A Near-optimal, Scalable and Parallelizable Framework for Stochastic Bandits Robust to Adversarial Corruptions and Beyond
Not on the map. Why?
Abstract (arXiv)
We investigate various stochastic bandit problems in the presence of adversarial corruptions. A seminal work for this problem is the BARBAR~citegupta2019better algorithm, which achieves both robustness and efficiency. However, it suffers from a regret of O(KC), which does not match the lower bound of Omega(C), where K denotes the number of arms and C denotes the corruption level. In this paper, we first improve the BARBAR algorithm by proposing a novel framework called BARBAT, which eliminates the factor of K to achieve an optimal regret bound up to a logarithmic factor. We also extend BARBAT to various settings, including multi-agent bandits, graph bandits, combinatorial semi-bandits and batched bandits. Compared with the Follow-the-Regularized-Leader framework, our methods are more amenable to parallelization, making them suitable for multi-agent and batched bandit settings, and they incur lower computational costs, particularly in semi-bandit problems. Numerical experiments verify the efficiency of the proposed methods.
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 20 of its 36 references that are in the map. First posted on arXiv 11 Feb 2025.
Builds on
20 of 36 references.
References · 20
- 2018Tsallis-INF: An Optimal Algorithm for Stochastic and Adversarial Banditscited by 123
- 2018Stochastic bandits robust to adversarial corruptionscited by 118
- 2018More Adaptive Algorithms for Adversarial Banditscited by 114
- 2019Batched Multi-armed Bandits Problemcited by 97
- 2019Better Algorithms for Stochastic Bandits with Adversarial Corruptionscited by 91
- 2020Inference for Batched Banditscited by 63
- 2014Nonstochastic Multi-Armed Bandits with Graph-Structured Feedbackcited by 61
- 2019Beating Stochastic and Adversarial Semi-bandits Optimally and Simultaneouslycited by 53
- 2019Regret Bounds for Batched Banditscited by 49
- 2016An algorithm with nearly optimal pseudo-regret for both stochastic and adversarial banditscited by 47
- 2023A Blackbox Approach to Best of Both Worlds in Bandits and Beyondcited by 29
- 2022Nearly Optimal Best-of-Both-Worlds Algorithms for Online Learning with Feedback Graphscited by 26
8 more
- 2020Double Explore-then-Commit: Asymptotic Optimality and Beyondcited by 24
- 2023Improved Best-of-Both-Worlds Guarantees for Multi-Armed Bandits: FTRL with General Regularizers and Multiple Optimal Armscited by 18
- 2022A Near-Optimal Best-of-Both-Worlds Algorithm for Online Learning with Feedback Graphscited by 17
- 2023Stability-penalty-adaptive follow-the-regularized-leader: Sparsity, game-dependency, and best-of-both-worldscited by 15
- 2021Cooperative Stochastic Multi-agent Multi-armed Bandits Robust to Adversarial Corruptionscited by 5
- 2023Collaborative Multi-Agent Heterogeneous Multi-Armed Banditscited by 4
- 2023On Interpolating Experts and Multi-Armed Banditscited by 4
- 2024Multi-Agent Stochastic Bandits Robust to Adversarial Corruptionscited by 3
Built on by
Not cited yet.