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We study meta-learning for adversarial multi-armed bandits. We consider the online-within-online setup, in which a player (learner) encounters a sequence of multi-armed bandit episodes. The player's performance is measured as regret against…

Machine Learning · Computer Science 2022-07-13 Ilya Osadchiy , Kfir Y. Levy , Ron Meir

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Machine Learning · Computer Science 2022-06-15 Qinghua Liu , Yuanhao Wang , Chi Jin

We consider the problem of influence maximization in fixed networks for contagion models in an adversarial setting. The goal is to select an optimal set of nodes to seed the influence process, such that the number of influenced nodes at the…

Social and Information Networks · Computer Science 2019-01-23 Justin Khim , Varun Jog , Po-Ling Loh

We study the classical problem of prediction with expert advice in the adversarial setting with a geometric stopping time. In 1965, Cover gave the optimal algorithm for the case of 2 experts. In this paper, we design the optimal algorithm,…

Machine Learning · Computer Science 2016-07-12 Nick Gravin , Yuval Peres , Balasubramanian Sivan

We establish a connection between the stability of mirror descent and the information ratio by Russo and Van Roy [2014]. Our analysis shows that mirror descent with suitable loss estimators and exploratory distributions enjoys the same…

Optimization and Control · Mathematics 2020-09-28 Tor Lattimore , András György

We study learning in a dynamically evolving environment modeled as a Markov game between a learner and a strategic opponent that can adapt to the learner's strategies. While most existing works in Markov games focus on external regret as…

Machine Learning · Computer Science 2024-12-11 Thanh Nguyen-Tang , Raman Arora

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

We study the effectiveness of stochastic side information in deterministic online learning scenarios. We propose a forecaster to predict a deterministic sequence where its performance is evaluated against an expert class. We assume that…

Machine Learning · Computer Science 2023-03-13 Junzhang Jia , Xuetong Wu , Jingge Zhu , Jamie Evans

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…

Discrete Mathematics · Computer Science 2014-09-23 Andrew Mastin , Patrick Jaillet , Sang Chin

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

Machine Learning · Computer Science 2021-02-09 Yi Tian , Yuanhao Wang , Tiancheng Yu , Suvrit Sra

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

This work addresses the mediator feedback problem, a bandit game where the decision set consists of a number of policies, each associated with a probability distribution over a common space of outcomes. Upon choosing a policy, the learner…

Machine Learning · Computer Science 2024-02-19 Khaled Eldowa , Nicolò Cesa-Bianchi , Alberto Maria Metelli , Marcello Restelli

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

Machine Learning · Computer Science 2025-06-27 Alexander Appel , Vanessa Kosoy

We study preference learning through recommendations in multi-agent game settings, where a moderator repeatedly interacts with agents whose utility functions are unknown. In each round, the moderator issues action recommendations and…

Computer Science and Game Theory · Computer Science 2026-03-06 Arwa Alanqary , Zakaria Baba , Manxi Wu , Alexandre M. Bayen

We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…

Data Structures and Algorithms · Computer Science 2022-11-09 Binghui Peng , Fred Zhang

Despite the considerable success enjoyed by machine learning techniques in practice, numerous studies demonstrated that many approaches are vulnerable to attacks. An important class of such attacks involves adversaries changing features at…

Machine Learning · Computer Science 2018-06-07 Liang Tong , Sixie Yu , Scott Alfeld , Yevgeniy Vorobeychik

We study the adversarial satisfiability problem, where the adversary can choose whether variables are negated in clauses or not in order to make the resulting formula unsatisfiable. This is one case of a general class of adversarial…

Computational Complexity · Computer Science 2015-03-23 Michele Castellana , Lenka Zdeborová