Adversarial Bandits
Overview
In adversarial bandits, a learner chooses among actions but observes feedback only for selected actions, while rewards or losses may vary arbitrarily or respond to past choices. The central goal is low regret against a comparator, using methods such as importance-weighted estimates, EXP3, online mirror descent, and follow-the-perturbed-leader. These ideas extend to contextual, linear, kernel, and combinatorial action spaces, as well as settings with delays, constraints, side observations, or switching comparators. A key tension is achieving strong guarantees against adversaries while adapting to stochastic structure, richer feedback, or practical computational limits.
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