Search Results for author: Hongjun Yang

Found 3 papers, 1 papers with code

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

no code implementations NeurIPS 2020 Kyungjae Lee, Hongjun Yang, Sungbin Lim, Songhwai Oh

In simulation, the proposed estimator shows favorable performance compared to existing robust estimators for various $p$ values and, for MAB problems, the proposed perturbation strategy outperforms existing exploration methods.

Multi-Armed Bandits

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