Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits
Yuriy Dorn, Nikita Kornilov, Nikolay Kutuzov, Alexander Nazin, Eduard Gorbunov, Alexander Gasnikov
| Year of publication: |
2024
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|---|---|
| Authors: | Dorn, Yuriy ; Kornilov, Nikita ; Kutuzov, Nikolay ; Nazin, Alexander ; Gorbunov, Eduard ; Gasnikov, Alexander |
| Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 21.2024, 1, Art.-No. 19, p. 1-29
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| Subject: | Clipping | Multi-armed bandits | Online mirror descent |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-023-00500-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636781