assadi24a@v247@PMLR

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#1 The Best Arm Evades: Near-optimal Multi-pass Streaming Lower Bounds for Pure Exploration in Multi-armed Bandits [PDF] [Copy] [Kimi] [REL]

Authors: Sepehr Assadi ; Chen Wang

We give a near-optimal sample-pass trade-off for pure exploration in multi-armed bandits (MABs) via multi-pass streaming algorithms: any streaming algorithm with sublinear memory that uses the optimal sample complexity of $O(n/\Delta^2)$ requires $\Omega(\log{(1/\Delta)}/\log\log{(1/\Delta)})$ passes. Here, $n$ is the number of arms and $\Delta$ is the reward gap between the best and the second-best arms. Our result matches the $O(\log(1/\Delta))$ pass algorithm of Jin et al. [ICML’21] (up to lower order terms) that only uses $O(1)$ memory and answers an open question posed by Assadi and Wang [STOC’20].