相关论文: Corruption-Robust Lipschitz Contextual Search
The problem of online learning with graph feedback has been extensively studied in the literature due to its generality and potential to model various learning tasks. Existing works mainly study the adversarial and stochastic feedback…
We study the adversarial robustness in offline reinforcement learning. Given a batch dataset consisting of tuples $(s, a, r, s')$, an adversary is allowed to arbitrarily modify $\epsilon$ fraction of the tuples. From the corrupted dataset…
We consider the problem of designing contextual bandit algorithms in the ``cross-learning'' setting of Balseiro et al., where the learner observes the loss for the action they play in all possible contexts, not just the context of the…
In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic regret when these functions are also strongly convex.…
We study the problem of full-information online learning in the "bounded recall" setting popular in the study of repeated games. An online learning algorithm $\mathcal{A}$ is $M$-$\textit{bounded-recall}$ if its output at time $t$ can be…
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,…
Random Search is one of the most widely-used method for Hyperparameter Optimization, and is critical to the success of deep learning models. Despite its astonishing performance, little non-heuristic theory has been developed to describe the…
We give a randomized online algorithm that guarantees near-optimal $\widetilde O(\sqrt T)$ expected swap regret against any sequence of $T$ adaptively chosen Lipschitz convex losses on the unit interval. This improves the previous best…
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…
In the last several years, the intimate connection between convex optimization and learning problems, in both statistical and sequential frameworks, has shifted the focus of algorithmic machine learning to examine this interplay. In…
We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…
Combinatorial algorithms are widely used for decision-making and knowledge discovery, and it is important to ensure that their output remains stable even when subjected to small perturbations in the input. Failure to do so can lead to…
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…
We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…
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…
Let g : $\Omega$ = [0, 1] d $\rightarrow$ R denote a Lipschitz function that can be evaluated at each point, but at the price of a heavy computational time. Let X stand for a random variable with values in $\Omega$ such that one is able to…
We study for the first time, stochastic dueling bandits over continuous action spaces with Lipschitz structure, where feedback is purely comparative. While dueling bandits and Lipschitz bandits have been studied separately, their…
In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…
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…
Learning the governing equations in dynamical systems from time-varying measurements is of great interest across different scientific fields. This task becomes prohibitive when such data is moreover highly corrupted, for example, due to the…