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We consider the online multiclass linear classification under the bandit feedback setting. Beygelzimer, P{a}l, Sz{o}r{e}nyi, Thiruvenkatachari, Wei, and Zhang [ICML19] considered two notions of linear separability, weak and strong linear separability. When examples are strongly linearly separable with margin $gamma$, they presented an algorithm based on Multiclass Perceptron with mistake bound $O(K/gamma^2)$, where $K$ is the number of classes. They employed rational kernel to deal with examples under the weakly linearly separable condition, and obtained the mistake bound of $min(Kcdot 2^{tilde{O}(Klog^2(1/gamma))},Kcdot 2^{tilde{O}(sqrt{1/gamma}log K)})$. In this paper, we refine the notion of weak linear separability to support the notion of class grouping, called group weak linear separable condition. This situation may arise from the fact that class structures contain inherent grouping. We show that under this condition, we can also use the rational kernel and obtain the mistake bound of $Kcdot 2^{tilde{O}(sqrt{1/gamma}log L)})$, where $Lleq K$ represents the number of groups.
We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting where the entire cost function is revealed after each decision, here only
This paper introduces a new online learning framework for multiclass classification called learning with diluted bandit feedback. At every time step, the algorithm predicts a candidate label set instead of a single label for the observed example. It
This paper addresses the problem of multiclass classification with corrupted or noisy bandit feedback. In this setting, the learner may not receive true feedback. Instead, it receives feedback that has been flipped with some non-zero probability. We
We investigate the sparse linear contextual bandit problem where the parameter $theta$ is sparse. To relieve the sampling inefficiency, we utilize the perturbed adversary where the context is generated adversarilly but with small random non-adaptive
This paper proposes a method for solving multivariate regression and classification problems using piecewise linear predictors over a polyhedral partition of the feature space. The resulting algorithm that we call PARC (Piecewise Affine Regression an