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Robert Schapire

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20 papers
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20

NeurIPS Conference 2025 Conference Paper

Efficient and Near-Optimal Algorithm for Contextual Dueling Bandits with Offline Regression Oracles

  • Aadirupa Saha
  • Robert Schapire

The problem of contextual dueling bandits is central to reinforcement learning with human feedback (RLHF), a widely used approach in AI alignment for incorporating human preferences into learning systems. Despite its importance, existing methods are constrained either by strong preference modeling assumptions or by applicability only to finite action spaces. Moreover, prior algorithms typically rely on online optimization oracles, which are computationally infeasible for complex function classes, limiting their practical effectiveness. In this work, we present the first fundamental theoretical study of general contextual dueling bandits over continuous action spaces. Our key contribution is a novel algorithm based on a regularized min-max optimization framework that achieves a regret bound of $\tilde{O}(\sqrt{dT})$—the first such guarantee for this general setting. By leveraging offline oracles instead of online ones, our method further improves computational efficiency. Empirical evaluations validate our theoretical findings, with our approach significantly outperforming existing baselines in terms of regret.

NeurIPS Conference 2019 Conference Paper

Reinforcement Learning with Convex Constraints

  • Sobhan Miryoosefi
  • Kianté Brantley
  • Hal Daume III
  • Miro Dudik
  • Robert Schapire

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the use of unsafe actions, increase the diversity of trajectories to enable exploration, or approximate expert trajectories when rewards are sparse. In this paper, we propose an algorithmic scheme that can handle a wide class of constraints in RL tasks: specifically, any constraints that require expected values of some vector measurements (such as the use of an action) to lie in a convex set. This captures previously studied constraints (such as safety and proximity to an expert), but also enables new classes of constraints (such as diversity). Our approach comes with rigorous theoretical guarantees and only relies on the ability to approximately solve standard RL tasks. As a result, it can be easily adapted to work with any model-free or model-based RL. In our experiments, we show that it matches previous algorithms that enforce safety via constraints, but can also enforce new properties that these algorithms do not incorporate, such as diversity.

NeurIPS Conference 2018 Conference Paper

On Oracle-Efficient PAC RL with Rich Observations

  • Christoph Dann
  • Nan Jiang
  • Akshay Krishnamurthy
  • Alekh Agarwal
  • John Langford
  • Robert Schapire

We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and value function classes exclusively through standard optimization primitives -- and therefore represent computationally efficient alternatives to prior algorithms that require enumeration. With stochastic hidden state dynamics, we prove that the only known sample-efficient algorithm, OLIVE, cannot be implemented in the oracle model. We also present several examples that illustrate fundamental challenges of tractable PAC reinforcement learning in such general settings.

RLDM Conference 2017 Conference Abstract

Contextual Decision Processes with low Bellman rank are PAC-Learnable

  • Nan Jiang
  • Akshay Krishnamurthy
  • Alekh Agarwal
  • John Langford
  • Robert Schapire

This paper studies systematic exploration for reinforcement learning (RL) with rich observations and function approximation. We introduce contextual decision processes (CDPs), that unify and gener- alize most prior RL settings. Our first contribution is a complexity measure, the Bellman Rank, that we show enables tractable learning of near-optimal behavior in these processes and is naturally small for many well-studied RL settings. Our second contribution is a new RL algorithm that engages in systematic explo- ration to learn near-optimal behavior in CDPs with low Bellman Rank. The algorithm requires a number of samples that is polynomial in all relevant parameters but independent of the number of unique contexts. Our approach uses Bellman error minimization with optimistic exploration and provides new insights into efficient exploration for RL with function approximation.

NeurIPS Conference 2016 Conference Paper

Improved Regret Bounds for Oracle-Based Adversarial Contextual Bandits

  • Vasilis Syrgkanis
  • Haipeng Luo
  • Akshay Krishnamurthy
  • Robert Schapire

We propose a new oracle-based algorithm, BISTRO+, for the adversarial contextual bandit problem, where either contexts are drawn i. i. d. or the sequence of contexts is known a priori, but where the losses are picked adversarially. Our algorithm is computationally efficient, assuming access to an offline optimization oracle, and enjoys a regret of order $O((KT)^{\frac{2}{3}}(\log N)^{\frac{1}{3}})$, where $K$ is the number of actions, $T$ is the number of iterations, and $N$ is the number of baseline policies. Our result is the first to break the $O(T^{\frac{3}{4}})$ barrier achieved by recent algorithms, which was left as a major open problem. Our analysis employs the recent relaxation framework of (Rakhlin and Sridharan, ICML'16).

NeurIPS Conference 2015 Conference Paper

Efficient and Parsimonious Agnostic Active Learning

  • Tzu-Kuo Huang
  • Alekh Agarwal
  • Daniel Hsu
  • John Langford
  • Robert Schapire

We develop a new active learning algorithm for the streaming settingsatisfying three important properties: 1) It provably works for anyclassifier representation and classification problem including thosewith severe noise. 2) It is efficiently implementable with an ERMoracle. 3) It is more aggressive than all previous approachessatisfying 1 and 2. To do this, we create an algorithm based on a newlydefined optimization problem and analyze it. We also conduct the firstexperimental analysis of all efficient agnostic active learningalgorithms, evaluating their strengths and weaknesses in differentsettings.

NeurIPS Conference 2015 Conference Paper

Fast Convergence of Regularized Learning in Games

  • Vasilis Syrgkanis
  • Alekh Agarwal
  • Haipeng Luo
  • Robert Schapire

We show that natural classes of regularized learning algorithms with a form of recency bias achieve faster convergence rates to approximate efficiency and to coarse correlated equilibria in multiplayer normal form games. When each player in a game uses an algorithm from our class, their individual regret decays at $O(T^{-3/4})$, while the sum of utilities converges to an approximate optimum at $O(T^{-1})$--an improvement upon the worst case $O(T^{-1/2})$ rates. We show a black-box reduction for any algorithm in the class to achieve $\tilde{O}(T^{-1/2})$ rates against an adversary, while maintaining the faster rates against algorithms in the class. Our results extend those of Rakhlin and Shridharan~\cite{Rakhlin2013} and Daskalakis et al. ~\cite{Daskalakis2014}, who only analyzed two-player zero-sum games for specific algorithms.

NeurIPS Conference 2014 Conference Paper

A Drifting-Games Analysis for Online Learning and Applications to Boosting

  • Haipeng Luo
  • Robert Schapire

We provide a general mechanism to design online learning algorithms based on a minimax analysis within a drifting-games framework. Different online learning settings (Hedge, multi-armed bandit problems and online convex optimization) are studied by converting into various kinds of drifting games. The original minimax analysis for drifting games is then used and generalized by applying a series of relaxations, starting from choosing a convex surrogate of the 0-1 loss function. With different choices of surrogates, we not only recover existing algorithms, but also propose new algorithms that are totally parameter-free and enjoy other useful properties. Moreover, our drifting-games framework naturally allows us to study high probability bounds without resorting to any concentration results, and also a generalized notion of regret that measures how good the algorithm is compared to all but the top small fraction of candidates. Finally, we translate our new Hedge algorithm into a new adaptive boosting algorithm that is computationally faster as shown in experiments, since it ignores a large number of examples on each round.

NeurIPS Conference 2010 Conference Paper

A Reduction from Apprenticeship Learning to Classification

  • Umar Syed
  • Robert Schapire

We provide new theoretical results for apprenticeship learning, a variant of reinforcement learning in which the true reward function is unknown, and the goal is to perform well relative to an observed expert. We study a common approach to learning from expert demonstrations: using a classification algorithm to learn to imitate the expert's behavior. Although this straightforward learning strategy is widely-used in practice, it has been subject to very little formal analysis. We prove that, if the learned classifier has error rate $\eps$, the difference between the value of the apprentice's policy and the expert's policy is $O(\sqrt{\eps})$. Further, we prove that this difference is only $O(\eps)$ when the expert's policy is close to optimal. This latter result has an important practical consequence: Not only does imitating a near-optimal expert result in a better policy, but far fewer demonstrations are required to successfully imitate such an expert. This suggests an opportunity for substantial savings whenever the expert is known to be good, but demonstrations are expensive or difficult to obtain.

NeurIPS Conference 2010 Conference Paper

A Theory of Multiclass Boosting

  • Indraneel Mukherjee
  • Robert Schapire

Boosting combines weak classifiers to form highly accurate predictors. Although the case of binary classification is well understood, in the multiclass setting, the "correct" requirements on the weak classifier, or the notion of the most efficient boosting algorithms are missing. In this paper, we create a broad and general framework, within which we make precise and identify the optimal requirements on the weak-classifier, as well as design the most effective, in a certain sense, boosting algorithms that assume such requirements.

NeurIPS Conference 2010 Conference Paper

Non-Stochastic Bandit Slate Problems

  • Satyen Kale
  • Lev Reyzin
  • Robert Schapire

We consider bandit problems, motivated by applications in online advertising and news story selection, in which the learner must repeatedly select a slate, that is, a subset of size s from K possible actions, and then receives rewards for just the selected actions. The goal is to minimize the regret with respect to total reward of the best slate computed in hindsight. We consider unordered and ordered versions of the problem, and give efficient algorithms which have regret O(sqrt(T)), where the constant depends on the specific nature of the problem. We also consider versions of the problem where we have access to a number of policies which make recommendations for slates in every round, and give algorithms with O(sqrt(T)) regret for competing with the best such policy as well. We make use of the technique of relative entropy projections combined with the usual multiplicative weight update algorithm to obtain our algorithms.

NeurIPS Conference 2007 Conference Paper

A Game-Theoretic Approach to Apprenticeship Learning

  • Umar Syed
  • Robert Schapire

We study the problem of an apprentice learning to behave in an environment with an unknown reward function by observing the behavior of an expert. We follow on the work of Abbeel and Ng [1] who considered a framework in which the true reward function is assumed to be a linear combination of a set of known and observable features. We give a new algorithm that, like theirs, is guaranteed to learn a policy that is nearly as good as the expert's, given enough examples. However, unlike their algorithm, we show that ours may produce a policy that is substantially better than the expert's. Moreover, our algorithm is computationally faster, is easier to implement, and can be applied even in the absence of an expert. The method is based on a game-theoretic view of the problem, which leads naturally to a direct application of the multiplicative-weights algorithm of Freund and Schapire [2] for playing repeated matrix games. In addition to our formal presentation and analysis of the new algorithm, we sketch how the method can be applied when the transition function itself is unknown, and we provide an experimental demonstration of the algorithm on a toy video-game environment.

NeurIPS Conference 2007 Conference Paper

FilterBoost: Regression and Classification on Large Datasets

  • Joseph Bradley
  • Robert Schapire

We study boosting in the filtering setting, where the booster draws examples from an oracle instead of using a fixed training set and so may train efficiently on very large datasets. Our algorithm, which is based on a logistic regression technique proposed by Collins, Schapire, & Singer, requires fewer assumptions to achieve bounds equivalent to or better than previous work. Moreover, we give the first proof that the algorithm of Collins et al. is a strong PAC learner, albeit within the filtering setting. Our proofs demonstrate the algorithm’s strong theoretical proper- ties for both classification and conditional probability estimation, and we validate these results through extensive experiments. Empirically, our algorithm proves more robust to noise and overfitting than batch boosters in conditional probability estimation and proves competitive in classification.

NeurIPS Conference 2005 Conference Paper

Convergence and Consistency of Regularized Boosting Algorithms with Stationary B-Mixing Observations

  • Aurelie Lozano
  • Sanjeev Kulkarni
  • Robert Schapire

We study the statistical convergence and consistency of regularized Boosting methods, where the samples are not independent and identi- cally distributed (i. i. d. ) but come from empirical processes of stationary β-mixing sequences. Utilizing a technique that constructs a sequence of independent blocks close in distribution to the original samples, we prove the consistency of the composite classifiers resulting from a regulariza- tion achieved by restricting the 1-norm of the base classifiers’ weights. When compared to the i. i. d. case, the nature of sampling manifests in the consistency result only through generalization of the original condition on the growth of the regularization parameter.

NeurIPS Conference 2005 Conference Paper

Correcting sample selection bias in maximum entropy density estimation

  • Miroslav Dudík
  • Steven Phillips
  • Robert Schapire

We study the problem of maximum entropy density estimation in the presence of known sample selection bias. We propose three bias cor- rection approaches. The first one takes advantage of unbiased sufficient statistics which can be obtained from biased samples. The second one es- timates the biased distribution and then factors the bias out. The third one approximates the second by only using samples from the sampling distri- bution. We provide guarantees for the first two approaches and evaluate the performance of all three approaches in synthetic experiments and on real data from species habitat modeling, where maxent has been success- fully applied and where sample selection bias is a significant problem.

NeurIPS Conference 2003 Conference Paper

On the Dynamics of Boosting

  • Cynthia Rudin
  • Ingrid Daubechies
  • Robert Schapire

In order to understand AdaBoost’s dynamics, especially its ability to maximize margins, we derive an associated simplified nonlinear iterated map and analyze its behavior in low-dimensional cases. We find stable cycles for these cases, which can explicitly be used to solve for Ada- Boost’s output. By considering AdaBoost as a dynamical system, we are able to prove R¨atsch and Warmuth’s conjecture that AdaBoost may fail to converge to a maximal-margin combined classifier when given a ‘non- optimal’ weak learning algorithm. AdaBoost is known to be a coordinate descent method, but other known algorithms that explicitly aim to max- imize the margin (such as AdaBoost⁄ and arc-gv) are not. We consider a differentiable function for which coordinate ascent will yield a maxi- mum margin solution. We then make a simple approximation to derive a new boosting algorithm whose updates are slightly more aggressive than those of arc-gv.

NeurIPS Conference 2001 Conference Paper

A Generalization of Principal Components Analysis to the Exponential Family

  • Michael Collins
  • S. Dasgupta
  • Robert Schapire

Principal component analysis (PCA) is a commonly applied technique for dimensionality reduction. PCA implicitly minimizes a squared loss function, which may be inappropriate for data that is not real-valued, such as binary-valued data. This paper draws on ideas from the Exponen- tial family, Generalized linear models, and Bregman distances, to give a generalization of PCA to loss functions that we argue are better suited to other data types. We describe algorithms for minimizing the loss func- tions, and give examples on simulated data.

NeurIPS Conference 1997 Conference Paper

Learning to Order Things

  • William Cohen
  • Robert Schapire
  • Yoram Singer

There are many applications in which it is desirable to order rather than classify instances. Here we consider the problem of learning how to order, given feedback in the form of preference judgments, i. e. , statements to the effect that one instance should be ranked ahead of another. We outline a two-stage approach in which one first learns by conventional means a preference Junction, of the form PREF( u, v), which indicates whether it is advisable to rank u before v. New instances are then ordered so as to maximize agreements with the learned preference func(cid: 173) tion. We show that the problem of finding the ordering that agrees best with a preference function is NP-complete, even under very restrictive assumptions. Nevertheless, we describe a simple greedy algorithm that is guaranteed to find a good approximation. We then discuss an on-line learning algorithm, based on the "Hedge" algorithm, for finding a good linear combination of ranking "experts. " We use the ordering algorithm combined with the on-line learning algorithm to find a combination of "search experts, " each of which is a domain-specific query expansion strategy for a WWW search engine, and present experimental results that demonstrate the merits of our approach.

NeurIPS Conference 1992 Conference Paper

Improving Performance in Neural Networks Using a Boosting Algorithm

  • Harris Drucker
  • Robert Schapire
  • Patrice Simard

A boosting algorithm converts a learning machine with error rate less than 50% to one with an arbitrarily low error rate. However, the algorithm discussed here depends on having a large supply of independent training samples. We show how to circumvent this problem and generate an ensemble of learning machines whose performance in optical character recognition problems is dramatically improved over that of a single network. We report the effect of boosting on four databases (all handwritten) consisting of 12, 000 digits from segmented ZIP codes from the United State Postal Service (USPS) and the following from the National Institute of Standards and Testing (NIST): 220, 000 digits, 45, 000 upper case alphas, and 45, 000 lower case alphas. We use two performance measures: the raw error rate (no rejects) and the reject rate required to achieve a 1% error rate on the patterns not rejected. Boosting improved performance in some cases by a factor of three.

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