Follow-the-Perturbed-Leader with Fréchet-type Tail Distributions: Optimality in Adversarial Bandits and Best-of-Both-Worlds

Jongyeong Lee, Junya Honda, Shinji Ito +1

This paper studies the optimality of the Follow-the-Perturbed-Leader (FTPL) policy in both adversarial and stochastic $K$-armed bandits. Despite the widespread use of the Follow-th…