In sequential testing, skipped tests hide decision rewards, forcing any algorithm to incur Ω(T^(2/3)) regret; Explore-Then-Commit matches this, while an entropy-sampling variant with rewards independent of missing data achieves √T regret.
(2011) Shigley's mechanical engineering design, volume 9 (McGraw-Hill New York)
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Online Learning of Optimal Sequential Testing Policies
In sequential testing, skipped tests hide decision rewards, forcing any algorithm to incur Ω(T^(2/3)) regret; Explore-Then-Commit matches this, while an entropy-sampling variant with rewards independent of missing data achieves √T regret.