Junpei Komiyama

Junpei Komiyama

Assistant Professor at MBZUAI. Research: Machine Learning, Multi-armed Bandits, Monte Carlo Tree Search, Algorithmic Bias

Rate-Optimal Bayesian Simple Regret in Best Arm Identification

Published in Mathematics of Operations Research, 2024

This paper establishes rate-optimal bounds for Bayesian simple regret in best arm identification problems. We provide theoretical analysis of Bayesian bandit algorithms and demonstrate their optimality in the context of sequential decision-making with limited sampling budgets.

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Recommended citation: Komiyama, J., Ariu, K., Kato, M., & Qin, C. (2024). “Rate-Optimal Bayesian Simple Regret in Best Arm Identification.” Mathematics of Operations Research. Vol. 49 (No.3), 1629-1646.

Recommended citation: Komiyama, J., Ariu, K., Kato, M., & Qin, C. (2024). "Rate-Optimal Bayesian Simple Regret in Best Arm Identification." Mathematics of Operations Research. Vol. 49 (No.3), 1629-1646.
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