1 citations · 2 across the 6 of their papers we have counts for
Showing stat.MLShow all
3 papers · 1 filter
stat.ML2023
Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk
David Simchi-Levi, Zeyu Zheng, Feng Zhu
We study the optimal trade-off between expectation and tail risk for regret distribution in the stochastic multi-armed bandit model. We fully characterize the interplay among three…
stat.ML2022★ 1 cited
A Simple and Optimal Policy Design with Safety against Heavy-Tailed Risk for Stochastic Bandits
David Simchi-Levi, Zeyu Zheng, Feng Zhu
We study the stochastic multi-armed bandit problem and design new policies that enjoy both worst-case optimality for expected regret and light-tailed risk for regret distribution.…
stat.ML2021★ 1 cited
Offline Planning and Online Learning under Recovering Rewards
David Simchi-Levi, Zeyu Zheng, Feng Zhu
Motivated by emerging applications such as live-streaming e-commerce, promotions and recommendations, we introduce and solve a general class of non-stationary multi-armed bandit pr…