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]

@inproceedings{LeeYLO20,
  title = {Optimal Algorithms for Stochastic Multi-Armed Bandits with Heavy Tailed Rewards},
  author = {Kyungjae Lee and Hongjun Yang and Sungbin Lim and Songhwai Oh},
  year = {2020},
  url = {https://proceedings.neurips.cc/paper/2020/hash/607bc9ebe4abfcd65181bfbef6252830-Abstract.html},
  researchr = {https://researchr.org/publication/LeeYLO20},
  cites = {0},
  citedby = {0},
  booktitle = {Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, NeurIPS 2020, December 6-12, 2020, virtual},
  editor = {Hugo Larochelle and Marc'Aurelio Ranzato and Raia Hadsell and Maria-Florina Balcan and Hsuan-Tien Lin},
}