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.
Better Algorithms for Stochastic Bandits with Adversarial Corruptions
Anupam Gupta,Tomer Koren,Kunal Talwar
Published 2019 in Annual Conference Computational Learning Theory
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- Publication year
2019
- Venue
Annual Conference Computational Learning Theory
- Publication date
2019-02-22
- Fields of study
Mathematics, Computer Science
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