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We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Machine Learning · Computer Science 2021-03-09 Yifang Chen , Simon S. Du , Kevin Jamieson

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

We study the problem of multi-agent multi-armed bandits with adversarial corruption in a heterogeneous setting, where each agent accesses a subset of arms. The adversary can corrupt the reward observations for all agents. Agents share these…

Machine Learning · Computer Science 2024-11-14 Fatemeh Ghaffari , Xuchuang Wang , Jinhang Zuo , Mohammad Hajiesmaili

We consider a stochastic linear bandit problem in which the rewards are not only subject to random noise, but also adversarial attacks subject to a suitable budget $C$ (i.e., an upper bound on the sum of corruption magnitudes across the…

Machine Learning · Statistics 2020-10-29 Ilija Bogunovic , Arpan Losalka , Andreas Krause , Jonathan Scarlett

In linear bandits, how can a learner effectively learn when facing corrupted rewards? While significant work has explored this question, a holistic understanding across different adversarial models and corruption measures is lacking, as is…

Machine Learning · Computer Science 2024-10-21 Haolin Liu , Artin Tajdini , Andrew Wagenmaker , Chen-Yu Wei

We study the linear contextual bandit problem in the presence of adversarial corruption, where the reward at each round is corrupted by an adversary, and the corruption level (i.e., the sum of corruption magnitudes over the horizon) is…

Machine Learning · Computer Science 2022-07-12 Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control problems with linear dynamics but unknown coefficients and…

Machine Learning · Computer Science 2021-12-22 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

We study the linear contextual bandit problem in the presence of adversarial corruption, where the interaction between the player and a possibly infinite decision set is contaminated by an adversary that can corrupt the reward up to a…

Machine Learning · Computer Science 2021-10-26 Heyang Zhao , Dongruo Zhou , Quanquan Gu

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

Machine Learning · Computer Science 2024-05-07 Mengfan Xu , Diego Klabjan

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

Machine Learning · Computer Science 2018-03-28 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

In this work, we develop linear bandit algorithms that automatically adapt to different environments. By plugging a novel loss estimator into the optimization problem that characterizes the instance-optimal strategy, our first algorithm not…

Machine Learning · Computer Science 2021-06-15 Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei , Mengxiao Zhang , Xiaojin Zhang

In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

Machine Learning · Computer Science 2021-03-02 Andrew Wagenmaker , Julian Katz-Samuels , Kevin Jamieson

We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…

Machine Learning · Computer Science 2021-06-09 Junyan Liu , Shuai Li , Dapeng Li

We study stochastic linear bandits where, in each round, the learner receives a set of actions (i.e., feature vectors), from which it chooses an element and obtains a stochastic reward. The expected reward is a fixed but unknown linear…

Machine Learning · Computer Science 2024-06-04 Tianyuan Jin , Kyoungseok Jang , Nicolò Cesa-Bianchi

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Machine Learning · Computer Science 2020-10-08 Dylan J. Foster , Alexander Rakhlin , David Simchi-Levi , Yunzong Xu

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

This paper considers two fundamental sequential decision-making problems: the problem of prediction with expert advice and the multi-armed bandit problem. We focus on stochastic regimes in which an adversary may corrupt losses, and we…

Machine Learning · Statistics 2021-09-24 Shinji Ito

In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends. To this end, we study the recently proposed model of RL…

Machine Learning · Computer Science 2024-05-15 Asaf Cassel , Haipeng Luo , Aviv Rosenberg , Dmitry Sotnikov

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran
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