相关论文: Corruption-Robust Lipschitz Contextual Search

We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…

We consider stochastic multi-armed bandit problems where the expected reward is a Lipschitz function of the arm, and where the set of arms is either discrete or continuous. For discrete Lipschitz bandits, we derive asymptotic problem…

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

When minimizing the empirical risk in binary classification, it is a common practice to replace the zero-one loss with a surrogate loss to make the learning objective feasible to optimize. Examples of well-known surrogate losses for binary…

In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…

Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…

The Lipschitz bandit problem extends stochastic bandits to a continuous action set defined over a metric space, where the expected reward function satisfies a Lipschitz condition. In this work, we introduce a new problem of Lipschitz bandit…

We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting where the entire cost function is revealed after each decision,…

We describe and analyze a new algorithm for agnostically learning kernel-based halfspaces with respect to the \emph{zero-one} loss function. Unlike most previous formulations which rely on surrogate convex loss functions (e.g. hinge-loss in…

We study a robust online convex optimization framework, where an adversary can introduce outliers by corrupting loss functions in an arbitrary number of rounds k, unknown to the learner. Our focus is on a novel setting allowing unbounded…

We consider the problem of sequential decision making under uncertainty in which the loss caused by a decision depends on the following binary observation. In competitive on-line learning, the goal is to design decision algorithms that are…

We consider a model of robust learning in an adversarial environment. The learner gets uncorrupted training data with access to possible corruptions that may be affected by the adversary during testing. The learner's goal is to build a…

In many repeated auction settings, participants care not only about how frequently they win but also how their winnings are distributed over time. This problem arises in various practical domains where avoiding congested demand is crucial,…

We study cooperative stochastic multi-armed bandits with vector-valued rewards under adversarial corruption and limited verification. In each of $T$ rounds, each of $N$ agents selects an arm, the environment generates a clean reward vector,…

Linear bandits have a wide variety of applications including recommendation systems yet they make one strong assumption: the algorithms must know an upper bound $S$ on the norm of the unknown parameter $\theta^*$ that governs the reward…

In this paper, we study a simple and generic framework to tackle the problem of learning model parameters when a fraction of the training samples are corrupted. We first make a simple observation: in a variety of such settings, the…

In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

We study the problem of linear contextual bandits with paid observations, where at each round the learner selects an action in order to minimize its loss in a given context, and can then decide to pay a fixed cost to observe the loss of any…

In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…