arXiv:2511.09808cs.LGcs.AI2025-11AAAI

提出可区分性能与可行性测试的最优臂识别算法,更贴合实际场景。

Constrained Best Arm Identification with Tests for Feasibility

  • 设计新决策机制:可选择测试性能或任一约束条件
  • 理论证明样本复杂度接近最优,能自动淘汰差性能或不合规臂
  • 适用于药物研发等需独立评估安全性的场景

最优臂识别(BAI)旨在通过采集各臂的随机样本,从 K 个臂中找出性能最高的臂。现实中,最优臂还需满足额外可行性约束。现有研究通常假设性能与约束可同时观测,但这一假设在多数实际场景中不成立——例如药物研发中,需寻找活性最强且毒性与溶解度均低于安全阈值的药物,而这些安全性测试可独立于活性测量进行。为此,本文研究可行 BAI 问题,允许决策者选择 (i, ℓ) 一对动作:i ∈ [K] 表示选择第 i 个臂,ℓ = 0 表示测试其性能,ℓ ∈ [N] 表示测试其任一约束。聚焦固定置信度设定,目标是以至少 1−δ 概率识别出性能最高且可行的臂。本文提出一种高效算法,并给出其样本复杂度上界,表明该算法能自适应地根据难易程度优先淘汰性能差或不可行的臂。进一步提供下界,证明该算法在 δ→0 时渐近最优。实验结果表明,该算法在合成数据和真实数据集上均优于现有先进 BAI 算法。

原文摘要 · Abstract (English)

Best arm identification (BAI) aims to identify the highest-performance arm among a set of $K$ arms by collecting stochastic samples from each arm. In real-world problems, the best arm needs to satisfy additional feasibility constraints. While there is limited prior work on BAI with feasibility constraints, they typically assume the performance and constraints are observed simultaneously on each pull of an arm. However, this assumption does not reflect most practical use cases, e.g., in drug discovery, we wish to find the most potent drug whose toxicity and solubility are below certain safety thresholds. These safety experiments can be conducted separately from the potency measurement. Thus, this requires designing BAI algorithms that not only decide which arm to pull but also decide whether to test for the arm's performance or feasibility. In this work, we study feasible BAI which allows a decision-maker to choose a tuple $(i,\ell)$, where $i\in [K]$ denotes an arm and $\ell$ denotes whether she wishes to test for its performance ($\ell=0$) or any of its $N$ feasibility constraints ($\ell\in[N]$). We focus on the fixed confidence setting, which is to identify the feasible arm with the highest performance, with a probability of at least $1-δ$. We propose an efficient algorithm and upper-bound its sample complexity, showing our algorithm can naturally adapt to the problem's difficulty and eliminate arms by worse performance or infeasibility, whichever is easier. We complement this upper bound with a lower bound showing that our algorithm is \textit{asymptotically ($δ\rightarrow 0$) optimal}. Finally, we empirically show that our algorithm outperforms other state-of-the-art BAI algorithms in both synthetic and real-world datasets.

最优臂识别可行性约束采样优化

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