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New algorithm improves dominant arm identification in multi-armed bandits

Researchers have developed a new method for identifying the dominant arm in multi-armed bandit problems, aiming to find the action with the highest probability of exceeding other actions' realized rewards. This novel approach introduces a dominance score criterion and an efficient estimator that combines joint mixing and recycling mechanisms with a doubly robust estimator. The algorithm guarantees convergence for all arms and achieves a nearly optimal sample complexity for identifying the best dominant arm, demonstrating superior performance over existing methods in numerical experiments. AI

IMPACT This research offers a more efficient and accurate method for solving a specific problem within multi-armed bandit frameworks, potentially improving reinforcement learning applications.

RANK_REASON The cluster contains a research paper published on arXiv detailing a new algorithm for a machine learning problem. [lever_c_demoted from research: ic=1 ai=1.0]

Read on arXiv stat.ML →

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New algorithm improves dominant arm identification in multi-armed bandits

COVERAGE [1]

  1. arXiv stat.ML TIER_1 English(EN) · Jonghyun Sim, Wonyoung Kim ·

    Dominant Arm Identification with Mixing and Recycling Observed Samples

    arXiv:2608.01545v1 Announce Type: new Abstract: We study the problem of identifying the dominant arm in multi-armed bandits, where the objective is to find the action with the highest probability of exceeding the realized rewards of all other actions. Conventional mean-based and …