Best Arm Identification for Bandits with Shifting Means
We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means. While classically the mean rewards of the $K$ arms are stable in time, in Shifting Means only the gaps $\boldsymbol{\Delta}$ between mean rewards are stable, while their...
Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal et al.
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