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cs.LG2025
Data-Dependent Regret Bounds for Constrained MABs
Gianmarco Genalti, Francesco Emanuele Stradi, Matteo Castiglioni +2
This paper initiates the study of data-dependent regret bounds in constrained MAB settings. These bounds depend on the sequence of losses that characterize the problem instance. Th…
cs.LG2025
Catoni-Style Change Point Detection for Regret Minimization in Non-Stationary Heavy-Tailed Bandits
Gianmarco Genalti, Sujay Bhatt, Nicola Gatti +1
Regret minimization in stochastic non-stationary bandits gained popularity over the last decade, as it can model a broad class of real-world problems, from advertising to recommend…
cs.LG2023
-Adaptive Regret Minimization in Heavy-Tailed Bandits
Gianmarco Genalti, Lupo Marsigli, Nicola Gatti +1
Heavy-tailed distributions naturally arise in several settings, from finance to telecommunications. While regret minimization under subgaussian or bounded rewards has been widely s…