Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewards

Anmol Kagrecha, Jayakrishnan Nair, Krishna P. Jagannathan. Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewards. In Hanna M. Wallach, Hugo Larochelle, Alina Beygelzimer, Florence d'Alché-Buc, Edward A. Fox, Roman Garnett, editors, Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada. pages 11269-11278, 2019. [doi]

Abstract

Abstract is missing.