Stochastic Linear Optimization with Adversarial Corruption
Not on the map. Why?
Abstract (arXiv)
We extend the model of stochastic bandits with adversarial corruption (Lykouriset al., 2018) to the stochastic linear optimization problem (Dani et al., 2008). Our algorithm is agnostic to the amount of corruption chosen by the adaptive adversary. The regret of the algorithm only increases linearly in the amount of corruption. Our algorithm involves using L"owner-John's ellipsoid for exploration and dividing time horizon into epochs with exponentially increasing size to limit the influence of corruption.
Key facts. Cited by 24 papers in the map (data through 14 Oct 2026). First posted on arXiv 4 Sep 2019.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2021: 8; 2022: 5; 2023: 6; 2024: 3; 2025: 0; 2026: 2.
24 papers.
Sort:
By area:
- 2022Nearly Optimal Algorithms for Linear Contextual Bandits with Adversarial Corruptionscited by 51
- 2021Achieving Near Instance-Optimality and Minimax-Optimality in Stochastic and Adversarial Linear Bandits Simultaneouslycited by 48
- 2021A Model Selection Approach for Corruption Robust Reinforcement Learningcited by 45
- 2021Robust Stochastic Linear Contextual Bandits Under Adversarial Attackscited by 33
- 2022Corruption-Robust Algorithms with Uncertainty Weighting for Nonlinear Contextual Bandits and Markov Decision Processescited by 33
- 2021On Optimal Robustness to Adversarial Corruption in Online Decision Problemscited by 21
- 2021Linear Contextual Bandits with Adversarial Corruptionscited by 21
- 2021Improved Corruption Robust Algorithms for Episodic Reinforcement Learningcited by 20
- 2022Contexts can be Cheap: Solving Stochastic Contextual Bandits with Linear Bandit Algorithmscited by 19
- 2023Robust Lipschitz Bandits to Adversarial Corruptionscited by 15
- 2023Best-of-Three-Worlds Linear Bandit Algorithm with Variance-Adaptive Regret Boundscited by 14
- 2023Best-of-three-worlds Analysis for Linear Bandits with Follow-the-regularized-leader Algorithmcited by 12
12 more
- 2021Bias-Robust Bayesian Optimization via Dueling Banditscited by 11
- 2022A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Banditscited by 11
- 2024Nearly Optimal Algorithms for Contextual Dueling Bandits from Adversarial Feedbackcited by 9
- 2024Corruption-Robust Linear Bandits: Minimax Optimality and Gap-Dependent Misspecificationcited by 7
- 2021Cooperative Stochastic Multi-agent Multi-armed Bandits Robust to Adversarial Corruptionscited by 5
- 2022Density-Based Algorithms for Corruption-Robust Contextual Search and Convex Optimizationcited by 4
- 2023Robust Causal Bandits for Linear Modelscited by 4
- 2023Online Corrupted User Detection and Regret Minimizationcited by 3
- 2024Improved Bound for Robust Causal Bandits with Linear Modelscited by 2
- 2023Robust and differentially private stochastic linear banditscited by 0
- 2026Robust and Computationally Efficient Linear Contextual Bandits under Adversarial Corruption and Heavy-Tailed Noisecited by 0
- 2026Corruption-Robust Sparse Linear Contextual Bandits with Knapsack Constraintscited by 0
- 2026Corruption-Robust Sparse Linear Contextual Bandits with Knapsack Constraints29 Sep 2026
- 2026Robust and Computationally Efficient Linear Contextual Bandits under Adversarial Corruption and Heavy-Tailed Noise16 Mar 2026
- 2024Corruption-Robust Linear Bandits: Minimax Optimality and Gap-Dependent Misspecification10 Oct 2024
- 2024Improved Bound for Robust Causal Bandits with Linear Models13 May 2024
- 2024Nearly Optimal Algorithms for Contextual Dueling Bandits from Adversarial Feedback16 Apr 2024
- 2023Robust Causal Bandits for Linear Models30 Oct 2023
- 2023Online Corrupted User Detection and Regret Minimization7 Oct 2023
- 2023Robust Lipschitz Bandits to Adversarial Corruptions29 May 2023
- 2023Robust and differentially private stochastic linear bandits23 Apr 2023
- 2023Best-of-three-worlds Analysis for Linear Bandits with Follow-the-regularized-leader Algorithm13 Mar 2023
- 2023Best-of-Three-Worlds Linear Bandit Algorithm with Variance-Adaptive Regret Bounds24 Feb 2023
- 2022Corruption-Robust Algorithms with Uncertainty Weighting for Nonlinear Contextual Bandits and Markov Decision Processes12 Dec 2022
12 more
- 2022Contexts can be Cheap: Solving Stochastic Contextual Bandits with Linear Bandit Algorithms8 Nov 2022
- 2022Density-Based Algorithms for Corruption-Robust Contextual Search and Convex Optimization15 Jun 2022
- 2022Nearly Optimal Algorithms for Linear Contextual Bandits with Adversarial Corruptions13 May 2022
- 2022A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Bandits3 Feb 2022
- 2021Linear Contextual Bandits with Adversarial Corruptions25 Oct 2021
- 2021A Model Selection Approach for Corruption Robust Reinforcement Learning7 Oct 2021
- 2021On Optimal Robustness to Adversarial Corruption in Online Decision Problems22 Sep 2021
- 2021Cooperative Stochastic Multi-agent Multi-armed Bandits Robust to Adversarial Corruptions8 Jun 2021
- 2021Robust Stochastic Linear Contextual Bandits Under Adversarial Attacks5 Jun 2021
- 2021Bias-Robust Bayesian Optimization via Dueling Bandits25 May 2021
- 2021Improved Corruption Robust Algorithms for Episodic Reinforcement Learning13 Feb 2021
- 2021Achieving Near Instance-Optimality and Minimax-Optimality in Stochastic and Adversarial Linear Bandits Simultaneously11 Feb 2021
- 2022Nearly Optimal Algorithms for Linear Contextual Bandits with Adversarial Corruptionscited by 51
- 2021Achieving Near Instance-Optimality and Minimax-Optimality in Stochastic and Adversarial Linear Bandits Simultaneouslycited by 48
- 2021A Model Selection Approach for Corruption Robust Reinforcement Learningcited by 45
- 2021Robust Stochastic Linear Contextual Bandits Under Adversarial Attackscited by 33
- 2022Corruption-Robust Algorithms with Uncertainty Weighting for Nonlinear Contextual Bandits and Markov Decision Processescited by 33
- 2021On Optimal Robustness to Adversarial Corruption in Online Decision Problemscited by 21
- 2021Linear Contextual Bandits with Adversarial Corruptionscited by 21
- 2021Improved Corruption Robust Algorithms for Episodic Reinforcement Learningcited by 20
- 2022Contexts can be Cheap: Solving Stochastic Contextual Bandits with Linear Bandit Algorithmscited by 19
- 2023Robust Lipschitz Bandits to Adversarial Corruptionscited by 15
- 2023Best-of-Three-Worlds Linear Bandit Algorithm with Variance-Adaptive Regret Boundscited by 14
- 2023Best-of-three-worlds Analysis for Linear Bandits with Follow-the-regularized-leader Algorithmcited by 12
12 most cited of 23 All 23 (JSON)
- 2026Corruption-Robust Sparse Linear Contextual Bandits with Knapsack Constraints29 Sep 2026
- 2026Robust and Computationally Efficient Linear Contextual Bandits under Adversarial Corruption and Heavy-Tailed Noise16 Mar 2026
- 2024Corruption-Robust Linear Bandits: Minimax Optimality and Gap-Dependent Misspecification10 Oct 2024
- 2024Improved Bound for Robust Causal Bandits with Linear Models13 May 2024
- 2023Robust Causal Bandits for Linear Models30 Oct 2023
- 2023Online Corrupted User Detection and Regret Minimization7 Oct 2023
- 2023Robust Lipschitz Bandits to Adversarial Corruptions29 May 2023
- 2023Robust and differentially private stochastic linear bandits23 Apr 2023
- 2023Best-of-three-worlds Analysis for Linear Bandits with Follow-the-regularized-leader Algorithm13 Mar 2023
- 2023Best-of-Three-Worlds Linear Bandit Algorithm with Variance-Adaptive Regret Bounds24 Feb 2023
- 2022Corruption-Robust Algorithms with Uncertainty Weighting for Nonlinear Contextual Bandits and Markov Decision Processes12 Dec 2022
- 2022Contexts can be Cheap: Solving Stochastic Contextual Bandits with Linear Bandit Algorithms8 Nov 2022
12 newest of 23 All 23 (JSON)