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Adaptive Oracle-Efficient Online Learning

NeurIPS 2022 · Bandits and online learning › Online convex optimization and games · approach: Online learning with feedback graphs · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace admissibility alone with an approximable PTM, Laplace perturbations, and a data-dependent step sizeGFTPL · General online learningregret bound: O(\frac{N}{\delta}\sqrt{T}) -> O(\max\{{\gamma},\ln K, \sqrt{N\ln K}\}\sqrt{L_T^*})Helped
Use an approximable, implementable PTM for online auctions with binary admissible PTMsProposed GFTPL · Online auctions with binary admissible PTMregret bound: O(N\sqrt{T-L_T^*})Helped
Construct the PTM with a coordinate-wise threshold function and an augmented problemLevel auction · Level auction, single-itemregret bound: O(nm^2\sqrt{T}) -> O(nsm\sqrt{T-L_T^{*}})Helped
Use a 1-approximable, implementable PTM with d columns and complexity 1Proposed GFTPL · Online learning with finite adversary action space |Y|=dregret bound: O(\sqrt{\max\{\ln K,\sqrt{d\ln K}}}\sqrt{L_T^*})Helped
Switch adaptively between FTL and proposed GFTPL using estimated regretOracle-efficient Flipflop (OFF) · General online learning, including IID dataregret bound: R_T^{\OFF}\leq \min\left\{3 U_T^{\FPL}+1, 3{U}_T^{\FTL}+\tau\right\}Helped
Use an ell_p perturbation instead of Laplace perturbation for a binary PTM (ablation)Proposed GFTPL · General online learning with binary PTMregret bound: O(\max\{N,\ln K\}\sqrt{L_T^*}) -> O(\max\{N,\ln K,\sqrt{N\ln K}\}\sqrt{L_T^*})No clear effect
Use an admissible PTM without the approximability condition (ablation)GFTPL · General online learningstability ratio of consecutive action probabilities: infinityHurt

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