Optimal Thresholding Linear Bandit

11 Feb 2024  ·  Eduardo Ochoa Rivera, Ambuj Tewari ·

We study a novel pure exploration problem: the $\epsilon$-Thresholding Bandit Problem (TBP) with fixed confidence in stochastic linear bandits. We prove a lower bound for the sample complexity and extend an algorithm designed for Best Arm Identification in the linear case to TBP that is asymptotically optimal.

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