco, Jian Peng, Yuan Zhou

NeurIPS 2019poster

We consider the thresholding bandit problem, whose goal is to find arms of mean rewards above a given threshold $\theta$, with a fixed budget of $T$ trials. We introduce LSA, a new, simple and anytime algorithm that aims to minimize the aggregate regret (or the expected number of mis-classified arm…

Cited by 16 Source ↗PDF ↗Scholar ↗

2018

Best Arm Identification in Linear Bandits with Linear Dimension Dependency

Chao Tao, Saúl Blanco, Yuan Zhou

ICML 2018oral

We study the best arm identification problem in linear bandits, where the mean reward of each arm depends linearly on an unknown $d$-dimensional parameter vector $\theta$, and the goal is to identify the arm with the largest expected reward. We first design and analyze a novel randomized $\theta$ es…

Cited by 80 Source ↗PDF ↗Scholar ↗