Finite and Corruption-Robust Regret Bounds in Online Inverse Linear Optimization under M-Convex Action Sets

• URL: http://arxiv.org/abs/2602.01682v1
• Date: Mon, 02 Feb 2026 05:48:54 GMT
• Title: Finite and Corruption-Robust Regret Bounds in Online Inverse Linear Optimization under M-Convex Action Sets
• Authors: Taihei Oki, Shinsaku Sakaue,
• Abstract summary: We study adversarial inverse linear optimization known as contextual recommendation.<n>The learner learner regret achieves this by combining a characterization of optimal solutions on M- sets with a volume argument.
• Score: 27.973926244529267
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner aims to recommend actions that perform well under the agent's true objective, and the performance is measured by the regret, defined as the cumulative gap between the agent's optimal values and those achieved by the learner's recommended actions. Prior work has established a regret bound of $O(d\log T)$, as well as a finite but exponentially large bound of $\exp(O(d\log d))$, where $d$ is the dimension of the optimization problem and $T$ is the time horizon, while a regret lower bound of $Ω(d)$ is known (Gollapudi et al. 2021; Sakaue et al. 2025). Whether a finite regret bound polynomial in $d$ is achievable or not has remained an open question. We partially resolve this by showing that when the feasible sets are M-convex -- a broad class that includes matroids -- a finite regret bound of $O(d\log d)$ is possible. We achieve this by combining a structural characterization of optimal solutions on M-convex sets with a geometric volume argument. Moreover, we extend our approach to adversarially corrupted feedback in up to $C$ rounds. We obtain a regret bound of $O((C+1)d\log d)$ without prior knowledge of $C$, by monitoring directed graphs induced by the observed feedback to detect corruptions adaptively.

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