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We consider the problem of adversarial bandit convex optimization, that is, online learning over a sequence of arbitrary convex loss functions with only one function evaluation for each of them. While all previous works assume known and…

Machine Learning · Computer Science 2022-02-15 Haipeng Luo , Mengxiao Zhang , Peng Zhao

Online machine learning systems need to adapt to domain shifts. Meanwhile, acquiring label at every timestep is expensive. We propose a surprisingly simple algorithm that adaptively balances its regret and its number of label queries in…

Machine Learning · Computer Science 2021-03-01 Yining Chen , Haipeng Luo , Tengyu Ma , Chicheng Zhang

Consider the domain of multiclass classification within the adversarial online setting. What is the price of relying on bandit feedback as opposed to full information? To what extent can an adaptive adversary amplify the loss compared to an…

Machine Learning · Computer Science 2024-02-13 Yuval Filmus , Steve Hanneke , Idan Mehalel , Shay Moran

We study the adversarial robustness in offline reinforcement learning. Given a batch dataset consisting of tuples $(s, a, r, s')$, an adversary is allowed to arbitrarily modify $\epsilon$ fraction of the tuples. From the corrupted dataset…

Machine Learning · Computer Science 2021-06-15 Xuezhou Zhang , Yiding Chen , Jerry Zhu , Wen Sun

In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…

Machine Learning · Computer Science 2025-06-05 Adrian Müller , Jon Schneider , Stratis Skoulakis , Luca Viano , Volkan Cevher

This paper studies the adversarial graphical contextual bandits, a variant of adversarial multi-armed bandits that leverage two categories of the most common side information: \emph{contexts} and \emph{side observations}. In this setting, a…

Machine Learning · Computer Science 2021-02-18 Lingda Wang , Bingcong Li , Huozhi Zhou , Georgios B. Giannakis , Lav R. Varshney , Zhizhen Zhao

This paper addresses online learning with ``corrupted'' feedback. Our learner is provided with potentially corrupted gradients $\tilde g_t$ instead of the ``true'' gradients $g_t$. We make no assumptions about how the corruptions arise:…

Machine Learning · Computer Science 2025-06-17 Jiujia Zhang , Ashok Cutkosky

We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…

Machine Learning · Computer Science 2017-11-15 Siddharth Barman , Aditya Gopalan , Aadirupa Saha

Designing dynamic algorithms against an adaptive adversary whose performance match the ones assuming an oblivious adversary is a major research program in the field of dynamic graph algorithms. One of the prominent examples whose…

Data Structures and Algorithms · Computer Science 2022-07-12 Sayan Bhattacharya , Thatchaphol Saranurak , Pattara Sukprasert

In this work, we study online graph problems with monotone-sum objectives. We propose a general two-fold greedy algorithm that references yardstick algorithms to achieve $t$-competitiveness while incurring at most…

Data Structures and Algorithms · Computer Science 2022-07-28 Hsiang-Hsuan Liu , Jonathan Toole-Charignon

We study a two-sided market, wherein, price-sensitive heterogeneous customers and servers arrive and join their respective queues. A compatible customer-server pair can then be matched by the platform, at which point, they leave the system.…

Machine Learning · Computer Science 2025-10-17 Zixian Yang , Sushil Mahavir Varma , Lei Ying

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…

Machine Learning · Statistics 2026-05-11 Shinsaku Sakaue , Yuichi Yoshida

Bilateral trade models the problem of intermediating between two rational agents -- a seller and a buyer -- both characterized by a private valuation for an item they want to trade. We study the online learning version of the problem, in…

Computer Science and Game Theory · Computer Science 2024-09-04 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Federico Fusco

We introduce the problem of regret minimization in Adversarial Dueling Bandits. As in classic Dueling Bandits, the learner has to repeatedly choose a pair of items and observe only a relative binary `win-loss' feedback for this pair, but…

Machine Learning · Computer Science 2020-10-29 Aadirupa Saha , Tomer Koren , Yishay Mansour

We study the problem of full-information online learning in the "bounded recall" setting popular in the study of repeated games. An online learning algorithm $\mathcal{A}$ is $M$-$\textit{bounded-recall}$ if its output at time $t$ can be…

Machine Learning · Computer Science 2024-06-04 Jon Schneider , Kiran Vodrahalli

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

Computer Science and Game Theory · Computer Science 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha

Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…

Machine Learning · Statistics 2022-04-26 Dhruv Malik , Yuanzhi Li , Aarti Singh

We study online learning in two-player uninformed Markov games, where the opponent's actions and policies are unobserved. In this setting, Tian et al. (2021) show that achieving no-external-regret is impossible without incurring an…

Machine Learning · Computer Science 2026-02-10 Junyan Liu , Haipeng Luo , Zihan Zhang , Lillian J. Ratliff

We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal $\tilde{O}(\sqrt{T})$ regret bounds. In the full-information setting, our results demonstrate…

Machine Learning · Computer Science 2017-06-15 Naman Agarwal , Karan Singh
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