# On the Problem of Best Arm Retention

arXiv: https://arxiv.org/abs/2504.11866 · HTML: https://mlsanity.com/paper/2504.11866/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 19 of its 41 references that are in the map.
- First posted on arXiv 16 Apr 2025.

## Builds on (most cited first, 19 of 19)

- [On the Complexity of Best Arm Identification in Multi-Armed Bandit Models](https://mlsanity.com/paper/1407.4443/) (2014)
- [Optimal Best Arm Identification with Fixed Confidence](https://mlsanity.com/paper/1602.04589/) (2016)
- [lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits](https://mlsanity.com/paper/1312.7308/) (2013)
- [Simple Bayesian Algorithms for Best Arm Identification](https://mlsanity.com/paper/1602.08448/) (2016)
- [Sequential Experimental Design for Transductive Linear Bandits](https://mlsanity.com/paper/1906.08399/) (2019)
- [Tight (Lower) Bounds for the Fixed Budget Best Arm Identification Bandit Problem](https://mlsanity.com/paper/1605.09004/) (2016)
- [Gamification of Pure Exploration for Linear Bandits](https://mlsanity.com/paper/2007.00953/) (2020)
- [An optimal algorithm for the Thresholding Bandit Problem](https://mlsanity.com/paper/1605.08671/) (2016)
- [Mirror Descent and the Information Ratio](https://mlsanity.com/paper/2009.12228/) (2020)
- [The True Sample Complexity of Identifying Good Arms](https://mlsanity.com/paper/1906.06594/) (2019)
- [The Simulator: Understanding Adaptive Sampling in the Moderate-Confidence Regime](https://mlsanity.com/paper/1702.05186/) (2017)
- [Towards Instance Optimal Bounds for Best Arm Identification](https://mlsanity.com/paper/1608.06031/) (2016)
- [Sequential estimation of quantiles with applications to A/B-testing and best-arm identification](https://mlsanity.com/paper/1906.09712/) (2019)
- [Revisiting Simple Regret: Fast Rates for Returning a Good Arm](https://mlsanity.com/paper/2210.16913/) (2022)
- [Information-Directed Selection for Top-Two Algorithms](https://mlsanity.com/paper/2205.12086/) (2022)
- [Bandit Pareto Set Identification: the Fixed Budget Setting](https://mlsanity.com/paper/2311.03992/) (2023)
- [On Interpolating Experts and Multi-Armed Bandits](https://mlsanity.com/paper/2307.07264/) (2023)
- [Understanding Memory-Regret Trade-Off for Streaming Stochastic Multi-Armed Bandits](https://mlsanity.com/paper/2405.19752/) (2024)
- [Tight Gap-Dependent Memory-Regret Trade-Off for Single-Pass Streaming Stochastic Multi-Armed Bandits](https://mlsanity.com/paper/2503.02428/) (2025)

## Abstract (arXiv)

This paper presents a comprehensive study on the problem of Best Arm Retention (BAR), which has recently found applications in streaming algorithms for multi-armed bandits. In the BAR problem, the goal is to retain m arms with the best arm included from n after some trials, in stochastic multi-armed bandit settings. We first investigate pure exploration for the BAR problem under different criteria, and then minimize the regret with specific constraints, in the context of further exploration in streaming algorithms. - We begin by revisiting the lower bound for the (varepsilon,δ)-PAC algorithm for Best Arm Identification (BAI) and adapt the classical KL-divergence argument to derive optimal bounds for (varepsilon,δ)-PAC algorithms for BAR. - We further study another variant of the problem, called r-BAR, which requires the expected gap between the best arm and the optimal arm retained is less than r. We prove tight sample complexity for the problem. - We explore the regret minimization problem for r-BAR and develop algorithm beyond pure exploration. We conclude with a conjecture on the optimal regret in this setting.
