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

Kyungjae Lee Hongjun Yang Sungbin Lim Songhwai Oh

Published in: CoRR (2020)

Keyphrases

multi armed bandits
multi armed bandit
bandit problems
learning algorithm
heavy tailed
multiscale
reinforcement learning
worst case
multiresolution
wavelet transform
generative model
decision problems