2024-06-30-erez24a.md

title	section	abstract	layout	series	publisher	issn	id	month	tex_title	firstpage	lastpage	page	order	cycles	bibtex_author	author	date	address	container-title	volume	genre	issued	pdf	extras
The Real Price of Bandit Information in Multiclass Classification	Original Papers	We revisit the classical problem of multiclass classification with bandit feedback (Kakade, Shalev-Shwartz and Tewari, 2008), where each input classifies to one of $K$ possible labels and feedback is restricted to whether the predicted label is correct or not. Our primary inquiry is with regard to the dependency on the number of labels $K$, and whether $T$-step regret bounds in this setting can be improved beyond the $\smash{\sqrt{KT}}$ dependence exhibited by existing algorithms. Our main contribution is in showing that the minimax regret of bandit multiclass is in fact more nuanced, and is of the form $\smash{\widetilde{\Theta}(\min |\mathcal{H}| + \sqrt{T}, \sqrt{KT \log |\mathcal{H}|})}$, where $\mathcal{H}$ is the underlying (finite) hypothesis class. In particular, we present a new bandit classification algorithm that guarantees regret $\smash{\widetilde{O}(|\mathcal{H}|+\sqrt{T})}$, improving over classical algorithms for moderately-sized hypothesis classes, and give a matching lower bound establishing tightness of the upper bounds (up to log-factors) in all parameter regimes.	inproceedings	Proceedings of Machine Learning Research	PMLR	2640-3498	erez24a	0	The Real Price of Bandit Information in Multiclass Classification	1573	1598	1573-1598	1573	false	Erez, Liad and Cohen, Alon and Koren, Tomer and Mansour, Yishay and Moran, Shay	given family Liad Erez given family Alon Cohen given family Tomer Koren given family Yishay Mansour given family Shay Moran	2024-06-30		Proceedings of Thirty Seventh Conference on Learning Theory	247	inproceedings	date-parts 2024 6 30	https://proceedings.mlr.press/v247/erez24a/erez24a.pdf