English
Related papers

Related papers: An Improved Relaxation for Oracle-Efficient Advers…

200 papers

We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…

Machine Learning · Computer Science 2011-06-17 Miroslav Dudik , Daniel Hsu , Satyen Kale , Nikos Karampatziakis , John Langford , Lev Reyzin , Tong Zhang

We present regret minimization algorithms for the contextual multi-armed bandit (CMAB) problem over $K$ actions in the presence of delayed feedback, a scenario where loss observations arrive with delays chosen by an adversary. As a…

Machine Learning · Computer Science 2025-10-13 Orin Levy , Liad Erez , Alon Cohen , Yishay Mansour

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Machine Learning · Computer Science 2019-04-05 Haipeng Luo , Chen-Yu Wei , Alekh Agarwal , John Langford

Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…

Machine Learning · Computer Science 2023-07-24 Viraj Mehta , Ojash Neopane , Vikramjeet Das , Sen Lin , Jeff Schneider , Willie Neiswanger

We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and…

Machine Learning · Computer Science 2018-04-24 Elad Hazan , Wei Hu , Yuanzhi Li , Zhiyuan Li

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

We study the adversarial bandit problem with composite anonymous delayed feedback. In this setting, losses of an action are split into $d$ components, spreading over consecutive rounds after the action is chosen. And in each round, the…

Machine Learning · Computer Science 2022-04-29 Zongqi Wan , Xiaoming Sun , Jialin Zhang

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

In the stochastic contextual bandit setting, regret-minimizing algorithms have been extensively researched, but their instance-minimizing best-arm identification counterparts remain seldom studied. In this work, we focus on the stochastic…

Machine Learning · Statistics 2023-10-04 Zhaoqi Li , Lillian Ratliff , Houssam Nassif , Kevin Jamieson , Lalit Jain

In this paper, we study oracle-efficient algorithms for beyond worst-case analysis of online learning. We focus on two settings. First, the smoothed analysis setting of [RST11,HRS22] where an adversary is constrained to generating samples…

Machine Learning · Computer Science 2022-11-23 Nika Haghtalab , Yanjun Han , Abhishek Shetty , Kunhe Yang

We study linear contextual bandits under adversarial corruption and heavy-tailed noise with finite $(1+\epsilon)$-th moments for some $\epsilon \in (0,1]$. Existing work that addresses both adversarial corruption and heavy-tailed noise…

Machine Learning · Computer Science 2026-03-17 Naoto Tani , Futoshi Futami

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 derive near-optimal per-action regret bounds for sleeping bandits, in which both the sets of available arms and their losses in every round are chosen by an adversary. In a setting with $K$ total arms and at most $A$ available arms in…

Machine Learning · Computer Science 2024-05-31 Quan Nguyen , Nishant A. Mehta

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…

Machine Learning · Computer Science 2016-11-07 Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudik

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan

We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…

Machine Learning · Computer Science 2026-05-08 Dhruv Sarkar , Abhishek Sinha

We introduce a new stochastic smoothing perspective to study adversarial contextual bandit problems. We propose a general algorithm template that represents random perturbation based algorithms and identify several perturbation…

Machine Learning · Statistics 2019-06-12 Young Hun Jung , Ambuj Tewari

Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…

Machine Learning · Computer Science 2025-11-13 Qiwei Di , Jiafan He , Quanquan Gu

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