Codes for the paper "Probabilistic Sequential Shrinking: A Best Arm Identification Algorithm for Stochastic Bandits with Corruptions"

Authors: Zixin Zhong, Wang Chi Cheung, Vincent Y. F. Tan

All rights reserved.

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Corruption strategy: Algorithm 2 in Appendix C.5

Corruption budget: cf. Theorem 4.3

Algorithms:

(1) Our algorithm PSS($u$):

corrup_coupling_PSS_icml_submit.m --- PSS($u$) --- Algorithm 1 in Section 3

(2) Other deterministic algorithms:

corrup_coupling_SH_icml_submit.m --- SH

corrup_coupling_UP_icml_submit.m --- UP

Experiments:

Figure 3(a), 3(b): Run main_icml_submit_1.m

Figure 3(c): Run main_icml_submit_2.m

Figure 3(d): Run main_icml_submit_3.m