Oracle-Efficient Online Classification with Stochastic Inputs and Adversarial Outputs

We consider binary prediction with i.i.d. contexts from an unknown distribution and adaptively chosen losses. We show that a simple Follow-the-Perturbed-Leader algorithm using a Gaussian perturbation for each observed context achieves widetilde O(√Tlog N) regret for a class of N experts, while requiring one optimization-oracle call per round and no explicit enumeration of the class. For an infinite hypothesis class mathcal H, the same algorithm achieves widetilde O(√ToperatornameVC(mathcal H)) regret. This resolves an open problem posed by Lazaric and Munos (2012), showing that hybrid classification is computationally as easy as statistical learning. As an application, we reduce the problem of contextual bandits with K actions to classification through uniform exploration, achieving widetilde O(K2/3T2/3(log N)1/3) regret. This matches the best known dependence on the horizon while removing the context-distribution access required by prior oracle-efficient methods.