Title: Dueling Optimization with a Monotone Adversary
We introduce and study the problem of dueling optimization with a monotone adversary, a generalization of (noiseless) dueling convex optimization. The goal is to design an online algorithm to find a minimizer x* for a function f:X→R, for X \subseteq R^d. In each round, the algorithm submits a pair of guesses x1 and x2, and the adversary responds with any point in the space that is at least as good as both guesses. The cost of each query is the suboptimality of the worst of the two guesses; i.e., max(f(x1) − f(x*),f(x2) − f(x*)). The goal is to minimize the number of iterations required to find an ε-optimal point and to minimize the total cost (regret) of the guesses over many rounds. Our main result is an efficient randomized algorithm for several natural choices of the function f and set X that incurs cost O(d) and iteration complexity O(d log(1/ε)^2). Moreover, our dependence on d is asymptotically optimal, as we show examples in which any randomized algorithm for this problem must incur Ω(d) cost and iteration complexity.  more » « less
Award ID(s):
2216899 2212968
PAR ID:
10511441
Author(s) / Creator(s):
; ; ; ; ;
Publisher / Repository:
Proceedings of Machine Learning Research
Date Published:
Journal Name:
The 35th International Conference on Algorithmic Learning Theory (ALT 2024)
Subject(s) / Keyword(s):
Online learning Monotone adversary Convex optimization
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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