We consider an adversarial online learning setting where a decision maker can
choose an action in every stage of the game. In addition to observing the
reward of the chosen action, the decision maker gets side observations on the
reward he would have obtained had he chosen some of the other actions. The
observation structure is encoded as a graph, where node i is linked to node j
if sampling i provides information on the reward of j. This setting naturally
interpolates between the well-known "experts" setting, where the decision maker
can view all rewards, and the multi-armed bandits setting, where the decision
maker can only view the reward of the chosen action. We develop practical
algorithms with provable regret guarantees, which depend on non-trivial
graph-theoretic properties of the information feedback structure. We also
provide partially-matching lower bounds.Comment: Presented at the NIPS 2011 conferenc