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Hierarchical Adversarial Bandits for Online Configuration Optimization

arXiv 2505.19061 ↗First posted 25 May 2025cs.LG cs.MA stat.MLcited by 0

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Abstract (arXiv)

Motivated by Online Configuration Optimization in large, dynamic parameter spaces, this work studies the nonstochastic multi-armed bandit (MAB) problem in metric action spaces with oblivious Lipschitz adversaries. We propose ABoB (Adversarial Bandit over Bandits), a hierarchical framework that decomposes the configuration space into clusters to accelerate learning and adapt to changing environments. We evaluate ABoB using standard algorithms such as EXP3 and Tsallis-INF on a real-world production storage system, demonstrating significant performance gains of up to 50% compared to state-of-the-art "flat" bandit algorithms. Extensive simulations further confirm that ABoB effectively exploits metric structures, achieving up to 91% improvement in adversarial metric scenarios while significantly reducing computational running time. Theoretical analysis grounds this empirical success: we prove that ABoB maintains a worst-case "safety net" bound of O(√kT), matching traditional methods, where T is the number of rounds and k is the number of arms, while capable of accelerating learning to O(k1/4√T) under favorable Lipschitz conditions. This combination of operational efficiency and theoretical soundness makes ABoB a practical solution for automated system tuning.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 11 of its 36 references that are in the map. First posted on arXiv 25 May 2025.

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11 of 36 references.

References · 11

  1. 2016Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimizationcited by 699
  2. 2019Introduction to Multi-Armed Banditscited by 481
  3. 2018Tsallis-INF: An Optimal Algorithm for Stochastic and Adversarial Banditscited by 124
  4. 2015Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challengescited by 114
  5. 2016Corralling a Band of Bandit Algorithmscited by 100
  6. 2013Bandits and Experts in Metric Spacescited by 63
  7. 2014Nonstochastic Multi-Armed Bandits with Graph-Structured Feedbackcited by 61
  8. 2019Hedging the Drift: Learning to Optimize under Non-Stationaritycited by 46
  9. 2019A Survey on Practical Applications of Multi-Armed and Contextual Banditscited by 45
  10. 2017An Improved Parametrization and Analysis of the EXP3++ Algorithm for Stochastic and Adversarial Banditscited by 43
  11. 2019Multi-Armed Bandits with Correlated Armscited by 34

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