Finite and Corruption-Robust Regret Bounds in Online Inverse Linear Optimization under M-Convex Action Sets
Abstract
We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner aims to recommend actions that perform well under the agent's true objective, and the performance is measured by the regret, defined as the cumulative gap between the agent's optimal values and those achieved by the learner's recommended actions. Prior work has established a regret bound of , as well as a finite but exponentially large bound of , where is the dimension of the optimization problem and is the time horizon, while a regret lower bound of is known (Gollapudi et al. 2021; Sakaue et al. 2025). Whether a finite regret bound polynomial in is achievable or not has remained an open question. We partially resolve this by showing that when the feasible sets are M-convex -- a broad class that includes matroids -- a finite regret bound of is possible. We achieve this by combining a structural characterization of optimal solutions on M-convex sets with a geometric volume argument. Moreover, we extend our approach to adversarially corrupted feedback in up to rounds. We obtain a regret bound of without prior knowledge of , by monitoring directed graphs induced by the observed feedback to detect corruptions adaptively.
Cite
@article{arxiv.2602.01682,
title = {Finite and Corruption-Robust Regret Bounds in Online Inverse Linear Optimization under M-Convex Action Sets},
author = {Taihei Oki and Shinsaku Sakaue},
journal= {arXiv preprint arXiv:2602.01682},
year = {2026}
}