# Most Correlated Arms Identification

arXiv: https://arxiv.org/abs/1404.5903 · HTML: https://mlsanity.com/paper/1404.5903/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 23 Apr 2014.

## Built on by (most cited first, 2 of 2)

- [Covariance Adaptive Best Arm Identification](https://mlsanity.com/paper/2306.02630/) (2023)
- [Minimum mean-squared error estimation with bandit feedback](https://mlsanity.com/paper/2203.16810/) (2022)

## Abstract (arXiv)

We study the problem of finding the most mutually correlated arms among many arms. We show that adaptive arms sampling strategies can have significant advantages over the non-adaptive uniform sampling strategy. Our proposed algorithms rely on a novel correlation estimator. The use of this accurate estimator allows us to get improved results for a wide range of problem instances.