Adversarial Online Learning with noise

10/22/2018

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by   Alon Resler, et al.

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We present and study models of adversarial online learning where the feedback observed by the learner is noisy, and the feedback is either full information feedback or bandit feedback. Specifically, we consider binary losses xored with the noise, which is a Bernoulli random variable. We consider both a constant noise rate and a variable noise rate. Our main results are tight regret bounds for leaning with noise in the adversarial online learning model.