arXiv:2602.01682cs.LGcs.DS2026-02被引 3

在动态可行集下,实现可证明的有限后悔界,且对恶意干扰有鲁棒性。

Finite and Corruption-Robust Regret Bounds in Online Inverse Linear Optimization under M-Convex Action Sets

  • 利用M-凸集结构与几何体积分析,设计新推理机制。
  • 首次获得O(d log d)的有限后悔界,优于此前指数级结果。
  • 自适应检测干扰,适用于未知污染次数的场景。

我们研究在线逆线性优化(又称上下文推荐),其中学习者需从随时间变化的可行集上观察到的最优动作中,逐步推断代理隐藏的目标向量。学习者的任务是推荐在真实目标下表现良好的动作,性能以累积后悔衡量——即代理最优值与学习者推荐动作所获值之间的差距总和。先前工作已建立O(d log T)的后悔界及exp(O(d log d))的有限但指数级边界,而已知下界为Ω(d)(Gollapudi et al. 2021;Sakaue et al. 2025)。是否能实现关于d的多项式有限后悔界仍是开放问题。本文部分解决该问题:当可行集为M-凸集(包含拟阵等广泛情形)时,可实现O(d log d)的有限后悔界。方法结合了M-凸集上最优解的结构性质与几何体积论证。此外,我们将方法扩展至最多C轮的对抗性反馈污染,无需事先知道C,通过监测由观测反馈诱导的有向图来自适应检测污染,获得O((C+1)d log d)的后悔界。

原文摘要 · Abstract (English)

We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner aims to recommend actions that perform well under the agent's true objective, and the performance is measured by the regret, defined as the cumulative gap between the agent's optimal values and those achieved by the learner's recommended actions. Prior work has established a regret bound of $O(d\log T)$, as well as a finite but exponentially large bound of $\exp(O(d\log d))$, where $d$ is the dimension of the optimization problem and $T$ is the time horizon, while a regret lower bound of $Ω(d)$ is known (Gollapudi et al. 2021; Sakaue et al. 2025). Whether a finite regret bound polynomial in $d$ is achievable or not has remained an open question. We partially resolve this by showing that when the feasible sets are M-convex -- a broad class that includes matroids -- a finite regret bound of $O(d\log d)$ is possible. We achieve this by combining a structural characterization of optimal solutions on M-convex sets with a geometric volume argument. Moreover, we extend our approach to adversarially corrupted feedback in up to $C$ rounds. We obtain a regret bound of $O((C+1)d\log d)$ without prior knowledge of $C$, by monitoring directed graphs induced by the observed feedback to detect corruptions adaptively.

在线学习逆优化鲁棒性M-凸集

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。