Follow-the-Perturbed-Leader with Fréchet-type Tail Distributions: Optimality in Adversarial Bandits and Best-of-Both-Worlds.

Mon, 01 Jan 2024 00:00:00 +0100

Jongyeong Lee, Junya Honda, Shinji Ito, Min-hwan Oh:
Follow-the-Perturbed-Leader with Fréchet-type Tail Distributions: Optimality in Adversarial Bandits and Best-of-Both-Worlds. COLT 2024: 3375-3430