Open Problem: Finite-Time Instance Dependent Optimality for Stochastic Online Learning with Feedback Graphs

Teodor V. Marinov, Mehryar Mohri, Julian Zimmert

Research output: Contribution to journalConference articlepeer-review

Abstract

Both asymptotic and non-asymptotic instance-dependent regret bounds are known for the stochastic multi-armed bandit problem. Such regret bounds are known to be tight up to lower order terms in the setting of Gaussian rewards (Garivier et al., 2019). We revisit the related problem of stochastic online learning with feedback graphs, where asymptotically optimal instance dependent algorithms are known. Surprisingly, the notion of optimal finite-time regret is not a uniquely defined property in this context and in general, it is decoupled from the asymptotic rate. We pose two open problems. First we ask for a characterization of the finite-time instance-dependent optimal regret. Next, we ask for a characterization of the set of graphs for which the finite time regret is bounded by the asymptotically optimal rate, for reasonable values of the time horizon.

Original languageEnglish (US)
Pages (from-to)5644-5649
Number of pages6
JournalProceedings of Machine Learning Research
Volume178
StatePublished - 2022
Event35th Conference on Learning Theory, COLT 2022 - London, United Kingdom
Duration: Jul 2 2022Jul 5 2022

ASJC Scopus subject areas

  • Artificial Intelligence
  • Software
  • Control and Systems Engineering
  • Statistics and Probability

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