Top Arm Identification in Multi-Armed Bandits with Batch Arm Pulls and Efficient Bregman Projections onto the Permutahedron and Related Polytopes
Video: https://vimeo.com/158493334 Talk 1 – Kwang-Sung Jun: Top Arm Identification in Multi-Armed Bandits with Batch Arm Pulls We introduce a new multi-armed bandit (MAB) problem in which arms must be sampled in batches, rather than one at a time. This is motivated by applications in social media monitoring and biological …