Optimal Best Arm Identification with Fixed Confidence
  We give a complete characterization of the complexity of best-arm identification in one-parameter bandit problems. We prove a new, tight lower bound on the sample complexity. We propose the `Track-and-Stop' strategy, which we prove to be asymptotically optimal. It consists in a new sampling rule (which tracks the optimal proportions of arm draws highlighted by the lower bound) and in a stopping rule named after Chernoff, for which we give a new analysis. 
Aur\'elien Garivier (IMT), Emilie Kaufmann (CRIStAL, SEQUEL)
math.ST cs.LG stat.ML stat.TH