Almost-Optimal-Variance-constrained-BAI

The code for paper ``Almost Optimal Variance-constrained Best Arm Identification''

Code list:

• VABAI Experiment: it provides the code for testing the sample complexity of VA-LUCB in 10 scenarios.
  • bpara.m
  • experiment_results.mat
  • Hindex.m
  • initialization.m
  • plot_figures.m
  • processing_3SpecialCases.m
  • pull.m
  • VA_BAI_iteration.m
  • VA_LUCB.m
• VABAI Compare: it provides the code for comparing the sample complexity of VA-LUCB, RiskAverse-UCB-BAI and VA-Uniform.
  • bpara.m
  • compare_iterate_all.m
  • H_UCB.m
  • Hindex.m
  • initialization_compete.m
  • plot_compare_3_algs.m
  • pull.m
  • RiskAverse_UCB_BAI.m
  • VA_LUCB.m
  • RiskAverse2.mat
  • VA_Uniform.m
  • VALUCB_compete2.mat
  • VAUniform_compete2.mat

It takes some time to run the whole experiment. Alternatively, one may plot the figures using the dataset (ending with ``.mat'').