Author

A. Metelli

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Jul 2026

Parameter-Free Heavy-Tailed Bandits

This work resolves the assumption-free adaptation problem for heavy-tailed bandits and characterize the price in the regret of not knowing the tail parameters and introduces a scheduled-exploration algorithm that requires no knowledge of $u$ and matches the resulting adaptation frontier up to logarithmic factors.

Gianmarco Genalti, A. Metelli · arXiv.org · 1 citation