arXiv:2510.19158cs.LG2025-10NeurIPS被引 1

提出新型非随机线性部分监控的后悔界,能自适应难易程度。

Instance-Dependent Regret Bounds for Nonstochastic Linear Partial Monitoring

  • 用优化驱动探索法,简化实现且可分析。
  • 简单游戏达√T后悔率,复杂游戏达T²⁄³,与结构相关。
  • 适用于多种信息受限场景,理论界限可紧致。

与经典部分监控不同,线性部分监控可建模无限结果空间,并在损失与观测上施加线性结构。该设定可视为线性老虎机的推广,其中损失与反馈以灵活方式解耦。本文针对非随机(对抗性)且有限动作的情形,采用一种简洁的探索-优化方法,实现高效计算。我们推导出依赖于博弈结构的后悔界,相比以往理论结果更清晰透明。这些边界引入了反映观测与损失对齐程度的实例特定量,类似于随机设定中的已知保证。值得注意的是,其在简单(局部可观测)游戏中达到标准√T后悔率,在困难(全局可观测)游戏中达到T²⁄³。我们在若干旧有及新设的部分信息场景中实例化这些边界,证明所获结构依赖关系在有趣情况下可达到紧致性。

原文摘要 · Abstract (English)

In contrast to the classic formulation of partial monitoring, linear partial monitoring can model infinite outcome spaces, while imposing a linear structure on both the losses and the observations. This setting can be viewed as a generalization of linear bandits where loss and feedback are decoupled in a flexible manner. In this work, we address a nonstochastic (adversarial), finite-actions version of the problem through a simple instance of the exploration-by-optimization method that is amenable to efficient implementation. We derive regret bounds that depend on the game structure in a more transparent manner than previous theoretical guarantees for this paradigm. Our bounds feature instance-specific quantities that reflect the degree of alignment between observations and losses, and resemble known guarantees in the stochastic setting. Notably, they achieve the standard $\sqrt{T}$ rate in easy (locally observable) games and $T^{2/3}$ in hard (globally observable) games, where $T$ is the time horizon. We instantiate these bounds in a selection of old and new partial information settings subsumed by this model, and illustrate that the achieved dependence on the game structure can be tight in interesting cases.

在线学习部分监控后悔界对抗性

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