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

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

24 October 2020
Kyungjae Lee
Hongjun Yang
Sungbin Lim
Songhwai Oh
ArXivPDFHTML

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

13 / 13 papers shown
Title
uniINF: Best-of-Both-Worlds Algorithm for Parameter-Free Heavy-Tailed MABs
uniINF: Best-of-Both-Worlds Algorithm for Parameter-Free Heavy-Tailed MABs
Yu Chen
Jiatai Huang
Yan Dai
Longbo Huang
141
2
0
04 Oct 2024
What You See May Not Be What You Get: UCB Bandit Algorithms Robust to
  ε-Contamination
What You See May Not Be What You Get: UCB Bandit Algorithms Robust to ε-Contamination
Laura Niss
Ambuj Tewari
31
10
0
12 Oct 2019
Distribution oblivious, risk-aware algorithms for multi-armed bandits
  with unbounded rewards
Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewards
Anmol Kagrecha
Jayakrishnan Nair
Krishna Jagannathan
50
47
0
03 Jun 2019
On the Optimality of Perturbations in Stochastic and Adversarial
  Multi-armed Bandit Problems
On the Optimality of Perturbations in Stochastic and Adversarial Multi-armed Bandit Problems
Baekjin Kim
Ambuj Tewari
AAML
20
14
0
02 Feb 2019
Almost Optimal Algorithms for Linear Stochastic Bandits with
  Heavy-Tailed Payoffs
Almost Optimal Algorithms for Linear Stochastic Bandits with Heavy-Tailed Payoffs
Han Shao
Xiaotian Yu
Irwin King
Michael R. Lyu
48
46
0
25 Oct 2018
Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement
  Learning with a Stochastic Actor
Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor
Tuomas Haarnoja
Aurick Zhou
Pieter Abbeel
Sergey Levine
284
8,313
0
04 Jan 2018
Sparse Markov Decision Processes with Causal Sparse Tsallis Entropy
  Regularization for Reinforcement Learning
Sparse Markov Decision Processes with Causal Sparse Tsallis Entropy Regularization for Reinforcement Learning
Kyungjae Lee
Sungjoon Choi
Songhwai Oh
49
68
0
19 Sep 2017
Boltzmann Exploration Done Right
Boltzmann Exploration Done Right
Nicolò Cesa-Bianchi
Claudio Gentile
Gábor Lugosi
Gergely Neu
82
168
0
29 May 2017
Fighting Bandits with a New Kind of Smoothness
Fighting Bandits with a New Kind of Smoothness
Jacob D. Abernethy
Chansoo Lee
Ambuj Tewari
AAML
59
78
0
14 Dec 2015
Further Optimal Regret Bounds for Thompson Sampling
Further Optimal Regret Bounds for Thompson Sampling
Shipra Agrawal
Navin Goyal
100
442
0
15 Sep 2012
Bandits with heavy tail
Bandits with heavy tail
Sébastien Bubeck
Nicolò Cesa-Bianchi
Gábor Lugosi
178
290
0
08 Sep 2012
Deterministic Sequencing of Exploration and Exploitation for Multi-Armed
  Bandit Problems
Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems
Sattar Vakili
Keqin Liu
Qing Zhao
102
106
0
30 Jun 2011
Challenging the empirical mean and empirical variance: a deviation study
Challenging the empirical mean and empirical variance: a deviation study
O. Catoni
155
462
0
10 Sep 2010
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