14 accepted papers
We propose a new best-of-both-worlds algorithm for bandits with variably delayed feedback. In contrast to prior work, which required prior knowledge of the maximal delay $d_{\max}$ and had a linear dependence of the regret on it, our algorithm can tolerate arbitrary excessive delays up to order $T$…
PAC-Bayesian analysis is a frequentist framework for incorporating prior knowledge into learning. It was inspired by Bayesian learning, which allows sequential data processing and naturally turns posteriors from one processing step into priors for the next. However, despite two and a half decades of…
We study a $K$-armed bandit with delayed feedback and intermediate observations. We consider a model, where intermediate observations have a form of a finite state, which is observed immediately after taking an action, whereas the loss is observed after an adversarially chosen delay. We show that th…
We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin [2020] simultaneously achieves a near-optimal regret guarantee in th…
We consider online learning with feedback graphs, a sequential decision-making framework where the learner's feedback is determined by a directed graph over the action set. We present a computationally-efficient algorithm for learning in this framework that simultaneously achieves near-optimal regre…
We present a new concentration of measure inequality for sums of independent bounded random variables, which we name a split-kl inequality. The inequality combines the combinatorial power of the kl inequality with ability to exploit low variance. While for Bernoulli random variables the kl inequalit…
We propose an algorithm for stochastic and adversarial multiarmed bandits with switching costs, where the algorithm pays a price $\lambda$ every time it switches the arm being played. Our algorithm is based on adaptation of the Tsallis-INF algorithm of Zimmert and Seldin (2021) and requires no prior…
We present a new second-order oracle bound for the expected risk of a weighted majority vote. The bound is based on a novel parametric form of the Chebyshev-Cantelli inequality (a.k.a. one-sided Chebyshev’s), which is amenable to efficient minimization. The new form resolves the optimization challen…
We propose a new algorithm for adversarial multi-armed bandits with unrestricted delays. The algorithm is based on a novel hybrid regularizer applied in the Follow the Regularized Leader (FTRL) framework. It achieves $\mathcal{O}(\sqrt{kn}+\sqrt{D\log(k)})$ regret guarantee, where $k$ is the number…
We present a novel analysis of the expected risk of weighted majority vote in multiclass classification. The analysis takes correlation of predictions by ensemble members into account and provides a bound that is amenable to efficient minimization, which yields improved weighting for the majority vo…
We derive an algorithm that achieves the optimal (up to constants) pseudo-regret in both adversarial and stochastic multi-armed bandits without prior knowledge of the regime and time horizon. The algorithm is based on online mirror descent with Tsallis entropy regularizer. We provide a complete char…
We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the $O(\sqrt{(KT + D)\ln K})$ regret bound conjectured by Cesa-Bianchi et al. [2016] in the case of variable, but bounded delays. Here, $K$ is…
We derive an online learning algorithm with improved regret guarantees for ``easy'' loss sequences. We consider two types of ``easiness'': (a) stochastic loss sequences and (b) adversarial loss sequences with small effective range of the losses. While a number of algorithms have been proposed for ex…
We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special case, but significantly relax the assumptions on the form of…