8 citations · 16 across the 8 of their papers we have counts for
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cs.LG2020★ 8 cited
Optimal Thompson Sampling strategies for support-aware CVaR bandits
Dorian Baudry, Romain Gautron, Emilie Kaufmann +1
In this paper we study a multi-arm bandit problem in which the quality of each arm is measured by the Conditional Value at Risk (CVaR) at some level alpha of the reward distributio…
stat.ML2020★ 5 cited
Sub-sampling for Efficient Non-Parametric Bandit Exploration
Dorian Baudry, Emilie Kaufmann, Odalric-Ambrym Maillard
In this paper we propose the first multi-armed bandit algorithm based on re-sampling that achieves asymptotically optimal regret simultaneously for different families of arms (name…