Rate-optimal Design for Anytime Best Arm Identification

arXiv — stat.MLTuesday, October 28, 2025 at 4:00:00 AM
A recent study introduces a new approach to the best arm identification problem, which is crucial for scenarios like A/B testing. The proposed algorithms are shown to be minimax optimal, meaning they perform exceptionally well under limited sampling budgets. This advancement not only enhances the efficiency of identifying the most rewarding options but also broadens the understanding of existing methods, making it a significant contribution to the field.
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