Related papers: On the Complexity of Adversarial Decision Making
We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…
In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard…
Online learning constitutes a mathematical and compelling framework to analyze sequential decision making problems in adversarial environments. The learner repeatedly chooses an action, the environment responds with an outcome, and then the…
An individual's decisions are often guided by those of his or her peers, i.e., neighbors in a social network. Presumably, being privy to the experiences of others aids in learning and decision making, but how much advantage does an…
We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…
We consider the problem of online boosting for regression tasks, when only limited information is available to the learner. We give an efficient regret minimization method that has two implications: an online boosting algorithm with noisy…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
In learning problems, the noise inherent to the task at hand hinders the possibility to infer without a certain degree of uncertainty. Quantifying this uncertainty, regardless of its wide use, assumes high relevance for security-sensitive…
Why are classifiers in high dimension vulnerable to "adversarial" perturbations? We show that it is likely not due to information theoretic limitations, but rather it could be due to computational constraints. First we prove that, for a…
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…
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…
We study the problem of model selection in bandit scenarios in the presence of nested policy classes, with the goal of obtaining simultaneous adversarial and stochastic ("best of both worlds") high-probability regret guarantees. Our…
We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…
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…
We investigate the challenge of establishing stochastic-like guarantees when sequentially learning from a stream of i.i.d. data that includes an unknown quantity of clean-label adversarial samples. We permit the learner to abstain from…
In reinforcement learning episodes, the rewards and punishments are often non-deterministic, and there are invariably stochastic elements governing the underlying situation. Such stochastic elements are often numerous and cannot be known in…
Adversarial training has been actively studied in recent computer vision research to improve the robustness of models. However, due to the huge computational cost of generating adversarial samples, adversarial training methods are often…
Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…
Complex planning and scheduling problems have long been solved using various optimization or heuristic approaches. In recent years, imitation learning that aims to learn from expert demonstrations has been proposed as a viable alternative…
We revisit the concept of "adversary" in online learning, motivated by solving robust optimization and adversarial training using online learning methods. While one of the classical setups in online learning deals with the "adversarial"…