2020 NIPS NeurIPS 2020

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

Abstract

In this paper, we consider stochastic multi-armed bandits (MABs) with heavy-tailed rewards, whose p-th moment is bounded by a constant nu_p for 1

🌉 Interdisciplinary Bridge — Machine Learning and Mathematics & Optimization
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio