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Poster

On Lower Bounds for Standard and Robust Gaussian Process Bandit Optimization

Xu Cai · Jonathan Scarlett

Keywords: [ Bandits ] [ Reinforcement Learning and Planning ] [ Network Analysis ] [ Natural Language Processing ]


Abstract:

In this paper, we consider algorithm independent lower bounds for the problem of black-box optimization of functions having a bounded norm is some Reproducing Kernel Hilbert Space (RKHS), which can be viewed as a non-Bayesian Gaussian process bandit problem. In the standard noisy setting, we provide a novel proof technique for deriving lower bounds on the regret, with benefits including simplicity, versatility, and an improved dependence on the error probability. In a robust setting in which the final point is perturbed by an adversary, we strengthen an existing lower bound that only holds for target success probabilities very close to one, by allowing for arbitrary target success probabilities in (0, 1). Furthermore, in a distinct robust setting in which every sampled point may be perturbed by a constrained adversary, we provide a novel lower bound for deterministic strategies, demonstrating an inevitable joint dependence of the cumulative regret on the corruption level and the time horizon, in contrast with existing lower bounds that only characterize the individual dependencies.

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