Stochastic Bandits Robust to Adversarial Attacks
Xuchuang Wang Maoli Liu Jinhang Zuo Xutong Liu John C.S. Lui Mohammad Hajiesmaili
This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and *then* alter their reward observation.
We study two cases of this model, with or without the knowledge of an attack budget $C$, defined as an upper bound of the summation of the difference between the actual and altered rewards. For both cases, we devise two types of algorithms with regret bounds having additive or multiplicative $C$ dependence terms.
For the known attack budget case, we prove our algorithms achieve the regret bound of ${O}((K/\Delta)\log T + KC)$ and $\tilde{O}(\sqrt{KTC})$ for the additive and multiplicative $C$ terms, respectively, where $K$ is the number of arms, $T$ is the time horizon, $\Delta$ is the gap between the expected rewards of the optimal arm and the second-best arm, and $\tilde{O}$ hides the logarithmic factors.
For the unknown case, we prove our algorithms achieve the regret bound of $\tilde{O}(\sqrt{KT} + KC^2)$ and $\tilde{O}(KC\sqrt{T})$ for the additive and multiplicative $C$ terms, respectively.
In addition to these upper bound results, we provide several lower bounds showing the tightness of our bounds and the optimality of our algorithms.
These results delineate an intrinsic separation between the bandits with attacks and corruption models.
Robust Algorithms, Multi-armed Bandits, Adversarial Attacks
A comprehensive study of bandit algorithms robust to adversarial attacks.