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Fast Rates for Bandit PAC Multiclass Classification

NeurIPS 2024 · Bandits and online learning › Online convex optimization and games · approach: Best-of-both-worlds bandit algorithms · 0 citations (OpenAlex)

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Gives a proper, computationally efficient bandit PAC multiclass learner whose sample complexity is O((poly(K)+1/eps^2) log(|H|/delta)), removing the K/eps^2 leading term, and extends it to Natarajan-dimension classes.

Problem

Sample complexity of agnostic (eps,delta)-PAC multiclass classification when the learner only receives bandit feedback (whether the predicted label is correct), which prior work bounded by O(K/eps^2).

Approach

Compute a low-variance exploration distribution over hypotheses by minimizing a log-barrier potential over induced label probabilities with stochastic Frank-Wolfe (SPIDER) using an L1-smoothness analysis; the resulting uniform variance bound O(1) (rather than O(K)) enables Bernstein-based importance-weighted ERM with sample complexity leading term 1/eps^2.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use low-variance exploration from log-barrier stochastic optimization instead of uniform random label explorationAgnostic bandit PAC multiclass classification · Finite hypothesis classessample complexity: O((K/\eps^2)\log{|\mathcal{H}|}) -> O((K^9 + 1/\eps^2)\log (N/\delta))Helped
Use the proposed finite-class algorithm with a finite discretization of the Natarajan classAgnostic bandit PAC multiclass classification · Classes with finite Natarajan dimension d_Nsample complexity: \smash{\widetilde{O}}(\ifrac{K d_N}{\eps^2}) -> \smash{\widetilde{O}} \brk{\brk{K^9 + \ifrac{1}{\eps^2}}d_N \log(\ifrac{Helped

Surprising findings

Limitations

Experimental setup

Metrics: sample complexity excess zero-one loss

Baselines: uniform label exploration with importance sampling (O(K/eps^2)) online-to-batch conversion of bandit multiclass regret bounds

Builds on: SPIDER Frank-Wolfe contextual bandit policy optimization with low-variance exploration distribution Natarajan dimension Sauer-Shelah lemma

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