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Related papers: Adversarial Dueling Bandits

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We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…

Machine Learning · Computer Science 2020-11-02 Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei , Mengxiao Zhang

We present algorithms for reducing the Dueling Bandits problem to the conventional (stochastic) Multi-Armed Bandits problem. The Dueling Bandits problem is an online model of learning with ordinal feedback of the form "A is preferred to B"…

Machine Learning · Computer Science 2014-05-15 Nir Ailon , Thorsten Joachims , Zohar Karnin

We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the oblivious adversarial…

Machine Learning · Statistics 2024-04-03 Yanyan Dong , Vincent Y. F. Tan

The $K$-armed dueling bandit problem, where the feedback is in the form of noisy pairwise comparisons, has been widely studied. Previous works have only focused on the sequential setting where the policy adapts after every comparison.…

Machine Learning · Computer Science 2022-02-23 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan

This paper investigates the fusion of absolute (reward) and relative (dueling) feedback in stochastic bandits, where both feedback types are gathered in each decision round. We derive a regret lower bound, demonstrating that an efficient…

Machine Learning · Computer Science 2025-04-23 Xuchuang Wang , Qirun Zeng , Jinhang Zuo , Xutong Liu , Mohammad Hajiesmaili , John C. S. Lui , Adam Wierman

Multi-dueling bandits, where a learner selects $m \geq 2$ arms per round and observes only the winner, arise naturally in many applications including ranking and recommendation systems, yet a fundamental question has remained open: can a…

Machine Learning · Computer Science 2026-05-19 S Akash , Pratik Gajane , Jawar Singh

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

Machine Learning · Computer Science 2026-03-23 Shinnosuke Uba , Yutaro Yamaguchi

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…

Machine Learning · Computer Science 2022-07-01 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

This paper proposes a new method for the K-armed dueling bandit problem, a variation on the regular K-armed bandit problem that offers only relative feedback about pairs of arms. Our approach extends the Upper Confidence Bound algorithm to…

Machine Learning · Computer Science 2013-12-18 Masrour Zoghi , Shimon Whiteson , Remi Munos , Maarten de Rijke

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

Machine Learning · Computer Science 2026-03-31 Kihyun Yu , Seoungbin Bae , Dabeen Lee

In this paper, we study the problem of fair sequential decision making with biased linear bandit feedback. At each round, a player selects an action described by a covariate and by a sensitive attribute. The perceived reward is a linear…

Statistics Theory · Mathematics 2022-06-06 Solenne Gaucher , Alexandra Carpentier , Christophe Giraud

We introduce a new framework of episodic tabular Markov decision processes (MDPs) with adversarial preferences, which we refer to as preference-based MDPs (PbMDPs). Unlike standard episodic MDPs with adversarial losses, where the numerical…

Machine Learning · Computer Science 2025-07-17 Taira Tsuchiya , Shinji Ito , Haipeng Luo

We study the problem of non-stationary dueling bandits and provide the first adaptive dynamic regret algorithm for this problem. The only two existing attempts in this line of work fall short across multiple dimensions, including…

Machine Learning · Computer Science 2022-10-27 Thomas Kleine Buening , Aadirupa Saha

We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…

Machine Learning · Computer Science 2020-12-25 Aldo Pacchiano , Christoph Dann , Claudio Gentile , Peter Bartlett

We consider the adversarial multi-armed bandit problem under delayed feedback. We analyze variants of the Exp3 algorithm that tune their step-size using only information (about the losses and delays) available at the time of the decisions,…

Machine Learning · Computer Science 2020-10-14 András György , Pooria Joulani

We study high-probability regret bounds for adversarial $K$-armed bandits with time-varying feedback graphs over $T$ rounds. For general strongly observable graphs, we develop an algorithm that achieves the optimal regret…

Machine Learning · Computer Science 2023-01-31 Haipeng Luo , Hanghang Tong , Mengxiao Zhang , Yuheng Zhang

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

Machine Learning · Computer Science 2022-04-15 Kaan Gokcesu , Hakan Gokcesu

We provide new lower bounds on the regret that must be suffered by adversarial bandit algorithms. The new results show that recent upper bounds that either (a) hold with high-probability or (b) depend on the total lossof the best arm or (c)…

Statistics Theory · Mathematics 2017-02-28 Sébastien Gerchinovitz , Tor Lattimore

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili