Dorian Baudry, Romain Gautron, Emilie Kaufmann, Odalric Maillard. Optimal Thompson Sampling strategies for support-aware CVaR bandits. In Marina Meila, Tong Zhang 0001, editors, Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event. Volume 139 of Proceedings of Machine Learning Research, pages 716-726, PMLR, 2021. [doi]
Abstract is missing.