9 accepted papers
We present an efficient algorithm for linear contextual bandits with adversarial losses and stochastic action sets. Our approach reduces this setting to misspecification-robust adversarial linear bandits with fixed action sets. Without knowledge of the context distribution or access to a context sim…
Machine learning is a vital part of many real-world systems, but several concerns remain about the lack of interpretability, explainability and robustness of black-box AI systems. Concept Bottleneck Models (CBM) address some of these challenges by learning interpretable concepts from high-dimensiona…
Algorithmic recourse provides explanations that help users overturn an unfavorable decision by a machine learning system. But so far very little attention has been paid to whether providing recourse is beneficial or not. We introduce an abstract learning-theoretic framework that compares the risks (…
We consider online prediction of a binary sequence with expert advice. For this setting, we devise label-efficient forecasting algorithms, which use a selective sampling scheme that enables collecting much fewer labels than standard procedures. For the general case without a perfect expert, we prove…
We consider the adversarial linear contextual bandit setting, which allows for the loss functions associated with each of $K$ arms to change over time without restriction. Assuming the $d$-dimensional contexts are drawn from a fixed known distribution, the worst-case expected regret over the course…
In the first-order query model for zero-sum $K\times K$ matrix games, players observe the expected pay-offs for all their possible actions under the randomized action played by their opponent. This classical model has received renewed interest after the discovery by Rakhlin and Sridharan that $\epsi…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of the world between these extremes. In this work we establish…
We consider online learning algorithms that guarantee worst-case regret rates in adversarial environments (so they can be deployed safely and will perform robustly), yet adapt optimally to favorable stochastic environments (so they will perform well in a variety of settings of practical importance).…
In online convex optimization it is well known that certain subclasses of objective functions are much easier than arbitrary convex functions. We are interested in designing adaptive methods that can automatically get fast rates in as many such subclasses as possible, without any manual tuning. Prev…