We propose Variance Driven Exploration (VarDE), a principled approach for pure exploration in highly stochastic environments, where the exploration process is dominated by stochastic variance. VarDE is built on a fundamental principle: sampling effort should be allocated to minimize the uncertainty of the final decisio...
Khang A. Luong, N. Nguyen, Ho-Ang Ta et al.· 0 citations
Top-two algorithms are simple and effective for fixed-confidence best-arm identification, but their sharp non-asymptotic behavior is still not well understood. We study this problem for Bernoulli bandits through $\beta$-EB-TCI, the empirical-best top-two rule of Jourdan et al., whose challenger is chosen using a Bernou...
Many scientific calibration problems expose only an expensive executable simulator, making gradients unavailable and large-scale training-data generation impractical. We study petroleum reservoir history matching as an instance of this broader AI problem and formulate it as physics-constrained, simulator-in-the-loop po...
N. Nguyen, Duy-Dong Nguyen, T. Quan· 0 citations
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