arXiv Machine Learning

Tracking the Best Strategy in an Extensive-Form Game

arXiv:2608. 09501v1 Announce Type: new Abstract: We consider the extensive-form bandit problem where on each trial the learner plays an extensive-form game against an oblivious adversary.

arXiv Statistics ML
Oct 26

From Dueling Bandits to Episodic MDPs: Learning with Adversarial Preference Feedback

The paper extends dueling bandits to episodic Markov decision processes where selecting a pair of arms not only yields a noisy preference but also influences the next state. It defines a state‑wise preference‑based MDP with adversarially changing preferences and Borda‑score losses, and proves a minimax regret of ∫Θ(min{HT,(H^3SK)^{1/3}T^{2/3}}) under known transitions. The authors provide an online linear‑optimization algorithm achieving this bound, a policy‑optimization algorithm with closed‑form updates, and extensions to unknown transitions.

By Taira Tsuchiya, Shinji Ito, Haipeng Luo
arXiv Machine Learning
Sep 21

From Switching to Dynamic Regret: A Simple Reduction via Unbiased Random Sequences

The paper introduces a straightforward framework that transforms dynamic regret minimization into switching regret minimization by constructing an unbiased random sequence for any comparator sequence. Using this reduction, the authors derive dynamic regret bounds for strongly convex and exp-concave losses of “~O(T^{1/3}P_T^{2/3})” and for general convex losses of “O(√{T(1+P_T)})”, matching known minimax optimal results. The approach leverages off-the-shelf switching regret algorithms and controlled variance to achieve these bounds.

By Yibo Wang, Wenhao Yang, Sifan Yang, Yuanyu Wan, Lijun Zhang
arXiv Machine Learning
Jul 9

Nonlinear Bandit

arXiv:2607. 07304v1 Announce Type: new Abstract: In this paper we first study the problem of generalized linear bandit (GLB) under heavy-tailed noise.

By Tianshuo Zheng, Ting Wu, Zhi-Hua Zhou, Keqin Liu
arXiv Machine Learning
Oct 12

Simultaneous Competitive and Regret Guarantees for TCP Acknowledgment

The paper investigates TCP acknowledgment strategies that aim to minimize both acknowledgment and waiting costs. It establishes that no deterministic online algorithm can achieve a competitive ratio better than 2, and shows that achieving sublinear regret requires at least $k$ randomized online experts.

By Tsubasa Harada, Yasushi Kawase, Hanna Sumita
arXiv Machine Learning
Jun 5

Multi-Agent Lipschitz Bandits

arXiv:2602. 16965v2 Announce Type: replace Abstract: We study the decentralized multi-player stochastic bandit problem over a continuous, Lipschitz-structured action space where hard collisions yield zero reward.

By Sourav Chakraborty, Amit Kiran Rege, Claire Monteleoni, Lijun Chen