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Sequence prediction under a lying oracle

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.

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BibTeX
@misc{samanta2026sequence,
  title = {{Sequence prediction under a lying oracle}},
  author = {Puspabeethi Samanta and Nikhil Karamchandani and Jayakrishnan Nair},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2608.14102},
  eprint = {2608.14102},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2608.14102},
}
RIS
TY  - UNPB
TI  - Sequence prediction under a lying oracle
AU  - Puspabeethi Samanta
AU  - Nikhil Karamchandani
AU  - Jayakrishnan Nair
PY  - 2026
DA  - 2026/09/09
PB  - arXiv
DO  - 10.48550/arxiv.2608.14102
UR  - https://arxiv.org/abs/2608.14102
AB  - 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.
ER  -