让在线学习算法在对抗性输入下仍能重复输出相同动作序列。
Replicable Online Learning
- 设计对抗性可复现的在线学习算法,保证在相似输入下行为一致。
- 在线性优化与专家问题中实现次线性后悔,且动作序列可复现。
- 揭示了独立同分布与对抗性设定下可复现性的本质差异。
我们研究了由Impagliazzo等人(2022)、Ghazi等人(2021)、Ahn等人(2024)提出的方法论可复现性概念,在在线学习场景下的应用。在我们的模型中,在线学习者接收的输入序列由对手选择的时间变化分布生成(非自适应)。目标是设计低后悔在线算法,使得在两个独立采样的输入序列上运行时,以高概率产生完全相同的动作序列。我们将此类算法称为对抗性可复现算法。此前工作(如Esfandiari等,2022)在输入来自固定分布的独立同分布设定下研究可复现性;我们称此为iid-可复现性。我们的模型推广至涵盖对抗性、iid以及它们混合的情形,可通过将某些分布设为点质量来建模。我们展示了针对在线线性优化和专家问题的对抗性可复现在线学习算法,实现次线性后悔。此外,我们提出一个通用框架,将任意在线学习算法转换为对抗性可复现版本,并在新后悔量上建立与原算法后悔量的关系。我们还给出了专家问题中近乎最优(按后悔量计)的iid-可复现算法,凸显iid与对抗性可复现性的区别。最后,我们建立了任何可复现在线算法必须承受的后悔下界,其与可复现参数及时间相关。
原文摘要 · Abstract (English)
We investigate the concept of algorithmic replicability introduced by Impagliazzo et al. 2022, Ghazi et al. 2021, Ahn et al. 2024 in an online setting. In our model, the input sequence received by the online learner is generated from time-varying distributions chosen by an adversary (obliviously). Our objective is to design low-regret online algorithms that, with high probability, produce the exact same sequence of actions when run on two independently sampled input sequences generated as described above. We refer to such algorithms as adversarially replicable. Previous works (such as Esfandiari et al. 2022) explored replicability in the online setting under inputs generated independently from a fixed distribution; we term this notion as iid-replicability. Our model generalizes to capture both adversarial and iid input sequences, as well as their mixtures, which can be modeled by setting certain distributions as point-masses. We demonstrate adversarially replicable online learning algorithms for online linear optimization and the experts problem that achieve sub-linear regret. Additionally, we propose a general framework for converting an online learner into an adversarially replicable one within our setting, bounding the new regret in terms of the original algorithm's regret. We also present a nearly optimal (in terms of regret) iid-replicable online algorithm for the experts problem, highlighting the distinction between the iid and adversarial notions of replicability. Finally, we establish lower bounds on the regret (in terms of the replicability parameter and time) that any replicable online algorithm must incur.
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