publications
2024
- preprintActive clustering with bandit feedback2024
We investigate the Active Clustering Problem (ACP). A learner interacts with an 𝑁-armed stochastic bandit with 𝑑-dimensional subGaussian feedback. There exists a hidden partition of the arms into 𝐾 groups, such that arms within the same group, share the same mean vector. The learner’s task is to uncover this hidden partition with the smallest budget - i.e., the least number of observation - and with a probability of error smaller than a prescribed constant 𝛿. In this paper, (i) we derive a non-asymptotic lower bound for the budget, and (ii) we introduce the computationally efficient ACB algorithm, whose budget matches the lower bound in most regimes. We improve on the performance of a uniform sampling strategy. Importantly, contrary to the batch setting, we establish that there is no computation-information gap in the active setting.