arXiv Machine Learning

Adaptive Learning Rates with Surrogate Probability for Follow-the-Perturbed-Leader

arXiv:2606. 06043v1 Announce Type: cross Abstract: Follow-the-regularized-leader framework has shown effectiveness and flexibility in online learning problems, where the choice of learning rates are known to be crucial.

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
Jun 29

Self-Concordant Perturbations for Linear Bandits

arXiv:2510. 24187v3 Announce Type: replace-cross Abstract: We consider the adversarial linear bandits setting and present a unified algorithmic framework that bridges Follow-the-Regularized-Leader (FTRL) and Follow-the-Perturbed-Leader (FTPL) methods, extending the known connection between them from the full-information setting.

By Lucas L\'evy, Jean-Lou Valeau, Arya Akhavan, Patrick Rebeschini
arXiv Machine Learning
Sep 10

Improved Dimension Dependence for Bandit Convex Optimization with Gradient Variations

The paper presents an improved analysis of non‑consecutive gradient variation in Bandit Convex Optimization (BCO) with two‑point feedback, leading to better dimension dependence for both convex and strongly convex functions compared to prior work. It also derives new problem‑dependent guarantees such as gradient‑variance and small‑loss regret bounds, extends the technique to one‑point bandit linear optimization over hyper‑rectangular domains, and establishes the first gradient‑variation dynamic and universal regret bounds for two‑point BCO.

By Hang Yu, Yu-Hu Yan, Peng Zhao
arXiv Machine Learning
Aug 12

Efficient Uncoupled Learning Dynamics with $\tilde{O}\!\left(T^{-1/4}\right)$ Last-Iterate Convergence in Bilinear Saddle-Point Problems over Convex Sets under Bandit Feedback

arXiv:2602. 21436v2 Announce Type: replace-cross Abstract: In this paper, we study last-iterate convergence of learning algorithms in bilinear saddle-point problems, a preferable notion of convergence that captures the day-to-day behavior of learning dynamics.

By Arnab Maiti, Claire Jie Zhang, Kevin Jamieson, Jamie Heather Morgenstern, Ioannis Panageas, Lillian J. Ratliff