$(ε, u)$-Adaptive Regret Minimization in Heavy-Tailed Bandits

no code implementations • 4 Oct 2023 • Gianmarco Genalti, Lupo Marsigli, Nicola Gatti, Alberto Maria Metelli

In this setting, we study the regret minimization problem when $\epsilon$ and $u$ are unknown to the learner and it has to adapt.