Sequence prediction under a lying oracle
Puspabeethi Samanta, Nikhil Karamchandani, Jayakrishnan Nair
Abstract
We consider the problem of sequential prediction of an $m$-ary sequence, where at each epoch, (i) the environment selects an outcome from an $m$-ary alphabet, (ii) the learner selects a probability distribution over the same alphabet (unaware of the outcome generated by the environment), and finally, (iii) the learner incurs a cost that depends on the probability assigned to the outcome. The cost function we consider captures the complexity of predicting the outcome generated by the environment, in a scenario where the aforementioned prediction is performed via comparative queries to a lying oracle. We consider both stochastic and adversarial environments, propose algorithms for both settings, and establish logarithmic upper bounds on their regret.
Topics
Classified with taxonomy v2 on Sat, 5 Sept 2026.