Optimal Algorithms for Stochastic Multi-Armed Bandits with Heavy Tailed Rewards

Kyungjae Lee, Hongjun Yang, Sungbin Lim, Songhwai Oh. Optimal Algorithms for Stochastic Multi-Armed Bandits with Heavy Tailed Rewards. In Hugo Larochelle, Marc'Aurelio Ranzato, Raia Hadsell, Maria-Florina Balcan, Hsuan-Tien Lin, editors, Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, NeurIPS 2020, December 6-12, 2020, virtual. 2020. [doi]

Authors

Kyungjae Lee

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Hongjun Yang

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Sungbin Lim

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Songhwai Oh

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