# Finite and Corruption-Robust Regret Bounds in Online Inverse Linear Optimization under M-Convex Action Sets

arXiv: https://arxiv.org/abs/2602.01682 · HTML: https://mlsanity.com/paper/2602.01682/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 18 of its 41 references that are in the map.
- First posted on arXiv 2 Feb 2026.

## Builds on (most cited first, 18 of 18)

- [Training language models to follow instructions with human feedback](https://mlsanity.com/paper/2203.02155/) (2022)
- [Deep reinforcement learning from human preferences](https://mlsanity.com/paper/1706.03741/) (2017)
- [Inverse Optimization: Theory and Applications](https://mlsanity.com/paper/2109.03920/) (2021)
- [Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization](https://mlsanity.com/paper/1512.09170/) (2015)
- [Inverse Optimization with Noisy Data](https://mlsanity.com/paper/1507.03266/) (2015)
- [Data-driven Inverse Optimization with Imperfect Information](https://mlsanity.com/paper/1512.05489/) (2015)
- [Data-Driven Estimation in Equilibrium Using Inverse Optimization](https://mlsanity.com/paper/1308.3397/) (2013)
- [Contextual Search via Intrinsic Volumes](https://mlsanity.com/paper/1804.03195/) (2018)
- [Contextual Inverse Optimization: Offline and Online Learning](https://mlsanity.com/paper/2106.14015/) (2021)
- [An Online-Learning Approach to Inverse Optimization](https://mlsanity.com/paper/1810.12997/) (2018)
- [Contextual Recommendations and Low-Regret Cutting-Plane Algorithms](https://mlsanity.com/paper/2106.04819/) (2021)
- [Maximum Optimality Margin: A Unified Approach for Contextual Linear Programming and Inverse Linear Programming](https://mlsanity.com/paper/2301.11260/) (2023)
- [Online Inverse Linear Optimization: Efficient Logarithmic-Regret Algorithm, Robustness to Suboptimality, and Lower Bound](https://mlsanity.com/paper/2501.14349/) (2025)
- [Revisiting Online Learning Approach to Inverse Linear Optimization: A Fenchel-Young Loss Perspective and Gap-Dependent Regret Analysis](https://mlsanity.com/paper/2501.13648/) (2025)
- [Online Convex Optimization Perspective for Learning from Dynamically Revealed Preferences](https://mlsanity.com/paper/2008.10460/) (2020)
- [Density-Based Algorithms for Corruption-Robust Contextual Search and Convex Optimization](https://mlsanity.com/paper/2206.07528/) (2022)
- [Faster Discrete Convex Function Minimization with Predictions: The M-Convex Case](https://mlsanity.com/paper/2306.05865/) (2023)
- [No-Regret Mnatural-Concave Function Maximization: Stochastic Bandit Algorithms and Hardness of Adversarial Full-Information Setting](https://mlsanity.com/paper/2405.12439/) (2024)

## Built on by (most cited first, 8 of 8)

- [Simple Projection-Free Algorithm for Contextual Recommendation with Logarithmic Regret and Robustness](https://mlsanity.com/paper/2603.20826/) (2026)
- [Multiscale Reward Hedging from Correct Demonstrations](https://mlsanity.com/paper/2608.06825/) (2026)
- [Efficient Online Inverse Optimization with O(d) Regret](https://mlsanity.com/paper/2609.13440/) (2026)
- [Explicit Iteration Complexity of Exact Data-Driven Inverse Optimization for Integer Linear Programs](https://mlsanity.com/paper/2607.22263/) (2026)
- [Online Inverse Integer Linear Optimization via Small-Gradient Skipping: Constant Regret and Finite Mistakes](https://mlsanity.com/paper/2609.09809/) (2026)
- [Tight Regret Bound for Online Inverse Linear Optimization via Multiscale Matrix Weights](https://mlsanity.com/paper/2609.26978/) (2026)
- [Cogentic: Multi-Agent Orchestration for Automated Proof Discovery](https://mlsanity.com/paper/2609.40324/) (2026)
- [Optimal and Efficient Online Inverse Optimization](https://mlsanity.com/paper/2610.08735/) (2026)

## Abstract (arXiv)

We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner aims to recommend actions that perform well under the agent's true objective, and the performance is measured by the regret, defined as the cumulative gap between the agent's optimal values and those achieved by the learner's recommended actions. Prior work has established a regret bound of O(dlog T), as well as a finite but exponentially large bound of exp(O(dlog d)), where d is the dimension of the optimization problem and T is the time horizon, while a regret lower bound of Omega(d) is known (Gollapudi et al. 2021; Sakaue et al. 2025). Whether a finite regret bound polynomial in d is achievable or not has remained an open question. We partially resolve this by showing that when the feasible sets are M-convex -- a broad class that includes matroids -- a finite regret bound of O(dlog d) is possible. We achieve this by combining a structural characterization of optimal solutions on M-convex sets with a geometric volume argument. Moreover, we extend our approach to adversarially corrupted feedback in up to C rounds. We obtain a regret bound of O((C+1)dlog d) without prior knowledge of C, by monitoring directed graphs induced by the observed feedback to detect corruptions adaptively.
