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arXiv research

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.

168,695 papers · 148 categories

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67135202269 · Jun 202019922001200920172026
48 results for adversarial feedback

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…

2018-10-22abs ↗pdf ↗

Unified framework for analyzing online convex optimization across various settings.

problem Analyzing online convex optimization in different settings and feedback types.
method Unified framework allowing systematic proposal and analysis of meta-algorithms.
result Comparable regret bounds for various feedback types and adversary types.

We derive upper and lower bounds for the policy regret of TT-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)\widetilde O(T^{2/3}) and O~(T3/4)\widetilde O(T^{3/4}) for strongly-observable and weakly-observab…

2018-04-01abs ↗pdf ↗

New RL algorithm tackles adversarial RMAB with unknown transitions and bandit feedback.

problem Learning in episodic RMAB with unknown transition functions and adversarial rewards.
method Developed a novel RL algorithm with a biased reward estimator and an index policy.
result Achieved ildeO(HT) ilde{\mathcal{O}}(H\sqrt{T}) regret bound for adversarial RMAB.

Adaptive MAB algorithms handle composite, anonymous feedback without reward interval knowledge.

problem Multi-armed bandit with composite and anonymous feedback, especially without reward interval size knowledge.
method Proposed adaptive algorithms for stochastic and adversarial cases, without reward interval knowledge.
result First algorithm for adversarial case handling non-oblivious adversary and unknown reward interval size.

Framework learns robust control policies from expert demonstrations.

problem Adversarial robustness and closed-loop generalization in feedback control policies.
method Lipschitz-constrained loss minimization for certified robustness and generalization.
result Finite sample bound on policy learning error and robust closed-loop stability.

Proposes online conformal prediction method with adversarial semi-bandit feedback.

problem Online uncertainty quantification with adversarial semi-bandit feedback.
method Formulates online conformal prediction as an adversarial bandit problem and uses regret minimization.
result Achieves long-run coverage guarantee with adversarial semi-bandit feedback.

CNN-F uses generative feedback to improve neural networks' robustness to perturbations.

problem Neural networks' vulnerability to input perturbations like noise and attacks.
method Enforces self-consistency in neural networks by incorporating generative recurrent feedback.
result CNN-F shows significantly improved adversarial robustness compared to conventional CNNs.

New algorithms tackle adversarial combinatorial bandits with switching costs.

problem Adversarial combinatorial bandits with switching costs.
method Design algorithms operating in batches to restrict switches, proving lower bounds and achieving upper bounds on regret.
result Achieved upper bounds on regret for both bandit and semi-bandit feedback settings.

Study the tradeoffs of bandit feedback in multiclass classification.

problem The price of using bandit feedback in multiclass classification.
method Mistake bound model, analysis of variants, and comparison of learners and adversaries.
result The optimal mistake bound under bandit feedback is at most O(k)O(k) times higher than in full information, with a tight bound of O(k)O(k).

Study non-oblivious adversarial bandits with delayed feedback and propose algorithms with improved regret bounds.

problem Adversarial bandit problem with delayed, composite anonymous feedback.
method Propose wrapper algorithm for non-oblivious delay setting, achieving o(T)o(T) policy regret.
result Achieve o(T)o(T) policy regret for many adversarial bandit problems with bounded memory loss sequences.

The paper addresses learner privacy in convex optimization with feedback.

problem Privacy risks from eavesdropping adversaries observing learner's queries.
method Optimally obfuscating learner's queries to make their learned optimal value hard to estimate.
result Query complexity overhead is additive in LL in the minimax formulation, multiplicative in LL in the Bayesian formulation.

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…

2016-05-23abs ↗pdf ↗

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)O(\log T) regret in stochastic and O(T){O}(\sqrt{T}) regret in adversarial settings.

A new federated bandit problem with multiple adversaries, solved with a near-optimal algorithm.

problem Non-stochastic federated multi-armed bandit problem with multiple adversaries.
method Proposed a near-optimal federated bandit algorithm called FEDEXP3.
result Guaranteed sub-linear regret without exchanging sequences of selected arm identities or loss sequences among agents.

FTPL method shows near-optimal regret bounds for AMDPs with bandit feedback.

problem Minimizing regret in AMDPs with adversarial losses and bandit feedback.
method Follow-the-Perturbed-Leader (FTPL) method for AMDPs.
result FTPL achieves near-optimal regret bounds for AMDPs with bandit feedback.

Improved algorithm for bandits with delayed feedback, combining adversarial and stochastic performance.

problem Adversarial and stochastic multiarmed bandits with delayed feedback.
method Modified Zimmert and Seldin's algorithm with near-optimal regret guarantees.
result Near-optimal regret guarantees in both adversarial and stochastic 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.

Paper introduces robust learning from feature feedback, even with annotator errors.

problem Learning from human feedback on discriminative features, especially when annotators make mistakes.
method Develops a robust framework for learning with imperfect feedback, deriving regret bounds in adversarial and stochastic settings.
result Regret bounds independent of feature number, showing robust learning is not reducible to non-robust settings.

The paper tackles adversarial attacks on recurrent neural networks.

problem Adversarial attacks on recurrent neural networks are easy and lack theoretical guarantees.
method Inspired by dynamical systems theory, the paper dynamically computes adversarial perturbations for each timestep of the input sequence.
result The paper provides theoretical guarantees on the existence of adversarial examples and robustness margins.

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.…

2019-09-12abs ↗pdf ↗

Study online learning with off-policy feedback in adversarial bandit problems.

problem Learning with limited direct feedback in sequential decision making.
method Proposed algorithms that adapt pessimistic reward estimators to handle unknown behavior policy.
result Guaranteed regret bounds scaling with policy mismatch, improving performance against well-covered comparators.

Generative model solves financial market equilibria with stable reinforcement learning.

problem Financial market equilibria under realistic frictions and multiple agents.
method Generative adversarial reinforcement learning with decoupling feedback.
result Algorithm learns and predicts asset returns and volatilities.

New algorithm reduces high-probability regret for time-varying feedback graphs.

problem High-probability regret bounds for adversarial bandits with time-varying feedback graphs.
method Online mirror descent framework with innovative techniques for pessimistic loss estimators.
result Achieves optimal high-probability regret bound for general and weakly observable graphs.

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…

2013-02-18abs ↗pdf ↗

Algorithm for online decision making with unknown dynamics and aggregate feedback.

problem Online decision making with unknown dynamics and aggregate bandit feedback.
method Developed an algorithm based on online mirror descent with a self-concordant barrier regularization and an increasing learning rate schedule.
result Achieved O(K)O(\sqrt{K}) regret for the online Markov Decision Process with KK episodes.

New algorithms control loss and constraints in uncertain, changing environments.

problem Adapting to adversarial constraints in uncertain, changing environments.
method Developed algorithms for constrained MAB problems with optimal rates of regret and positive constraint violation.
result Achieved optimal rates of regret and positive constraint violation under varying degrees of adversariality.

Algorithm POLO learns low-rank MDPs with adversarial changes in full-info feedback.

problem Learning low-rank MDPs with adversarial changes and unknown transition probabilities.
method Policy optimization-based algorithm POLO with regret guarantee.
result POLO achieves sublinear regret guarantee with no dependence on state space size.

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~(LXAT)\mathcal{\tilde{O}}(L|X|\sqrt{|A|T}) regret with high probability, where LL is the horizon, X|X| is t…

2019-12-03abs ↗pdf ↗

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…

2015-02-11abs ↗pdf ↗

Study on collaborative vs. non-collaborative online and bandit convex optimization.

problem Minimizing average regret in distributed online and bandit convex optimization.
method Analyzes the impact of collaboration in adaptive and zeroth-order feedback settings.
result Collaboration is beneficial in high-dimensional federated online optimization with limited feedback.

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\mathcal{G} based on the exponential reweighing of experts' losses. We build the artificial probabilistic framework and …

2019-02-27abs ↗pdf ↗

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 …

2019-07-29abs ↗pdf ↗

Unified framework for expert selection with bandit and lower-bound feedback.

problem Selecting the best expert in scenarios with bandit feedback and lower-bound information.
method Introduces a new feedback model combining bandit and lower-bound information, proving optimal regret bounds for modified Exp3 algorithms.
result Optimal regret bounds for modified Exp3 algorithms, generalizing both bandit and full-information settings.

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…

2013-06-04abs ↗pdf ↗

Study optimal arms in combinatorial bandits with semi-bandit feedback and finite budget.

problem Finding optimal arms in combinatorial bandits with semi-bandit feedback and finite budget constraints.
method Proposes a generic algorithm covering various arm elimination strategies and derives lower bounds.
result Demonstrates sufficient and necessary budget requirements for finding the best arm.

We consider a problem of stochastic online learning with general probabilistic graph feedback, where each directed edge in the feedback graph has probability pijp_{ij}. Two cases are covered. (a) The one-step case, where after playing arm ii the learner observes a sample reward feedback of arm jj with independent prob…

2019-03-04abs ↗pdf ↗

Algorithm learns to bid optimally in repeated first-price auctions with censored feedback.

problem Learning to bid optimally in repeated first-price auctions with incomplete feedback.
method Developed an algorithm exploiting the specific feedback structure and payoff function of first-price auctions.
result Achieved a near-optimal O~(T)\widetilde{O}(\sqrt{T}) regret bound for first-price auctions.

Algorithm provides online learning guarantees against general comparators in full and bandit feedback.

problem Adversarial online learning with data-dependent regret guarantees.
method Completely online algorithm with data-dependent regret guarantees for full and bandit feedback.
result Algorithm achieves expected performance against arbitrary comparator sequences in full and bandit feedback settings.