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

Non-asymptotic pure exploration by solving games
Rémy Degenne, Wouter M. Koolen, Pierre Ménard
ArXiv, June 2019. Accepted to Advances in Neural Information Processing Systems (NeurIPS).
Pure exploration with multiple correct answers
Rémy Degenne, Wouter M. Koolen
ArXiv, February 2019. Accepted to Advances in Neural Information Processing Systems (NeurIPS).
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.
Mixture martingales revisited with applications to sequential tests and confidence intervals
Emilie Kaufmann, Wouter M. Koolen
Preprint, October 2018.
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.
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.