Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

316293124 · Jun 202019922001200920172026
48 results for corrupted rewards

No real-world reward function is perfect. Sensory errors and software bugs may result in RL agents observing higher (or lower) rewards than they should. For example, a reinforcement learning agent may prefer states where a sensory error gives it the maximum reward, but where the true reward is actually small. We formal…

2017-05-23abs ↗pdf ↗

Current reinforcement learning methods fail if the reward function is imperfect, i.e. if the agent observes reward different from what it actually receives. We study this problem within the formalism of Corrupt Reward Markov Decision Processes (CRMDPs). We show that if the reward corruption in a CRMDP is sufficiently "…

2019-06-30abs ↗pdf ↗

Algorithm maximizes total reward in multi-agent bandits with adversarial corruptions.

problem Maximizing total reward in multi-agent bandits with adversarial corruptions.
method Proposes a cooperative learning algorithm robust to adversarial corruptions.
result Demonstrates an additive O((L/Lmin)C)O((L / L_{\min}) C) regret term for an adversary with unknown corruption budget.

We study a variant of the stochastic multi-armed bandit (MAB) problem in which the rewards are corrupted. In this framework, motivated by privacy preservation in online recommender systems, the goal is to maximize the sum of the (unobserved) rewards, based on the observation of transformation of these rewards through a…

2017-08-16abs ↗pdf ↗

New algorithm resists corruption in linear contextual bandits.

problem Adversarial corruption in linear contextual bandits.
method Variance-aware algorithm with multi-level partition and adaptive confidence sets.
result Regret bound of ildeO(C2dt=1Tσt2+C2RdT) ilde{O}(C^2d\sqrt{\sum_{t = 1}^T σ_t^2} + C^2R\sqrt{dT}).

CRIMED optimizes regret in bandits with unbounded stochastic corruption.

problem Minimizing regret in bandits with arbitrary unbounded corruptions.
method Introduces CRIMED, an asymptotically-optimal algorithm for Gaussian distributions with known variance.
result Achieves exact lower bound on regret for Gaussian distributions with high corruption probability.

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 bandits. We provide a framework which modifies the aggressive exploration enjoyed b…

2019-11-20abs ↗pdf ↗

New model selects robustly in adversarial reinforcement learning with unknown corruption.

problem Adversarial corruption in reinforcement learning with unknown total corruption amount.
method Model selection approach for finite-horizon tabular and linear MDPs.
result First worst-case optimal bound without knowledge of total corruption.

New algorithm reduces linear contextual bandit regret with adversarial corruption.

problem Linear contextual bandit with adversarial reward corruption.
method Optimism in the face of uncertainty principle, weighted ridge regression.
result Achieves nearly optimal regret for both corrupted and uncorrupted cases.

A bandit algorithm reduces regret in noisy, communication-constrained feedback.

problem Distributed stochastic multi-armed bandit with noisy, communication-constrained feedback.
method Proposes a multi-phase bandit algorithm, UE-UCB++, that matches an information-theoretic lower bound.
result Matches an information-theoretic lower bound of Ω(√(KT/σ²)) on the minimax regret.

Unified framework for corruption-robust linear bandits with optimal gap-dependent misspecification bounds.

problem Effective learning in linear bandits with corrupted rewards across different corruption models.
method Unified framework for analyzing strong and weak corruption, connection to gap-dependent misspecification, and specialized algorithm.
result Optimal bounds for gap-dependent misspecification in linear bandits.

This paper optimizes attacks on stochastic bandits and proposes defenses against them.

problem Optimizing adversarial attacks on stochastic bandit algorithms.
method Designs optimal attack strategies and proposes defense algorithms.
result Optimal attack strategies and defense algorithms achieve near perfect performance.

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, e.g., click fraud, fake reviews and email spam. The goal of this model is to encour…

2018-03-25abs ↗pdf ↗

Recent studies have shown that reinforcement learning (RL) models are vulnerable in various noisy scenarios. For instance, the observed reward channel is often subject to noise in practice (e.g., when rewards are collected through sensors), and is therefore not credible. In addition, for applications such as robotics, …

2018-10-02abs ↗pdf ↗

Study cooperative bandit learning with imperfect communication, achieving near-optimal performance.

problem Real-world distributed decision-making with imperfect communication.
method Proposed decentralized algorithms for three communication scenarios: stochastic networks, random delays, and adversarially corrupted rewards.
result Achieved competitive performance and near-optimal guarantees on group regret.

In a linear stochastic bandit model, each arm is a vector in an Euclidean space and the observed return at each time step is an unknown linear function of the chosen arm at that time step. In this paper, we investigate the problem of learning the best arm in a linear stochastic bandit model, where each arm's expected r…

2019-06-26abs ↗pdf ↗

Matching Markets meet Cumulative Prospect Theory: Towards Optimal and Adversarially Robust Learning

problem Multi-agent multi-armed bandit problem in competitive setup with two-sided matching markets under human-centric decision making model
method Using cumulative prospect theory (CPT) to emulate human preferences
result Improved regret guarantees in adversarial markets with CPT as risk-sensitive measure

Develops a comprehensive theory of corruption in supervised learning.

problem Widespread corruption in data collection affects supervised learning problems.
method Introduces a general theory of corruption using Markov kernels, distinguishing and comparing corruption types.
result Establishes a unified framework for corruption types and develops mitigation strategies.

Quantifying the value of data is a fundamental problem in machine learning. Data valuation has multiple important use cases: (1) building insights about the learning task, (2) domain adaptation, (3) corrupted sample discovery, and (4) robust learning. To adaptively learn data values jointly with the target task predict…

2019-09-25abs ↗pdf ↗

Thompson Sampling tackles noisy context in stochastic bandits.

problem Designing an action policy for noisy, corrupted contexts in stochastic bandits.
method Introducing a Thompson Sampling algorithm for Gaussian bandits with Gaussian context noise, adopting an information-theoretic analysis.
result Demonstrates the Bayesian regret of the proposed algorithm concerning the oracle's action policy.

New algorithm robust to label corruptions in active learning.

problem Active learning under unknown adversarial label corruptions.
method Proposed a new active learning algorithm that is provably correct without assumptions on corruptions.
result Achieves minimax label complexity in non-corrupted setting and only requires additional labels to achieve desired accuracy in corrupted setting.

Study improves image classifier robustness to random p-norm corruptions.

problem Improving robustness of image classifiers to real-world imperceptible corruptions.
method Training and testing with random p-norm corruptions, evaluating robustness against different p-norms.
result Training with a combination of p-norm corruptions significantly improves robustness.

Study shows how repetition affects learning in bandit settings, providing algorithms with sublinear regret.

problem Effect of persistence of engagement on learning in stochastic multi-armed bandit settings.
method Novel algorithms that achieve sublinear regret under temporal constraints.
result Additive effect of priming on regret upper bound, matching popular algorithms in absence of priming.

We report quantitative relations between corruption level and economic factors, such as country wealth and foreign investment per capita, which are characterized by a power law spanning multiple scales of wealth and investments per capita. These relations hold for diverse countries, and also remain stable over differen…

2007-05-01abs ↗pdf ↗

CUTS removes corruption from models without clean data, improving utility and security.

problem Removing corruption from models without access to clean training data.
method CUTS uses a proxy set to amplify corruption and subtract it from model weights.
result CUTS recovers a large fraction of lost utility and nearly eliminates attacks with minimal damage.

Binary classification improves with a small fraction of corrupted labels.

problem Binary classification with corrupted labels.
method Established corruption as a form of regularization and computed upper bounds on estimation error.
result Corruption is beneficial only up to a small fraction of the total sample, scaling with the square root of the sample size.

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of arbitrary corruption, tractable recovery is possible when both signal and corrup…

2013-05-11abs ↗pdf ↗

New algorithm optimizes noisy, potentially corrupted functions.

problem Optimizing unknown functions with noisy bandit feedback, especially when evaluations are corrupted.
method Fast-Slow GP-UCB algorithm, combining robust and non-robust evaluations, enlarged confidence bounds.
result Theoretical analysis upper bounds cumulative regret, showing dependencies on corruption level and kernel.

We extend the model of stochastic bandits with adversarial corruption (Lykouriset al., 2018) to the stochastic linear optimization problem (Dani et al., 2008). Our algorithm is agnostic to the amount of corruption chosen by the adaptive adversary. The regret of the algorithm only increases linearly in the amount of cor…

2019-09-04abs ↗pdf ↗

Picket guards against corrupted data in machine learning models.

problem Data corruption biases models and invalidates predictions.
method PicketNet detects corrupted data using self-supervised deep learning; flags corrupted queries online.
result Picket consistently protects models from corrupted data during training and deployment.

We use methods from network science to analyze corruption risk in a large administrative dataset of over 4 million public procurement contracts from European Union member states covering the years 2008-2016. By mapping procurement markets as bipartite networks of issuers and winners of contracts we can visualize and de…

2019-09-18abs ↗pdf ↗

New setting combines state evolution and corrupted context for better decision-making.

problem Decision-making in a changing state with unreliable context.
method Proposes a new algorithm using a referee to dynamically combine contextual bandit and multi-armed bandit policies.
result Improved empirical performance compared to existing algorithms.

The main purpose of this paper is to formalize the modelling process, analysis and mathematical definition of corruption when entering into a contract between principal agent and producers. The formulation of the problem and the definition of concepts for the general case are considered. For definiteness, all calculati…

2018-04-06abs ↗pdf ↗

New algorithm robustly trains deep neural networks under corrupted supervision.

problem Training deep neural networks with corrupted supervision data.
method Unified framework for classification and regression, focusing on collective impact of data points on average gradient.
result Achieves strong guarantees without assuming the type of corruption, robust under various types of corruption.

We inspect a possible clustering structure of the corruption perception among 134 countries. Using the average linkage clustering, we uncover a well-defined hierarchy in the relationships among countries. Four main clusters are identified and they suggest that countries worldwide can be quite well separated according t…

2015-01-31abs ↗pdf ↗