Information Directed Sampling and Bandits with Heteroscedastic Noise

Johannes Kirschner, Andreas Krause. Information Directed Sampling and Bandits with Heteroscedastic Noise. In Sébastien Bubeck, Vianney Perchet, Philippe Rigollet, editors, Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018. Volume 75 of Proceedings of Machine Learning Research, pages 358-384, PMLR, 2018. [doi]

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