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

Kyungjae Lee, Hongjun Yang, Sungbin Lim +1

In this paper, we consider stochastic multi-armed bandits (MABs) with heavy-tailed rewards, whose $p$-th moment is bounded by a constant ${\nu }_p$ for $1<p\le 2$. First, we propose a…