The Real Price of Bandit Information in Multiclass Classification
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Abstract (arXiv)
We revisit the classical problem of multiclass classification with bandit feedback (Kakade, Shalev-Shwartz and Tewari, 2008), where each input classifies to one of K possible labels and feedback is restricted to whether the predicted label is correct or not. Our primary inquiry is with regard to the dependency on the number of labels K, and whether T-step regret bounds in this setting can be improved beyond the smash√KT dependence exhibited by existing algorithms. Our main contribution is in showing that the minimax regret of bandit multiclass is in fact more nuanced, and is of the form smashwidetildeThetaleft(min left|H| + √T, √KT log |H| right right) , where H is the underlying (finite) hypothesis class. In particular, we present a new bandit classification algorithm that guarantees regret smashwidetildeO(|H|+√T), improving over classical algorithms for moderately-sized hypothesis classes, and give a matching lower bound establishing tightness of the upper bounds (up to log-factors) in all parameter regimes.
Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 20 of its 36 references that are in the map. First posted on arXiv 16 May 2024.
Builds on
20 of 36 references.
References · 20
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8 more
- 2022Uncoupled Learning Dynamics with O(log T) Swap Regret in Multiplayer Gamescited by 35
- 2013The price of bandit information in multiclass online classificationcited by 24
- 2017Sparsity, variance and curvature in multi-armed banditscited by 24
- 2023Multiclass Online Learnability under Bandit Feedbackcited by 12
- 2015Gains and Losses are Fundamentally Different in Regret Minimization: The Sparse Casecited by 9
- 2021A note on the price of bandit feedback for mistake-bounded online learningcited by 9
- 2021Best-of-All-Worlds Bounds for Online Learning with Feedback Graphscited by 4
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Built on by
Citing papers per year: 2024: 1; 2025: 1; 2026: 5.
7 papers.
- 2024Fast Rates for Bandit PAC Multiclass Classificationcited by 6
- 2025From Contextual Combinatorial Semi-Bandits to Bandit List Classification: Improved Sample Complexity with Sparse Rewardscited by 4
- 2026PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Settingcited by 1
- 2026The Sample Complexity of Multiclass and Sparse Contextual Banditscited by 1
- 2026On Randomized Algorithms in Online Strategic Classificationcited by 0
- 2026Policy Gradient with Adaptive Entropy Annealing for Continual Fine-Tuningcited by 0
- 2026Bandit Multiclass PAC Learning: Corrected Lower Bounds, Exact Families, and a Confidence Direct-Sum Phenomenoncited by 0
- 2026Bandit Multiclass PAC Learning: Corrected Lower Bounds, Exact Families, and a Confidence Direct-Sum Phenomenon31 Aug 2026
- 2026The Sample Complexity of Multiclass and Sparse Contextual Bandits28 May 2026
- 2026PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting25 May 2026
- 2026Policy Gradient with Adaptive Entropy Annealing for Continual Fine-Tuning15 Feb 2026
- 2026On Randomized Algorithms in Online Strategic Classification5 Feb 2026
- 2025From Contextual Combinatorial Semi-Bandits to Bandit List Classification: Improved Sample Complexity with Sparse Rewards13 Feb 2025
- 2024Fast Rates for Bandit PAC Multiclass Classification18 Jun 2024