Semi-overlapping Multi-bandit for Support Network Learning

This paper introduces a novel framework, Sequential Support Network Learning (SSNL), to address the problem of identifying the best candidates in complex AI/ML scenarios where evaluations are shared and computationally expensive. It proposes a new pure-exploration model, the semi-overlapping multi-bandit (SOMMAB), and develops a generalized GapE algorithm with improved error bounds. The work's significance lies in providing a theoretical foundation and performance guarantees for sequential learning tools applicable to various learning problems like multi-task learning and federated learning.