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Rethinking Successive Rejects Algorithms

Khair, Mohamed et al.
arXiv (All) · Papers
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machine-learning
In the best-arm identification problem, an algorithm adaptively selects arms to find the arm of the largest mean reward. Successive Rejects (SR) is a simple fixed-budget best-arm identification algorithm that eliminates one candidate arm at each phase. At first glance, SR seems to have limited adapt
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