Skip to content

The Role of Coordinates in Pareto Regret for Adversarial Multi-Objective Bandits

Sep 2026 · 0 citations
Computer Science

TL;DR

A reward-doubling version of Poly-INF that adapts to this unknown quantity while still attaining the matching minimax rate and develops a lower bound on Pareto regret that exhibits the same order and thus matches the lower bound.

Abstract

Adversarial multi-objective bandits hold the potential to help us optimize choices (arms) whose reward is a multidimensional vector chosen by an adversary and whose performance is measured by Pareto regret. We define loss as one minus reward and measure the easiness of a coordinate by the smallest cumulative loss of the arms on it, and call the coordinate easier when this quantity is smaller. Existing work suggests that in theory an easier coordinate may reduce Pareto regret. However, in practice, one may not know which coordinate is easier. On the negative side, we show that this lack of information eliminates the possibility: a smaller cumulative loss does not improve the worst-case order of Pareto regret. Precisely, let \(L_d\) be the smallest cumulative loss along coordinate $d$ over $T$ rounds. For \(K\ge4\) arms, \(T\ge6\) rounds, and at least 2 coordinates, we prove that the minimax expected Pareto regret is \(\Omega(\min\{T-L_0,\sqrt{K(T-L_0)}\})\). It is monotonically decreasing in \(L_0\), even when \(L_0=\min_d L_d\) itself is known. On the positive side, this result motivates the possibility that other coordinates, not just the easy one, may suffice to attain the optimal rate of Pareto regret. When $L_0$ is known, we apply Poly-INF to a fixed coordinate and obtain an upper bound on Pareto regret that exhibits the same order and thus matches the lower bound. Without such knowledge, we develop a reward-doubling version of Poly-INF that adapts to this unknown quantity while still attaining the matching minimax rate. Another implication is that it has no extra \(\log T\) factor and is independent of the number of coordinates.

View source

Similar papers

#machine learning Preprint Oct 2026

Toward Optimal Regret in Adversarial MDPs with Stochastic Hard Constraints

We study episodic constrained Markov decision processes with adversarial losses under stochastic hard constraints. Specifically, starting from a known strictly feasible policy with margin $d$, we seek to obtain optimal regret while satisfying the expected cost constraints in every episode. In this setting, Stradi et al...

Qiang Zuo, F. Stradi · 0 citations
#machine learning Preprint Sep 2026

Geometry-Dependent Bounds for Online Non-Monotone DR-Submodular Maximization

We study adversarial online maximization of nonnegative, non-monotone DR-submodular functions over compact convex down-closed sets. A learner commits each action before observing its objective and competes with the best fixed action in hindsight. We prove a comparator-uniform first-order inequality that gives coefficie...

Vaneet Aggarwal · 0 citations
#artificial intelligence Preprint Sep 2026

Bandits with Multiple Optimal Arms: Minimax Regret and Non-Adaptivity

We study multi-armed bandits (MAB) with multiple optimal arms, motivated by the fact that many practical decision making problems admit multiple correct answers. For $K$-armed bandits with $A$ optimal arms, we first provide a sharper analysis of previous sub-sampling algorithms (De Heide et al., 2021; Zhu and Nowak, 20...

Kaixuan Ji, Qi-Wei Di, Qing-Yue Zhao et al. · 0 citations
#machine learning Preprint Sep 2026

Sharp Oracle-Regret Tradeoffs for Projection-Free Online Convex Optimization

We characterize the regret attainable in online convex optimization when access to the feasible set is limited to an exact linear optimization oracle. The learner is given an inscribed ball and a diameter bound and must remain feasible on every consistent instance. For convex $G$-Lipschitz losses, diameter at most $D$,...

Vaneet Aggarwal · 0 citations
Preprint Sep 2026

A Logarithmic Regret Bound for Optimistic Hedge in General-Sum Games

Can simple no-regret dynamics attain smaller regret in self-play than against arbitrary adversaries? In $n$-player general-sum games, Daskalakis et al. 2021 proved an $O(n\log d_i\log^4 T)$ individual regret bound for Optimistic Hedge, which improves upon the classical $O(\sqrt T)$ adversarial regret bound. In this wor...

Junsoo Ha · 1 citation

Related blog posts

Microsoft Research Blog Oct 12, 2026

Simulating student learning for better AI tutoring

StudentSim is a research system for evaluating and improving AI tutoring tools before they are tested with learners. It models how individuals may engage with tutors, giving feedback to improve tutor performance across subjects like chess, writing, and mathematics. The post Simulating student learning for better AI tutoring appeared first on Microsoft Research.

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.