Better Algorithms for Stochastic Bandits with Adversarial Corruptions

Anupam Gupta,Tomer Koren,Kunal Talwar

Published 2019 in Annual Conference Computational Learning Theory

ABSTRACT

We study the stochastic multi-armed bandits problem in the presence of adversarial corruption. We present a new algorithm for this problem whose regret is nearly optimal, substantially improving upon previous work. Our algorithm is agnostic to the level of adversarial contamination and can tolerate a significant amount of corruption with virtually no degradation in performance.

PUBLICATION RECORD

  • Publication year

    2019

  • Venue

    Annual Conference Computational Learning Theory

  • Publication date

    2019-02-22

  • Fields of study

    Mathematics, Computer Science

  • Identifiers
  • External record

    Open on Semantic Scholar

  • Source metadata

    Semantic Scholar

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