Tag: arm
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Balancing Performance and Costs in Best Arm Identification
Balancing Performance and Costs in Best Arm Identification arXiv:2505.20583v1 Announce Type: new Abstract: We consider the problem of identifying the best arm in a multi-armed bandit model. Despite a wealth of literature in the traditional fixed budget and fixed confidence regimes of the best arm identification problem, it still remains a mystery to most practitioners…
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Causal rule ensemble approach for multi-arm data
Causal rule ensemble approach for multi-arm data arXiv:2504.17166v1 Announce Type: new Abstract: Heterogeneous treatment effect (HTE) estimation is critical in medical research. It provides insights into how treatment effects vary among individuals, which can provide statistical evidence for precision medicine. While most existing methods focus on binary treatment situations, real-world applications often involve multiple interventions.…
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Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms
Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms arXiv:2503.08896v1 Announce Type: new Abstract: This paper introduces a general framework for risk-sensitive bandits that integrates the notions of risk-sensitive objectives by adopting a rich class of distortion riskmetrics. The introduced framework subsumes the various existing risk-sensitive models. An important and hitherto unknown observation is that for…