Preprint Open access
Sharp Non-Asymptotic Analysis of the Penalized Challenger in $β$-EB-TCI for Bernoulli Bandits
Top-two algorithms are simple and effective for fixed-confidence best-arm identification, but their sharp non-asymptotic behavior is still not well understood. We study this problem for Bernoulli bandits through $β$-EB-TCI, the empirical-best top-two rule of Jourdan et al., whose challenger is chosen using a Bernoulli …