Pure Exploration
We look at structured active sequential hypothesis testing problems. We are interested in quantifying how many samples are necessary, and in finding near-optimal sampling strategies. One driving example is (stochastic) game tree search
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Non-asymptotic pure exploration by solving games
Rémy Degenne, Wouter M. Koolen, Pierre Ménard
ArXiv, June 2019.
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Pure exploration with multiple correct answers
Rémy Degenne, Wouter M. Koolen
ArXiv, February 2019.
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Sequential test for the lowest mean: From Thompson to Murphy sampling
Emilie Kaufmann, Wouter M. Koolen, Aurélien Garivier
In Advances in Neural Information Processing Systems (NeurIPS) 31, pages 6333–6343. Curran Associates, Inc., December 2018.
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Mixture martingales revisited with applications to sequential tests and confidence intervals
Emilie Kaufmann, Wouter M. Koolen
Preprint, October 2018.
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Monte-Carlo tree search by best arm identification
Emilie Kaufmann, Wouter M. Koolen
In Advances in Neural Information Processing Systems (NeurIPS) 30, pages 4904–4913, December 2017.
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Maximin action identification: A new bandit framework for games
Aurélien Garivier, Emilie Kaufmann, Wouter M. Koolen
In Proceedings of the 29th Annual Conference on Learning Theory (COLT), pages 1028 – 1050, June 2016.