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Online Learning with Sublinear Best-Action Queries

NeurIPS 2024 · Bandits and online learning › Online convex optimization and games · approach: Online decision-making with feedback structure

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Studies online learning with at most k best-action queries (oracle reveals the best action at a time step), deriving tight minimax regret rates under full and label-efficient feedback, plus stochastic i.i.d. results.

Problem

Online learning (prediction with experts) where the learner can issue a limited number k of best-action queries that reveal the identity of the best action at a time step; the goal is to characterize minimax regret as a function of k and feedback model.

Approach

Combines Hedge (or label-efficient Hedge) with uniformly random best-action queries; shows k queries yield a multiplicative improvement in regret (T/k instead of sqrt(T)), and gives matching lower bounds via stochastic two-expert instances.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add k best-action queries under full feedbackOnline learning with Hedge · Full feedback, adversarialregret: Θ(√T) without queries; Θ(min{√T, T/k}) with queriesHelped
Add k best-action queries when feedback is available only at query timesLabel-efficient prediction · Label efficient feedback, adversarialregret: Θ(T/√k) standard rate; Θ(min{T/√k, T^2/k^2}) with queriesHelped
Use k best-action queries and Follow-The-LeaderOnline learning · Full feedback, stochastic i.i.d.regret: \tilde \Theta(\sqrt{T}) otherwise; \Theta(\nicefrac{T}{k}) when k \geq \Omega(\sqrt{T})Helped
Use k best-action queries and Explore-Then-CommitOnline learning · Label efficient feedback, stochastic i.i.d.regret: \tilde \Theta(\nicefrac{T}{\sqrt{k}}) otherwise; \tilde \Theta(\nicefrac{T^2}{k^2}) when k \geq \Omega(T^{\nicefrac{2}{3Helped

Surprising findings

Limitations

Experimental setup

Metrics: regret

Baselines: Hedge without queries label efficient prediction with k feedback steps

Builds on: Hedge label efficient prediction Explore-Then-Commit Follow-The-Leader

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