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Best Arm Identification for Stochastic Rising Bandits

We propose two algorithms, R-UCBE and R-SR, performing best arm identification in the stochastic rising bandit setting, thought for modeling the combined algorithm selection and hyperparameters optimization procedure, advancing automated machine learning.

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Accessibility Both
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Associate Project FAIR
Associate Project FAIR
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CreationDate 2025-04-08
Creator Montenegro, Alessandro, alessandro.montenegro@polimi.it, orcid.org/0009-0000-2034-7106
Field/Scope of use Research only
Group Others
Owner Montenegro, Alessandro, alessandro.montenegro@polimi.it, orcid.org/0009-0000-2034-7106
Programming Language Python
RelatedPaper Marco Mussi, Alessandro Montenegro , Francesco Trovò, Marcello Restelli and Alberto Maria Metelli. Best Arm Identification for Stochastic Rising Bandits. 2024. ICML, International Conference on Machine Learning
SoBigData Node SoBigData EU
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Territory of use World Wide
Thematic Cluster Other
system:type Method
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Author Montenegro Alessandro
Maintainer Montenegro Alessandro
Version 1
Last Updated 24 May 2025, 03:11 (CEST)
Created 24 May 2025, 03:11 (CEST)