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arXiv 2603.04546cs.LGstat.ML
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具有受限对抗者的高效混合学习

Oracle-efficient Hybrid Learning with Constrained Adversaries

Cornell University(康奈尔大学)

Princewill Okoroafor, Robert Kleinberg, Michael P. Kim

AI总结:

本文提出一种高效混合学习算法,通过受限对抗者设定,在统计最优性和计算效率间取得平衡,适用于高维动作集但低维结构的零和博弈均衡计算。

摘要:

混合在线学习问题,其中特征是从未知分布中独立同分布抽取,但标签是敌对生成的,是一个介于统计和完全对抗性在线学习之间的设定。先前的工作提出了二元对立:统计上最优但计算上不可行的算法(Wu等,2023),以及计算上高效(给定一个ERM oracle)但统计上次优的算法(Wu等,2024)。本文在混合学习设定中迈出重要一步,同时实现统计最优性和计算效率。为此,我们考虑一个结构化的设定,其中对抗者被限制从一个表达性强但固定的函数类R中选择标签。我们的主要结果是一个新的学习算法,该算法在给定ERM oracle时运行高效,并且获得与从学习者假设类H和对抗者标签类R导出的类的Rademacher复杂性相关的后悔率。作为关键推论,我们给出了一个计算高效的算法,用于计算随机零和博弈的均衡,当动作集可能为高维但支付函数表现出一种低维结构时。技术上,我们开发了一系列工具用于设计和分析我们的学习算法,包括一种新型的Frank-Wolfe减少方法,带有“截断熵正则化”和新的“混合”martingale差序列的尾界。

英文摘要:

The Hybrid Online Learning Problem, where features are drawn i.i.d. from an unknown distribution but labels are generated adversarially, is a well-motivated setting positioned between statistical and fully-adversarial online learning. Prior work has presented a dichotomy: algorithms that are statistically-optimal, but computationally intractable (Wu et al., 2023), and algorithms that are computationally-efficient (given an ERM oracle), but statistically-suboptimal (Wu et al., 2024). This paper takes a significant step towards achieving statistical optimality and computational efficiency simultaneously in the Hybrid Learning setting. To do so, we consider a structured setting, where the Adversary is constrained to pick labels from an expressive, but fixed, class of functions $R$. Our main result is a new learning algorithm, which runs efficiently given an ERM oracle and obtains regret scaling with the Rademacher complexity of a class derived from the Learner's hypothesis class $H$ and the Adversary's label class $R$. As a key corollary, we give an oracle-efficient algorithm for computing equilibria in stochastic zero-sum games when action sets may be high-dimensional but the payoff function exhibits a type of low-dimensional structure. Technically, we develop a number of tools for the design and analysis of our learning algorithm, including a novel Frank-Wolfe reduction with "truncated entropy regularizer" and a new tail bound for sums of "hybrid" martingale difference sequences.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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