Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

54108162216 · May 202619922001200920172026
48 results for Fixed budget

New findings on complexity limits in fixed budget bandit identification.

problem Determining the best possible error rate for fixed budget bandit identification.
method Analyzing the best non-adaptive sampling procedures and showing the existence of complexities.
result No fixed complexity for certain bandit identification tasks.

New algorithms for model selection in linear bandits adapt to instance complexity.

problem Adapting to the instance-dependent complexity of the true model in linear bandits.
method Design of algorithms in fixed confidence and fixed budget settings, leveraging experimental design and selection-validation procedures.
result Near instance optimal guarantees for model selection in linear bandits.

UCB exploration improves best arm identification in fixed-budget settings.

problem Best arm identification in fixed-budget scenarios.
method Adaptive allocations based on upper confidence bounds (UCBs) with prior information learning.
result Empirically and theoretically efficient for Bayesian BAI problem with improved performance.

Algorithm identifies best arm with prior info in structured bandits.

problem Bayesian fixed-budget best-arm identification in structured bandits.
method Prior-dependent allocations based on structure and prior information.
result Improved theoretical bounds and robust performance across diverse models.

Bayesian algorithm improves best-arm identification within fixed budget.

problem Maximizing probability of identifying optimal arm within fixed budget.
method Proposes Bayesian elimination algorithm and derives upper bound on misidentification probability.
result Upper bound on misidentification probability reflects prior quality and matches lower bound.

Study identifies change points in piecewise constant reward functions with fixed exploration budget.

problem Locating abrupt changes in piecewise constant reward functions under bandit feedback.
method Fixed exploration budget, piecewise constant bandit problem, lower bounds, near optimal algorithms.
result Established lower bounds and near matching upper bounds for both small and large budgets.

New research shows fixed-budget best-arm identification cannot match static oracle performance.

problem Fixed-budget best-arm identification's performance limitations.
method Analysis of various adaptive and static algorithms for best-arm identification.
result For any algorithm, there exists at least one instance where the error decay rate is at most \((1 + \frac{\log(K)}{8})^{-1}\) times that of the static oracle.

New algorithms improve best-arm identification with varying rewards.

problem Identifying the best arm with varying reward variances in fixed budget.
method Proposed two algorithms: SHVar for known variances, SHAdaVar for unknown variances; uses non-uniform budget allocation.
result Bounding misidentification probabilities for both algorithms.

A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance of A/B testing that improve over the results currently available both in the fixed-confidence (or delta-PAC) and fixed-budget settings. When…

2014-05-13abs ↗pdf ↗

Paper shows FB and FC are equally hard up to logarithmic factors.

problem Comparing fixed budget and fixed confidence approaches in best-arm identification.
method Proposes FC2FB, a meta algorithm converting FC to FB.
result FC sample complexity is an upper bound for FB sample complexity up to logarithmic factors.

EB-TCε identifies the best arm with ε confidence in stochastic bandits.

problem Identifying the best arm in stochastic bandits with a fixed level of confidence.
method EB-TCε is a novel sampling rule for ε-best arm identification in stochastic bandits.
result EB-TCε is the first anytime algorithm for fixed confidence or fixed budget identification.

Optimal strategy found for identifying best arm in bandits with small gap.

problem Best arm identification in two-armed bandits with a fixed budget and small gap.
method Neyman allocation rule augmented with inverse probability weighting.
result Proposed strategy is asymptotically optimal when gap is small.

This paper proposes a new AED framework for multi-metric experiments with fixed budget.

problem Statistical power challenges in testing multiple metrics simultaneously.
method Two-phase structure: adaptive exploration followed by validation. SHRVar algorithm with relative-variance-based sampling.
result Achieves provable error probability that decreases exponentially.

LinearAPT optimizes decision-making under resource constraints for a linear threshold problem.

problem Optimizing sequential decisions with a linear threshold under resource limitations.
method LinearAPT, an adaptive algorithm for fixed-budget TLB problem.
result LinearAPT achieves theoretical upper bounds and robust performance on various datasets.

The paper develops a theory for identifying the best arm in non-parametric multi-armed bandits with a fixed budget.

problem Identifying the best arm in non-parametric multi-armed bandits with a limited number of trials.
method The paper proposes upper and lower bounds on the average log-probability of misidentification using information-theoretic quantities and a refined analysis of the successive-rejects strategy.
result The paper provides new upper and lower bounds on the average log-probability of misidentification, which generalize existing bounds.

A two-phase algorithm identifies the best arm in sparse linear bandits with fixed budget.

problem Best arm identification in sparse linear bandits with limited budget.
method Lasso and Optimal-Design (Lasso-OD) based linear best-arm identification.
result Lasso-OD achieves significant performance improvement for sparse and high-dimensional linear bandits.

New algorithms identify Pareto optimal sets in multi-objective bandit problems.

problem Identifying Pareto optimal sets in multi-objective bandit problems.
method Empirical Gap Elimination (EGE) algorithms combining hardness estimation and elimination schemes.
result Two EGE algorithms have exponentially decaying error probabilities with budget.

NPAS trains neural networks with a fixed parameter budget, improving performance and compactness.

problem Training neural networks requires memory, and existing methods struggle with arbitrary parameter budgets.
method NPAS learns to share parameters automatically, covering low and high budgets.
result NPAS and SSNs improve network performance and compactness across various tasks.

Optimal strategy identified for minimizing regret in fixed-budget best arm selection.

problem Minimizing expected simple regret in fixed-budget best arm selection.
method Two-Stage (TS)-Hirano-Imbens-Ridder (HIR) strategy using HIR estimator.
result TS-HIR strategy is asymptotically minimax optimal.

Improved adaptive algorithms for identifying the best arm in MABs with fixed budget.

problem Identifying the best arm in stochastic Multi-Armed Bandits with a fixed sampling budget.
method Established a connection between Large Deviation Principles and adaptive algorithms, improving error probability bounds and devising new algorithms.
result The \sred algorithm outperforms existing algorithms in identifying the best arm.

Proposes rounding method for precise treatment effect estimation under budget constraints.

problem Resource-constrained experimental design for precise treatment effect estimation.
method Dependent randomized rounding procedure to convert assignment probabilities into binary treatment decisions.
result Improved estimator precision through variance reduction and efficient inference.

Memory split advantage: thinner networks outperform a single wide network.

problem Optimizing deep learning models with limited memory.
method Investigated training a single wide network vs. an ensemble of thinner networks with the same total number of parameters.
result An ensemble of several thinner networks outperforms a single wide network for large memory budgets.

Optimizes AI learning with limited human feedback budgets.

problem Optimizing allocation of a fixed annotation budget for AI learning.
method Preference-Calibrated Active Learning (PCAL) using semi-parametric inference.
result Proves asymptotic optimality and robustness of the PCAL estimator.

EERO optimizes resource usage for efficient classification.

problem Managing computational resources in complex machine learning models.
method EERO uses multiple classifiers with a reject option to adaptively shorten processing paths.
result EERO effectively manages budget allocation and enhances accuracy in complex scenarios.

Crowdsourcing platforms provide marketplaces where task requesters can pay to get labels on their data. Such markets have emerged recently as popular venues for collecting annotations that are crucial in training machine learning models in various applications. However, as jobs are tedious and payments are low, errors …

2016-02-10abs ↗pdf ↗

A Budgeted Markov Decision Process (BMDP) is an extension of a Markov Decision Process to critical applications requiring safety constraints. It relies on a notion of risk implemented in the shape of a cost signal constrained to lie below an - adjustable - threshold. So far, BMDPs could only be solved in the case of fi…

2019-03-03abs ↗pdf ↗

Paper tackles best mixed arm identification with cost constraints in bandit models.

problem Finding the best mixed arm with cost constraints in a stochastic bandit model.
method Proposes SFSR algorithm combining successive reject and score-function-based rejection criteria.
result Upper and lower bounds on mis-identification probability show exponential decay with budget.

Optimal ability estimation in adaptive testing with binary responses.

problem Estimating a continuous ability parameter from sequential binary responses.
method Adaptive selection of questions to maximize Fisher information, updating estimate using method-of-moments, and deciding accuracy with a test statistic.
result Fisher-tracking strategy achieves optimal performance in fixed-confidence and fixed-budget regimes.

Box Thirding identifies the best arm efficiently under limited samples.

problem Efficiently identifying the best arm with limited sampling.
method Iterative ternary comparison of arms, discarding the weakest and exploring the best.
result Achieves comparable performance to Successive Halving with less predefined parameters.

The paper offers efficient algorithms for combinatorial and linear bandits using empirical process theory.

problem Optimal algorithms for combinatorial and linear bandits with practical sample complexity.
method Empirical process theory, Gaussian-width, minimizing experimental design objective.
result Sample complexity matches lower bounds, especially for combinatorial classes.

InfoTree improves reinforcement learning by optimizing tool use with a greedy submodular approach.

problem Maximizing information from tool use in reinforcement learning with limited resources.
method Formalizes Rollout Informativeness, recasts state selection as submodular maximization, and uses UUCB and ABA.
result InfoTree outperforms existing methods across various benchmarks, improving performance by 18.2% on average.