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Paper · arXiv

On the Computational Tractability of Robust Bandits

Learning when the environment does not belong to the learner's hypothesis class is typically handled using agnostic learning guarantees. However, for anything beyond supervised learning, agnostic guarantees are difficult to come by. Recently, imprecise bandits (Kosoy, 2025) (later renamed to robust bandits in Appel and Kosoy, 2025) were introduced as another approach to unrealizable learning in the bandits setting and a $Θ(\sqrt{T})$ regret learner was shown for a large class. However, no computational guarantees were provided. In this paper we identify a special case that admits a polynomial-time learner with $\tilde{O}(\sqrt{T})$ regret. We also show that several small generalizations o...

AuthorsVanessa Kosoy, Vinayak Pathak
Primary categorycs.LG
Published6 October 2026
Last updated at source6 October 2026
cs.LG
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