The PROBE algorithm provably reduces the sample complexity of best-arm identification by using cheap proxy scores as control variates, achieving oracle-level savings even when the reward-proxy correlation is unknown.
(2000) Simulation budget allocation for further enhancing the efficiency of ordinal optimization
2 Pith papers cite this work, alongside 769 external citations. Polarity classification is still indexing.
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Proposes and tests a t-test based method to limit simulations per iteration in local search for the stochastic parallel machine scheduling and stochastic electric vehicle scheduling problems.
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Best-Arm Identification with Generative Proxy
The PROBE algorithm provably reduces the sample complexity of best-arm identification by using cheap proxy scores as control variates, achieving oracle-level savings even when the reward-proxy correlation is unknown.
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Simulation Strategies for an Efficient Local Search to solve Stochastic Scheduling Problems
Proposes and tests a t-test based method to limit simulations per iteration in local search for the stochastic parallel machine scheduling and stochastic electric vehicle scheduling problems.