Year: 2025
Type: conference-paper
Abstract: In contrast to the classic formulation of partial monitoring, linear partial monitoring can model infinite outcome spaces, while imposing a linear structure on both the losses and the observations. This setting can be viewed as a generalization of linear bandits where loss and feedback are decoupled in a flexible manner. In this work, we address a nonstochastic (adversarial), finite-actions version of the problem through a simple instance of the exploration-by-optimization method that is amenable to efficient implementation. We derive regret bounds that depend on the game structure in a more transparent manner than previous theoretical guarantees for this paradigm. Our bounds feature instance-specific quantities that reflect the degree of alignment between observations and losses, and resemble known guarantees in the stochastic setting. Notably, they achieve the standard $\sqrt{T}$ rate in easy (locally observable) games and $T^{2/3}$ in hard (globally observable) games, where $T$ is the time horizon. We instantiate these bounds in a selection of old and new partial information settings subsumed by this model, and illustrate that the achieved dependence on the game structure can be tight in interesting cases.
DOI: 10.52202/085713-2430
Institutions: ETH Zurich, Politecnico di Torino, University of Milan
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Funder: Università degli Studi di Milano
Awards: G3512583927, G825084123
OpenAlex ID: W4416246552