# Small-loss bounds for online learning with partial information

arXiv: https://arxiv.org/abs/1711.03639 · HTML: https://mlsanity.com/paper/1711.03639/

## Key facts

- Cited by 18 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 Nov 2017.

## Built on by (most cited first, 18 of 18)

- [Adaptivity and Non-stationarity: Problem-dependent Dynamic Regret for Online Convex Optimization](https://mlsanity.com/paper/2112.14368/) (2021)
- [Efficient First-Order Contextual Bandits: Prediction, Allocation, and Triangular Discrimination](https://mlsanity.com/paper/2107.02237/) (2021)
- [First-Order Regret in Reinforcement Learning with Linear Function Approximation: A Robust Estimation Approach](https://mlsanity.com/paper/2112.03432/) (2021)
- [The Benefits of Being Distributional: Small-Loss Bounds for Reinforcement Learning](https://mlsanity.com/paper/2305.15703/) (2023)
- [Beyond Bandit Feedback in Online Multiclass Classification](https://mlsanity.com/paper/2106.03596/) (2021)
- [Practical Contextual Bandits with Feedback Graphs](https://mlsanity.com/paper/2302.08631/) (2023)
- [Model Selection for Generic Contextual Bandits](https://mlsanity.com/paper/2107.03455/) (2021)
- [Switching the Loss Reduces the Cost in Batch (Offline) Reinforcement Learning](https://mlsanity.com/paper/2403.05385/) (2024)
- [The Central Role of the Loss Function in Reinforcement Learning](https://mlsanity.com/paper/2409.12799/) (2024)
- [Efficient Contextual Bandits with Uninformed Feedback Graphs](https://mlsanity.com/paper/2402.08127/) (2024)
- [Learning to Price Against a Moving Target](https://mlsanity.com/paper/2106.04689/) (2021)
- [Improved High-Probability Regret for Adversarial Bandits with Time-Varying Feedback Graphs](https://mlsanity.com/paper/2210.01376/) (2022)
- [Stochastic Online Learning with Feedback Graphs: Finite-Time and Asymptotic Optimality](https://mlsanity.com/paper/2206.10022/) (2022)
- [Universal Caching](https://mlsanity.com/paper/2205.04860/) (2022)
- [Nearly Optimal Algorithms with Sublinear Computational Complexity for Online Kernel Regression](https://mlsanity.com/paper/2306.08320/) (2023)
- [Learnability in Online Kernel Selection with Memory Constraint via Data-dependent Regret Analysis](https://mlsanity.com/paper/2407.00916/) (2024)
- [From Average Sensitivity to Small-Loss Regret Bounds under Random-Order Model](https://mlsanity.com/paper/2602.09457/) (2026)
- [Toward Optimal Second-Order Path-Length Guarantee for Adversarial Multi-Armed Bandits](https://mlsanity.com/paper/2608.15996/) (2026)

## Abstract (arXiv)

We consider the problem of adversarial (non-stochastic) online learning with partial information feedback, where at each round, a decision maker selects an action from a finite set of alternatives. We develop a black-box approach for such problems where the learner observes as feedback only losses of a subset of the actions that includes the selected action. When losses of actions are non-negative, under the graph-based feedback model introduced by Mannor and Shamir, we offer algorithms that attain the so called "small-loss" o(α Lstar) regret bounds with high probability, where α is the independence number of the graph, and Lstar is the loss of the best action. Prior to our work, there was no data-dependent guarantee for general feedback graphs even for pseudo-regret (without dependence on the number of actions, i.e. utilizing the increased information feedback). Taking advantage of the black-box nature of our technique, we extend our results to many other applications such as semi-bandits (including routing in networks), contextual bandits (even with an infinite comparator class), as well as learning with slowly changing (shifting) comparators. In the special case of classical bandit and semi-bandit problems, we provide optimal small-loss, high-probability guarantees of tildeO(√dLstar) for actual regret, where d is the number of actions, answering open questions of Neu. Previous bounds for bandits and semi-bandits were known only for pseudo-regret and only in expectation. We also offer an optimal tildeO(√kappa Lstar) regret guarantee for fixed feedback graphs with clique-partition number at most kappa.
