Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits
Year of publication: |
2024
|
---|---|
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
|
Subject: | Clipping | Multi-armed bandits | Online mirror descent |
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