@inproceedings{25cd7c0e6e4b4a2ba6b5e863577e6739,
title = "Pure exploration for max-quantile bandits",
abstract = "We consider a variant of the pure exploration problem in Multi-Armed Bandits, where the goal is to find the arm for which the λ-quantile is maximal. Within the PAC framework, we provide a lower bound on the sample complexity of any (ϵ, δ)-correct algorithm, and propose algorithms with matching upper bounds. Our bounds sharpen existing ones by explicitly incorporating the quantile factor λ. We further provide experiments that compare the sample complexity of our algorithms with that of previous works.",
author = "Yahel David and Nahum Shimkin",
note = "Publisher Copyright: {\textcopyright} Springer International Publishing AG 2016.; 15th European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2016 ; Conference date: 19-09-2016 Through 23-09-2016",
year = "2016",
doi = "https://doi.org/10.1007/978-3-319-46128-1_35",
language = "الإنجليزيّة",
isbn = "9783319461274",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
pages = "556--571",
editor = "Jilles Giuseppe and Niels Landwehr and Giuseppe Manco and Paolo Frasconi",
booktitle = "Machine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2016, Proceedings",
}