This paper presents a comprehensive study on the problem of Best Arm Retention (BAR), which requires retaining m arms with the best arm included from n after some trials, in stochastic multi-armed bandit settings. We explore many perspectives of the problem.

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On the Problem of Best Arm Retention

  • Houshuang Chen,
  • Yuchen He,
  • Chihao Zhang

摘要

This paper presents a comprehensive study on the problem of Best Arm Retention (BAR), which requires retaining m arms with the best arm included from n after some trials, in stochastic multi-armed bandit settings. We explore many perspectives of the problem.