Better Algorithms for Stochastic Bandits with Adversarial Corruptions

Anupam Gupta; Tomer Koren; Kunal Talwar

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arXiv · 1902.08647

Better Algorithms for Stochastic Bandits with Adversarial Corruptions

Anupam Gupta·Tomer Koren·Kunal Talwar

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Abstract

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.

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Anupam Gupta, Tomer Koren, Kunal Talwar. 2019-02-22. Better Algorithms for Stochastic Bandits with Adversarial Corruptions. https://arxiv.org/abs/1902.08647

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