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Summary of Generalized Neyman Allocation For Locally Minimax Optimal Best-arm Identification, by Masahiro Kato


Generalized Neyman Allocation for Locally Minimax Optimal Best-Arm Identification

by Masahiro Kato

First submitted to arxiv on: 29 May 2024

Categories

  • Main: Machine Learning (cs.LG)
  • Secondary: Artificial Intelligence (cs.AI); Econometrics (econ.EM); Methodology (stat.ME); Machine Learning (stat.ML)

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Summary difficulty Written by Summary
High Paper authors High Difficulty Summary
Read the original abstract here
Medium GrooveSquid.com (original content) Medium Difficulty Summary
A machine learning algorithm for identifying the best arm in a multi-armed bandit problem is proposed. The Generalized Neyman Allocation (GNA) algorithm provides an asymptotically minimax optimal solution for fixed-budget best-arm identification, with tight bounds on the probability of misidentifying the best arm. This improves upon existing algorithms and addresses a longstanding open issue in this area.
Low GrooveSquid.com (original content) Low Difficulty Summary
This study creates an algorithm to help identify which option is best out of many choices. It’s like trying to figure out which ice cream flavor people will like most. The new algorithm, called GNA, makes sure it finds the best choice within a certain range and doesn’t get it wrong very often.

Keywords

» Artificial intelligence  » Machine learning  » Probability