论文标题

在存在对抗性腐败的情况下,上下文搜索

Contextual Search in the Presence of Adversarial Corruptions

论文作者

Krishnamurthy, Akshay, Lykouris, Thodoris, Podimata, Chara, Schapire, Robert

论文摘要

我们研究上下文搜索,在较高维度中对二进制搜索的概括,该搜索捕获了设置,例如基于功能的动态定价。该问题的标准公式假定代理按照特定的均匀响应模型起作用。但是,实际上,某些反应可能会受到对抗的腐败。现有的算法在很大程度上取决于假定的响应模型(大约)对于所有试剂来说都是准确的,并且在存在一些此类任意的错误指定的情况下,性能较差。 当某些代理商以与基本响应模型不一致的方式行为时,我们会启动上下文搜索的研究。特别是,我们提供两种算法,一种基于多维二进制搜索方法,另一种基于梯度下降。我们表明,这些算法在没有对抗性腐败及其性能与此类代理的数量优雅地降低的情况下获得了近乎最佳的遗憾,这为任何对抗性噪声模型提供了上下文搜索的第一个结果。我们的技术从学习理论,游戏理论,高维几何形状和凸分析中汲取灵感。

We study contextual search, a generalization of binary search in higher dimensions, which captures settings such as feature-based dynamic pricing. Standard formulations of this problem assume that agents act in accordance with a specific homogeneous response model. In practice, however, some responses may be adversarially corrupted. Existing algorithms heavily depend on the assumed response model being (approximately) accurate for all agents and have poor performance in the presence of even a few such arbitrary misspecifications. We initiate the study of contextual search when some of the agents can behave in ways inconsistent with the underlying response model. In particular, we provide two algorithms, one based on multidimensional binary search methods and one based on gradient descent. We show that these algorithms attain near-optimal regret in the absence of adversarial corruptions and their performance degrades gracefully with the number of such agents, providing the first results for contextual search in any adversarial noise model. Our techniques draw inspiration from learning theory, game theory, high-dimensional geometry, and convex analysis.

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