Andres Muñoz Medina, Scott Yang. No-Regret Algorithms for Heavy-Tailed Linear Bandits. In Maria-Florina Balcan, Kilian Q. Weinberger, editors, Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016. Volume 48 of JMLR Workshop and Conference Proceedings, pages 1642-1650, JMLR.org, 2016. [doi]
Abstract is missing.