@article{JMLR:v17:15-503,
  author  = {Joon Kwon and Vianney Perchet},
  title   = {Gains and Losses are Fundamentally Different in Regret Minimization: The Sparse Case},
  journal = {Journal of Machine Learning Research},
  year    = {2016},
  volume  = {17},
  number  = {227},
  pages   = {1--32},
  url     = {http://jmlr.org/papers/v17/15-503.html}
}