Bandits in Flux: Adversarial Constraints in Dynamic Environments
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866917225686892544 |
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| author | Salem, Tareq Si |
| author_facet | Salem, Tareq Si |
| contents | We investigate the challenging problem of adversarial multi-armed bandits operating under time-varying constraints, a scenario motivated by numerous real-world applications. To address this complex setting, we propose a novel primal-dual algorithm that extends online mirror descent through the incorporation of suitable gradient estimators and effective constraint handling. We provide theoretical guarantees establishing sublinear dynamic regret and sublinear constraint violation for our proposed policy. Our algorithm achieves state-of-the-art performance in terms of both regret and constraint violation. Empirical evaluations demonstrate the superiority of our approach. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_19867 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Bandits in Flux: Adversarial Constraints in Dynamic Environments Salem, Tareq Si Machine Learning We investigate the challenging problem of adversarial multi-armed bandits operating under time-varying constraints, a scenario motivated by numerous real-world applications. To address this complex setting, we propose a novel primal-dual algorithm that extends online mirror descent through the incorporation of suitable gradient estimators and effective constraint handling. We provide theoretical guarantees establishing sublinear dynamic regret and sublinear constraint violation for our proposed policy. Our algorithm achieves state-of-the-art performance in terms of both regret and constraint violation. Empirical evaluations demonstrate the superiority of our approach. |
| title | Bandits in Flux: Adversarial Constraints in Dynamic Environments |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2601.19867 |