Regret Minimization in Heavy-Tailed Bandits

Shubhada Agrawal, Sandeep K. Juneja, Wouter M. Koolen. Regret Minimization in Heavy-Tailed Bandits. In Mikhail Belkin, Samory Kpotufe, editors, Conference on Learning Theory, COLT 2021, 15-19 August 2021, Boulder, Colorado, USA. Volume 134 of Proceedings of Machine Learning Research, pages 26-62, PMLR, 2021. [doi]

@inproceedings{AgrawalJK21,
  title = {Regret Minimization in Heavy-Tailed Bandits},
  author = {Shubhada Agrawal and Sandeep K. Juneja and Wouter M. Koolen},
  year = {2021},
  url = {http://proceedings.mlr.press/v134/agrawal21a.html},
  researchr = {https://researchr.org/publication/AgrawalJK21},
  cites = {0},
  citedby = {0},
  pages = {26-62},
  booktitle = {Conference on Learning Theory, COLT 2021, 15-19 August 2021, Boulder, Colorado, USA},
  editor = {Mikhail Belkin and Samory Kpotufe},
  volume = {134},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}