A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
We present and study models of adversarial online learning where the feedback observed by the learner is noisy, and the feedback is either full information feedback or bandit feedback. Specifically, we consider binary losses xored with the noise, which is a Bernoulli random variable. We consider both a constant noise r…
We derive upper and lower bounds for the policy regret of T-round online learning problems with graph-structured feedback, where the adversary is nonoblivious but assumed to have a bounded memory. We obtain upper bounds of O(T2/3) and O(T3/4) for strongly-observable and weakly-observab…
Simulation-based training (SBT) is gaining popularity as a low-cost and convenient training technique in a vast range of applications. However, for a SBT platform to be fully utilized as an effective training tool, it is essential that feedback on performance is provided automatically in real-time during training. It i…
We study an online learning framework introduced by Mannor and Shamir (2011) in which the feedback is specified by a graph, in a setting where the graph may vary from round to round and is \emph{never fully revealed} to the learner. We show a large gap between the adversarial and the stochastic cases. In the adversaria…
Study online learning in MDPs with aggregate bandit feedback, achieving low regret in both stochastic and adversarial settings.
problem Online learning in finite-horizon episodic MDPs with aggregate bandit feedback.
method Best-of-both-worlds (BOBW) algorithms using FTRL over occupancy measures, self-bounding techniques, and new loss estimators.
result First BOBW algorithms for episodic tabular MDPs with aggregate bandit feedback achieving O(logT) regret in stochastic and O(T) regret in adversarial settings.
Two algorithms improve online reinforcement learning in adversarial linear MDPs with bandit feedback.
problem Online reinforcement learning in linear MDPs with adversarial losses and bandit feedback.
method Two algorithms: one computationally inefficient with $\widetilde{\mathcal{O}}\left(\sqrt{K}
ight)$ regret, and one computationally efficient with $\widetilde{\mathcal{O}}\left(K^{\frac{3}{4}}
ight)$ regret.
result Achieved improved regret performance compared to existing approaches.
Recent research studies revealed that neural networks are vulnerable to adversarial attacks. State-of-the-art defensive techniques add various adversarial examples in training to improve models' adversarial robustness. However, these methods are not universal and can't defend unknown or non-adversarial evasion attacks.…
We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret, also known as policy regret, which better captures the adversary's adaptiveness…
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 O~(L∣X∣∣A∣T) regret with high probability, where L is the horizon, ∣X∣ is t…
This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension of the decision space. We propose ESCB, an algorithm that efficiently exploits t…
The article is devoted to investigating the application of hedging strategies to online expert weight allocation under delayed feedback. As the main result, we develop the General Hedging algorithm G based on the exponential reweighing of experts' losses. We build the artificial probabilistic framework and …
We study the adversarial multi-armed bandit problem where partial observations are available and where, in addition to the loss incurred for each action, a \emph{switching cost} is incurred for shifting to a new action. All previously known results incur a factor proportional to the independence number of the feedback …
Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect of delay on the regret of online learning algorithms. Somewhat surprisingly, it t…
We consider a problem of stochastic online learning with general probabilistic graph feedback, where each directed edge in the feedback graph has probability pij. Two cases are covered. (a) The one-step case, where after playing arm i the learner observes a sample reward feedback of arm j with independent prob…