SHPRR: An Algorithm for Pure Exploration under Constrained Regret
arXiv:2610.39837v1 Announce Type: cross Abstract: Best Arm Identification (BAI) conventionally measures the cost of experimentation by the number of samples collected. In many operational settings, however, the cost of exploration relative to a trusted baseline already in place is equally important. We study BAI under both a fixed sampling horizon and a regret budget. Unlike generic resources considered in constrained pure exploration, regret has a distinctive structure: sampling better arms is…