  We consider a multi-armed bandit problem specified by a set of
one-dimensional family exponential distributions endowed with a unimodal
structure. We introduce IMED-UB, a algorithm that optimally exploits the
unimodal-structure, by adapting to this setting the Indexed Minimum Empirical
Divergence (IMED) algorithm introduced by Honda and Takemura [2015]. Owing to
our proof technique, we are able to provide a concise finite-time analysis of
IMED-UB algorithm. Numerical experiments show that IMED-UB competes with the
state-of-the-art algorithms.
