National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing, China; Peng Cheng Laboratory, Shenzhen, China; Department of Computer Science, City University of Hong Kong, Hong Kong, China; The City University of Hong Kong Shenzhen Research Institute, Shenzhen, China; JD AI Research, Beijing, China; School of Software Technology, Zhejiang University, Ningbo, China; Cheriton School of Computer Science, University of Waterloo, Waterloo, Canada
Bo Xue, Yimu Wang, Yuanyu Wan, Jinfeng Yi, Lijun Zhang
linear bandits;heavy-tailed;truncated;mean of medians
Efficient Algorithms for Generalized Linear Bandits with Heavy-tailed Rewards