Yunlong Hou

Bayesian Best-Arm Identification with Abstention: A Polynomial-to-Exponential Phase Transition

Yuqi Huang, Yunlong Hou, Vincent Y. F. Tan

We study the Bayesian fixed-budget best-arm identification problem in which a learner can abstain from making a terminal recommendation. Subject to an abstention budget $α$, we analyze the probability of undetected error--the risk of recommending a suboptimal arm without abstaini…Read more