The Best Arm Evades: Near-optimal Multi-pass Streaming Lower Bounds for Pure Exploration in Multi-armed Bandits

September 06, 2023 ยท Declared Dead ยท ๐Ÿ› Annual Conference Computational Learning Theory

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Authors Sepehr Assadi, Chen Wang arXiv ID 2309.03145 Category cs.LG: Machine Learning Cross-listed cs.DS Citations 3 Venue Annual Conference Computational Learning Theory Last Checked 5 months ago
Abstract
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 $O(\frac{n}{ฮ”^2})$ requires $ฮฉ(\frac{\log{(1/ฮ”)}}{\log\log{(1/ฮ”)}})$ passes. Here, $n$ is the number of arms and $ฮ”$ is the reward gap between the best and the second-best arms. Our result matches the $O(\log(\frac{1}ฮ”))$-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].
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