Sequential Testing

Nick Arnosti

2021/03/01

Suppose that we wish to learn a state \(Z \in \mathcal{Z} = {0,1}^n\). At each time step \(t\), we can choose \(X^t \in \mathcal{X} = \{0,1\}^n\), and observe \[\begin{equation} Y^t = {\bf 1}(X^t \cdot Z > 0) \label{eq:feedback} \end{equation}\]

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A history is a sequence of \((X^t, Y^t)\) pairs. A policy \(\pi\) is a map from histories to \(\mathcal{X}\). Given history \(H\), let \(\mathcal{F}(H)\) be the set of \(Z\) that are consistent with \(H\). Define \(T(\pi,Z)\) to be the number of tests run under policy \(\pi\) when the state is \(Z\).

Extensions