Robust and Computationally Efficient Linear Contextual Bandits under Adversarial Corruption and Heavy-Tailed Noise

Naoto Tani, Futoshi Futami

We study linear contextual bandits under adversarial corruption and heavy-tailed noise with finite $(1+\epsilon )$-th moments for some $\epsilon \in (0,1]$. Existing work that addresses both adver…