# Best Arm Identification in Spectral Bandits

arXiv: https://arxiv.org/abs/2005.09841 · HTML: https://mlsanity.com/paper/2005.09841/

## Key facts

- Cited by 11 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 20 May 2020.

## Built on by (most cited first, 11 of 11)

- [Best-Arm Identification in Correlated Multi-Armed Bandits](https://mlsanity.com/paper/2109.04941/) (2021)
- [A Non-asymptotic Approach to Best-Arm Identification for Gaussian Bandits](https://mlsanity.com/paper/2105.12978/) (2021)
- [A Survey on Visual Transfer Learning using Knowledge Graphs](https://mlsanity.com/paper/2201.11794/) (2022)
- [Maximizing and Satisficing in Multi-armed Bandits with Graph Information](https://mlsanity.com/paper/2108.01152/) (2021)
- [Collaborative Algorithms for Online Personalized Mean Estimation](https://mlsanity.com/paper/2208.11530/) (2022)
- [Geometry-Aware Approaches for Balancing Performance and Theoretical Guarantees in Linear Bandits](https://mlsanity.com/paper/2306.14872/) (2023)
- [Pure Exploration under Mediators' Feedback](https://mlsanity.com/paper/2308.15552/) (2023)
- [Finite-Time Frequentist Regret Bounds of Multi-Agent Thompson Sampling on Sparse Hypergraphs](https://mlsanity.com/paper/2312.15549/) (2023)
- [Pure Exploration with Infinite Answers](https://mlsanity.com/paper/2505.22473/) (2025)
- [Non-Asymptotic Analysis of (Sticky) Track-and-Stop](https://mlsanity.com/paper/2505.22475/) (2025)
- [An Algorithm for Fixed Budget Best Arm Identification with Combinatorial Exploration](https://mlsanity.com/paper/2502.01429/) (2025)

## Abstract (arXiv)

We study best-arm identification with fixed confidence in bandit models with graph smoothness constraint. We provide and analyze an efficient gradient ascent algorithm to compute the sample complexity of this problem as a solution of a non-smooth max-min problem (providing in passing a simplified analysis for the unconstrained case). Building on this algorithm, we propose an asymptotically optimal strategy. We furthermore illustrate by numerical experiments both the strategy's efficiency and the impact of the smoothness constraint on the sample complexity. Best Arm Identification (BAI) is an important challenge in many applications ranging from parameter tuning to clinical trials. It is now very well understood in vanilla bandit models, but real-world problems typically involve some dependency between arms that requires more involved models. Assuming a graph structure on the arms is an elegant practical way to encompass this phenomenon, but this had been done so far only for regret minimization. Addressing BAI with graph constraints involves delicate optimization problems for which the present paper offers a solution.
