arXiv:2607.10963cs.LGcs.AI2026-07

提出高效在线采样方法,解决高维动态权重下的复杂分区问题。

Efficient Online Proportional Sampling with Applications to Smoothed Online Learning

  • 用结构化超平面维护动态分区,避免指数增长开销
  • 在平滑对手下实现O(√σT)的结构深度,随机顺序下为O(log T)
  • 适用于定价、参数调优等场景,支持快速无悔学习

我们研究在σ-平滑自适应对手下,从高维空间中高效进行在线比例采样的问题。采样分布由随时间动态变化的权重函数决定,该函数定义在分段结构划分上。此设置涵盖主仆博弈(如定价与合同设计)、算法配置与参数调优等广泛应用。核心挑战在于:随着划分复杂度增加,子区域数量可能在d维空间中以O(t^d)的速度增长。我们设计了一种数据结构,支持高效更新与比例采样,避免显式维护这种指数级增长,其不连续性由轴对齐超平面构成。在σ-平滑自适应对手下,证明了数据结构深度的紧致界O(√σT),在随机顺序对手下为O(log T),据我们所知是该类问题首次此类结果。将该框架应用于分段结构奖励的在线学习,获得了在全信息与弱信息反馈下均高效的无悔算法,并具有可证明的次线性后悔保证。

原文摘要 · Abstract (English)

We study the problem of efficient online proportional sampling from a high-dimensional domain under a $σ$-smoothed adversary, where the sampling distribution is induced by a dynamically evolving weight function defined over a sequence of piecewise-structured partitions. This setting captures a broad range of applications, including principal-agent games (e.g., pricing and contract design), and algorithm configuration and parameter tuning. The central challenge is maintaining an efficient data structure as the induced partition grows increasingly complex over time -- naively, the number of subregions can grow as $O(t^d)$ by round $t$ in $d$ dimensions. We design a data structure that supports efficient updates and proportional sampling while avoiding the cost of explicitly maintaining this exponential growth, where the discontinuities are structured from axis-parallel hyperplanes. Under a $σ$-smoothed adaptive adversary, we prove a tight $O(\sqrt{σT})$ bound on the depth of our data structure, and an $O(\log T)$ bound under a random-order adversary -- to our knowledge, the first such results for this class of problems. We apply this framework to online learning with piecewise-structured rewards, obtaining efficient no-regret algorithms under both full-information and bandit feedback, with provable sublinear regret guarantees.

在线学习采样算法无悔学习

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