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We study the problem of efficient online multiclass linear classification with bandit feedback, where all examples belong to one of $K$ classes and lie in the $d$-dimensional Euclidean space. Previous works have left open the challenge of…

We revisit the classical problem of multiclass classification with bandit feedback (Kakade, Shalev-Shwartz and Tewari, 2008), where each input classifies to one of $K$ possible labels and feedback is restricted to whether the predicted…

Machine Learning · Computer Science 2024-06-21 Liad Erez , Alon Cohen , Tomer Koren , Yishay Mansour , Shay Moran

We consider two scenarios of multiclass online learning of a hypothesis class $H\subseteq Y^X$. In the {\em full information} scenario, the learner is exposed to instances together with their labels. In the {\em bandit} scenario, the true…

Machine Learning · Computer Science 2013-07-10 Amit Daniely , Tom Helbertal

This paper introduces a new online learning framework for multiclass classification called learning with diluted bandit feedback. At every time step, the algorithm predicts a candidate label set instead of a single label for the observed…

Machine Learning · Computer Science 2021-05-19 Gaurav Batra , Naresh Manwani

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

The standard model and the bandit model are two generalizations of the mistake-bound model to online multiclass classification. In both models the learner guesses a classification in each round, but in the standard model the learner…

Discrete Mathematics · Computer Science 2021-02-02 Jesse Geneson

Distributed, online data mining systems have emerged as a result of applications requiring analysis of large amounts of correlated and high-dimensional data produced by multiple distributed data sources. We propose a distributed online data…

Machine Learning · Computer Science 2013-08-27 Cem Tekin , Mihaela van der Schaar

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

Despite the recent progress towards efficient multiple kernel learning (MKL), the structured output case remains an open research front. Current approaches involve repeatedly solving a batch learning problem, which makes them inadequate for…

Machine Learning · Statistics 2010-10-15 Andre F. T. Martins , Mario A. T. Figueiredo , Pedro M. Q. Aguiar , Noah A. Smith , Eric P. Xing

Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Zeyu Zhang , Xuchuang Wang , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili , Carlee Joe-Wong

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

This paper addresses the problem of multiclass classification with corrupted or noisy bandit feedback. In this setting, the learner may not receive true feedback. Instead, it receives feedback that has been flipped with some non-zero…

Machine Learning · Computer Science 2021-06-08 Mudit Agarwal , Naresh Manwani

We study the problem of online multiclass classification in a setting where the learner's feedback is determined by an arbitrary directed graph. While including bandit feedback as a special case, feedback graphs allow a much richer set of…

Machine Learning · Computer Science 2024-02-20 Dirk van der Hoeven , Federico Fusco , Nicolò Cesa-Bianchi

We prove tight lower bounds for online multicalibration, establishing an information-theoretic separation from marginal calibration. In the general setting where group functions can depend on both context and the learner's predictions, we…

Machine Learning · Computer Science 2026-04-27 Natalie Collina , Jiuyao Lu , Georgy Noarov , Aaron Roth

Learning linear predictors with the logistic loss---both in stochastic and online settings---is a fundamental task in machine learning and statistics, with direct connections to classification and boosting. Existing "fast rates" for this…

Machine Learning · Computer Science 2018-12-17 Dylan J. Foster , Satyen Kale , Haipeng Luo , Mehryar Mohri , Karthik Sridharan

Recently, the study of linear misspecified bandits has generated intriguing implications of the hardness of learning in bandits and reinforcement learning (RL). In particular, Du et al. (2020) show that even if a learner is given linear…

Machine Learning · Computer Science 2023-03-31 Jialin Dong , Lin F. Yang

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Machine Learning · Computer Science 2025-04-08 Mirco Mutti , Jeongyeol Kwon , Shie Mannor , Aviv Tamar

We present online boosting algorithms for multiclass classification with bandit feedback, where the learner only receives feedback about the correctness of its prediction. We propose an unbiased estimate of the loss using a randomized…

Machine Learning · Statistics 2019-02-26 Daniel T. Zhang , Young Hun Jung , Ambuj Tewari

We study multiclass PAC learning with bandit feedback, where inputs are classified into one of $K$ possible labels and feedback is limited to whether or not the predicted labels are correct. Our main contribution is in designing a novel…

Machine Learning · Computer Science 2024-06-19 Liad Erez , Alon Cohen , Tomer Koren , Yishay Mansour , Shay Moran

Several learning problems involve solving min-max problems, e.g., empirical distributional robust learning or learning with non-standard aggregated losses. More specifically, these problems are convex-linear problems where the minimization…

Machine Learning · Computer Science 2021-06-07 Christophe Roux , Elias Wirth , Sebastian Pokutta , Thomas Kerdreux
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