{"id":"https://openalex.org/W3035120831","doi":"https://doi.org/10.24963/ijcai.2020/406","title":"Nearly Optimal Regret for Stochastic Linear Bandits with Heavy-Tailed Payoffs","display_name":"Nearly Optimal Regret for Stochastic Linear Bandits with Heavy-Tailed Payoffs","publication_year":2020,"publication_date":"2020-07-01","ids":{"openalex":"https://openalex.org/W3035120831","doi":"https://doi.org/10.24963/ijcai.2020/406","mag":"3035120831"},"language":"en","primary_location":{"id":"doi:10.24963/ijcai.2020/406","is_oa":true,"landing_page_url":"https://doi.org/10.24963/ijcai.2020/406","pdf_url":"https://www.ijcai.org/proceedings/2020/0406.pdf","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.ijcai.org/proceedings/2020/0406.pdf","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101843145","display_name":"Bo Xue","orcid":"https://orcid.org/0000-0002-7295-4853"},"institutions":[{"id":"https://openalex.org/I881766915","display_name":"Nanjing University","ror":"https://ror.org/01rxvg760","country_code":"CN","type":"education","lineage":["https://openalex.org/I881766915"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bo Xue","raw_affiliation_strings":["Nanjing University","National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210023, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nanjing University","institution_ids":["https://openalex.org/I881766915"]},{"raw_affiliation_string":"National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210023, China","institution_ids":["https://openalex.org/I881766915"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100399479","display_name":"Guanghui Wang","orcid":"https://orcid.org/0000-0002-6832-7937"},"institutions":[{"id":"https://openalex.org/I881766915","display_name":"Nanjing University","ror":"https://ror.org/01rxvg760","country_code":"CN","type":"education","lineage":["https://openalex.org/I881766915"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Guanghui Wang","raw_affiliation_strings":["Nanjing University","National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210023, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nanjing University","institution_ids":["https://openalex.org/I881766915"]},{"raw_affiliation_string":"National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210023, China","institution_ids":["https://openalex.org/I881766915"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008792199","display_name":"Yimu Wang","orcid":"https://orcid.org/0000-0003-4255-9104"},"institutions":[{"id":"https://openalex.org/I881766915","display_name":"Nanjing University","ror":"https://ror.org/01rxvg760","country_code":"CN","type":"education","lineage":["https://openalex.org/I881766915"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yimu Wang","raw_affiliation_strings":["Nanjing University","National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210023, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nanjing University","institution_ids":["https://openalex.org/I881766915"]},{"raw_affiliation_string":"National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210023, China","institution_ids":["https://openalex.org/I881766915"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100448155","display_name":"Lijun Zhang","orcid":"https://orcid.org/0000-0002-5138-3182"},"institutions":[{"id":"https://openalex.org/I881766915","display_name":"Nanjing University","ror":"https://ror.org/01rxvg760","country_code":"CN","type":"education","lineage":["https://openalex.org/I881766915"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lijun Zhang","raw_affiliation_strings":["Nanjing University","National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210023, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nanjing University","institution_ids":["https://openalex.org/I881766915"]},{"raw_affiliation_string":"National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210023, China","institution_ids":["https://openalex.org/I881766915"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I881766915"],"apc_list":null,"apc_paid":null,"fwci":0.2924,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.48073763,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"2936","last_page":"2942"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10603","display_name":"Smart Grid Energy Management","score":0.9883000254631042,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.9861000180244446,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sublinear-function","display_name":"Sublinear function","score":0.810217022895813},{"id":"https://openalex.org/keywords/regret","display_name":"Regret","score":0.7406677603721619},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.72261643409729},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.6058573722839355},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6004917621612549},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.5660281181335449},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.5324206352233887},{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.4966948628425598},{"id":"https://openalex.org/keywords/omega","display_name":"Omega","score":0.43720319867134094},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.42032676935195923},{"id":"https://openalex.org/keywords/truncation","display_name":"Truncation (statistics)","score":0.41116052865982056},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.3514297604560852},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.13259810209274292},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11128804087638855},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10780104994773865},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08229994773864746},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.07741314172744751}],"concepts":[{"id":"https://openalex.org/C117160843","wikidata":"https://www.wikidata.org/wiki/Q338652","display_name":"Sublinear function","level":2,"score":0.810217022895813},{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.7406677603721619},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.72261643409729},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.6058573722839355},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6004917621612549},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5660281181335449},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.5324206352233887},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.4966948628425598},{"id":"https://openalex.org/C2779557605","wikidata":"https://www.wikidata.org/wiki/Q9890","display_name":"Omega","level":2,"score":0.43720319867134094},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.42032676935195923},{"id":"https://openalex.org/C106195933","wikidata":"https://www.wikidata.org/wiki/Q7847935","display_name":"Truncation (statistics)","level":2,"score":0.41116052865982056},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.3514297604560852},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13259810209274292},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11128804087638855},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10780104994773865},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08229994773864746},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.07741314172744751},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.24963/ijcai.2020/406","is_oa":true,"landing_page_url":"https://doi.org/10.24963/ijcai.2020/406","pdf_url":"https://www.ijcai.org/proceedings/2020/0406.pdf","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence","raw_type":"proceedings-article"}],"best_oa_location":{"id":"doi:10.24963/ijcai.2020/406","is_oa":true,"landing_page_url":"https://doi.org/10.24963/ijcai.2020/406","pdf_url":"https://www.ijcai.org/proceedings/2020/0406.pdf","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence","raw_type":"proceedings-article"},"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.4099999964237213,"id":"https://metadata.un.org/sdg/8"}],"awards":[{"id":"https://openalex.org/G2271318814","display_name":null,"funder_award_id":"61861146001","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4124697718","display_name":null,"funder_award_id":"61976112","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3035120831.pdf","grobid_xml":"https://content.openalex.org/works/W3035120831.grobid-xml"},"referenced_works_count":21,"referenced_works":["https://openalex.org/W50486269","https://openalex.org/W1487320471","https://openalex.org/W1514890731","https://openalex.org/W1668488459","https://openalex.org/W2009551863","https://openalex.org/W2049934117","https://openalex.org/W2057050711","https://openalex.org/W2108114251","https://openalex.org/W2115519224","https://openalex.org/W2119738618","https://openalex.org/W2468613975","https://openalex.org/W2567882221","https://openalex.org/W2810405915","https://openalex.org/W2890912058","https://openalex.org/W2945933831","https://openalex.org/W2951332996","https://openalex.org/W3000721157","https://openalex.org/W3035120831","https://openalex.org/W3102654945","https://openalex.org/W3104898220","https://openalex.org/W4299621136"],"related_works":["https://openalex.org/W2971351794","https://openalex.org/W4376155396","https://openalex.org/W1947085858","https://openalex.org/W2174986909","https://openalex.org/W2527791220","https://openalex.org/W2101991911","https://openalex.org/W2155070487","https://openalex.org/W4311589891","https://openalex.org/W3123835761","https://openalex.org/W118270247"],"abstract_inverted_index":{"In":[0],"this":[1,39],"paper,":[2],"we":[3,41,68,96,125],"study":[4],"the":[5,20,43,50,84,92,108,116,131,137],"problem":[6],"of":[7,16,63,79,86,118,133],"stochastic":[8],"linear":[9,44],"bandits":[10,45],"with":[11,46],"finite":[12,53],"action":[13],"sets.":[14],"Most":[15],"existing":[17],"work":[18],"assume":[19],"payoffs":[21,51],"are":[22],"bounded":[23],"or":[24],"sub-Gaussian,":[25],"which":[26,73,102],"may":[27],"be":[28],"violated":[29],"in":[30,59,115],"some":[31,57],"scenarios":[32],"such":[33],"as":[34],"financial":[35],"markets.":[36],"To":[37],"settle":[38],"issue,":[40],"analyze":[42],"heavy-tailed":[47],"payoffs,":[48],"where":[49,81],"admit":[52],"1+epsilon":[54],"moments":[55],"for":[56],"epsilon":[58],"(0,1].":[60],"Through":[61],"median":[62],"means":[64],"and":[65,89,120,136],"dynamic":[66],"truncation,":[67],"propose":[69],"two":[70],"novel":[71],"algorithms":[72,135],"enjoy":[74],"a":[75],"sublinear":[76],"regret":[77],"bound":[78,106,110],"widetilde{O}(d^(1/2)T^(1/(1+epsilon))),":[80],"d":[82,119],"is":[83,91],"dimension":[85],"contextual":[87],"information":[88],"T":[90,121],"time":[93],"horizon.":[94],"Meanwhile,":[95],"provide":[97],"an":[98],"Omega(d^(epsilon/(1+epsilon))T^(1/(1+epsilon)))":[99],"lower":[100,109],"bound,":[101],"implies":[103],"our":[104,134,142],"upper":[105],"matches":[107],"up":[111],"to":[112,129],"polylogarithmic":[113],"factors":[114],"order":[117],"when":[122],"epsilon=1.":[123],"Finally,":[124],"conduct":[126],"numerical":[127],"experiments":[128],"demonstrate":[130],"effectiveness":[132],"empirical":[138],"results":[139],"strongly":[140],"support":[141],"theoretical":[143],"guarantees.":[144]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2020,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}