arxivcs.LG2026-07-08
Nonlinear Bandit
Tianshuo Zheng, Ting Wu, Zhi-Hua Zhou, Keqin Liu
In this paper we first study the problem of generalized linear bandit (GLB) under heavy-tailed noise. The characteristics of heavy-tailed distributions are widely observed in real-world applications such as personalized recommendation, financial markets, and medical treatments. B…