Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Selective Sampling for Online Best-arm Identification   This work considers the problem of selective-sampling for best-arm
identification. Given a set of potential options
$\mathcal{Z}\subset\mathbb{R}^d$, a learner aims to compute with probability
greater than $1-\delta$, $\arg\max_{z\in \mathcal{Z}} z^{\top}\theta_{\ast}$
where $\theta_{\ast}$ is unknown. At each time step, a potential measurement
$x_t\in \mathcal{X}\subset\mathbb{R}^d$ is drawn IID and the learner can either
choose to take the measurement, in which case they observe a noisy measurement
of $x^{\top}\theta_{\ast}$, or to abstain from taking the measurement and wait
for a potentially more informative point to arrive in the stream. Hence the
learner faces a fundamental trade-off between the number of labeled samples
they take and when they have collected enough evidence to declare the best arm
and stop sampling. The main results of this work precisely characterize this
trade-off between labeled samples and stopping time and provide an algorithm
that nearly-optimally achieves the minimal label complexity given a desired
stopping time. In addition, we show that the optimal decision rule has a simple
geometric form based on deciding whether a point is in an ellipse or not.
Finally, our framework is general enough to capture binary classification
improving upon previous works.

37
The categories of this paper are: supr-con
34
The categories of this paper are: chem-ph
30
The categories of this paper are: q-alg
10
The categories of this paper are: q-bio
24
The categories of this paper are: dg-ga
12
The categories of this paper are: nucl-th
4
The categories of this paper are: cond-mat
22
The categories of this paper are: chao-dyn
2
The categories of this paper are: math
23
The categories of this paper are: solv-int
16
The categories of this paper are: stat
35
The categories of this paper are: mtrl-th
0
The categories of this paper are: hep-ph
9
The categories of this paper are: nlin
21
The categories of this paper are: adap-org
8
The categories of this paper are: hep-ex