Search Results for author: Yuriy Dorn

Found 2 papers, 1 papers with code

Fast UCB-type algorithms for stochastic bandits with heavy and super heavy symmetric noise

no code implementations10 Feb 2024 Yuriy Dorn, Aleksandr Katrutsa, Ilgam Latypov, Andrey Pudovikov

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle.

Multi-Armed Bandits

Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits

1 code implementation11 May 2023 Yuriy Dorn, Nikita Kornilov, Nikolay Kutuzov, Alexander Nazin, Eduard Gorbunov, Alexander Gasnikov

We establish convergence results under mild assumptions on the rewards distribution and demonstrate that INF-clip is optimal for linear heavy-tailed stochastic MAB problems and works well for non-linear ones.

Multi-Armed Bandits

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