Optimal Best-Arm Identification under Fixed Confidence with Multiple Optima
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Abstract (arXiv)
We study best-arm identification in stochastic multi-armed bandits under the fixed-confidence setting, focusing on instances with multiple optimal arms. Unlike prior work that addresses the unknown-number-of-optimal-arms case, we consider the setting where the number of optimal arms is known in advance. We derive a new information-theoretic lower bound on the expected sample complexity that leverages this structural knowledge and is strictly tighter than previous bounds. Building on the Track-and-Stop algorithm, we propose a modified, tie-aware stopping rule and prove that it achieves asymptotic instance-optimality, matching the new lower bound. Our results provide the first formal guarantee of optimality for Track-and-Stop in multi-optimal settings with known cardinality, offering both theoretical insights and practical guidance for efficiently identifying any optimal arm.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 7 of its 19 references that are in the map. First posted on arXiv 21 May 2025.
Builds on
7 of 19 references.
References · 7
- 2014On the Complexity of Best Arm Identification in Multi-Armed Bandit Modelscited by 286
- 2016Optimal Best Arm Identification with Fixed Confidencecited by 239
- 2013lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Banditscited by 149
- 2014Best-Arm Identification in Linear Banditscited by 100
- 2019Pure Exploration with Multiple Correct Answerscited by 64
- 2017Minimal Exploration in Structured Stochastic Banditscited by 41
- 2024Fair Best Arm Identification with Fixed Confidencecited by 3
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Citing papers per year: 2026: 2.
2 papers.