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We study the linear contextual bandit problem in the presence of adversarial corruption, where the interaction between the player and a possibly infinite decision set is contaminated by an adversary that can corrupt the reward up to a…

Machine Learning · Computer Science 2021-10-26 Heyang Zhao , Dongruo Zhou , Quanquan Gu

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

Machine Learning · Computer Science 2023-11-02 Thodoris Lykouris , Max Simchowitz , Aleksandrs Slivkins , Wen Sun

We study the linear contextual bandit problem in the presence of adversarial corruption, where the reward at each round is corrupted by an adversary, and the corruption level (i.e., the sum of corruption magnitudes over the horizon) is…

Machine Learning · Computer Science 2022-07-12 Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

This work studies linear bandits under a new notion of gap-adjusted misspecification and is an extension of Liu et al. (2023). When the underlying reward function is not linear, existing linear bandits work usually relies on a uniform…

Machine Learning · Computer Science 2025-01-10 Chong Liu , Dan Qiao , Ming Yin , Ilija Bogunovic , Yu-Xiang Wang

This paper considers two fundamental sequential decision-making problems: the problem of prediction with expert advice and the multi-armed bandit problem. We focus on stochastic regimes in which an adversary may corrupt losses, and we…

Machine Learning · Statistics 2021-09-24 Shinji Ito

Lipschitz bandit is a variant of stochastic bandits that deals with a continuous arm set defined on a metric space, where the reward function is subject to a Lipschitz constraint. In this paper, we introduce a new problem of Lipschitz…

Machine Learning · Computer Science 2023-10-10 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Machine Learning · Computer Science 2021-03-09 Yifang Chen , Simon S. Du , Kevin Jamieson

We study the problem of multi-agent multi-armed bandits with adversarial corruption in a heterogeneous setting, where each agent accesses a subset of arms. The adversary can corrupt the reward observations for all agents. Agents share these…

Machine Learning · Computer Science 2024-11-14 Fatemeh Ghaffari , Xuchuang Wang , Jinhang Zuo , Mohammad Hajiesmaili

We consider a stochastic linear bandit problem in which the rewards are not only subject to random noise, but also adversarial attacks subject to a suitable budget $C$ (i.e., an upper bound on the sum of corruption magnitudes across the…

Machine Learning · Statistics 2020-10-29 Ilija Bogunovic , Arpan Losalka , Andreas Krause , Jonathan Scarlett

We study linear bandits when the underlying reward function is not linear. Existing work relies on a uniform misspecification parameter $\epsilon$ that measures the sup-norm error of the best linear approximation. This results in an…

Machine Learning · Computer Science 2023-07-21 Chong Liu , Ming Yin , Yu-Xiang Wang

Online learning to rank sequentially recommends a small list of items to users from a large candidate set and receives the users' click feedback. In many real-world scenarios, users browse the recommended list in order and click the first…

Machine Learning · Computer Science 2025-02-13 Jize Xie , Cheng Chen , Zhiyong Wang , Shuai Li

In this work, we develop linear bandit algorithms that automatically adapt to different environments. By plugging a novel loss estimator into the optimization problem that characterizes the instance-optimal strategy, our first algorithm not…

Machine Learning · Computer Science 2021-06-15 Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei , Mengxiao Zhang , Xiaojin Zhang

We investigate the problem of corruption robustness in offline reinforcement learning (RL) with general function approximation, where an adversary can corrupt each sample in the offline dataset, and the corruption level $\zeta\geq0$…

Machine Learning · Computer Science 2024-02-20 Chenlu Ye , Rui Yang , Quanquan Gu , Tong Zhang

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

Machine Learning · Computer Science 2018-03-28 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

Corruption is notoriously widespread in data collection. Despite extensive research, the existing literature predominantly focuses on specific settings and learning scenarios, lacking a unified view of corruption modelization and…

Machine Learning · Computer Science 2026-05-19 Laura Iacovissi , Nan Lu , Robert C. Williamson

In supervised learning one wishes to identify a pattern present in a joint distribution $P$, of instances, label pairs, by providing a function $f$ from instances to labels that has low risk $\mathbb{E}_{P}\ell(y,f(x))$. To do so, the…

Machine Learning · Statistics 2015-07-07 Brendan van Rooyen , Robert C. Williamson

We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…

Machine Learning · Computer Science 2026-03-30 Zhuoyu Cheng , Kohei Hatano , Eiji Takimoto

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

We study linear contextual bandits in the misspecified setting, where the expected reward function can be approximated by a linear function class up to a bounded misspecification level $\zeta>0$. We propose an algorithm based on a novel…

Machine Learning · Computer Science 2023-03-17 Weitong Zhang , Jiafan He , Zhiyuan Fan , Quanquan Gu
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