Author

Pratham Gupta

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#machine learning Preprint Oct 2026

Reliable Scale-Free Bandits via Empirical Likelihood

We study stochastic bandits without knowledge of reward scales or tail parameters. Almost-sure regret guarantees describe eventual learning but do not quantify expected performance or the risk of large regret in a finite run. We introduce $\texttt{EL-F}$, an anytime empirical-likelihood (EL) extension of the $g$-Forcin...

Pratham Gupta, Alhad Sethi, Shubhada Agrawal · 0 citations