Bandit Learning in Matching Markets Robust to Adversarial Corruptions

Zheshun Wu, Jinhang Zuo, Zenglin Xu, Fang Kong

Keywords: Bandits, Matching markets, Robust algorithms, Adversarial corruptions

Abstract: This paper investigates the problem of bandit learning in two-sided decentralized matching markets with adversarial corruptions. In matching markets, players on one side aim to learn their unknown preferences over arms on the other side through iterative online learning, with the goal of identifying the optimal stable match. However, in real-world applications, stochastic rewards observed by players may be corrupted by malicious adversaries, potentially misleading the learning process and causing convergence to a sub-optimal match. We study this problem under two settings: one where the corruption level $C$ (defined as the sum of the largest adversarial alterations to the feedback across rounds) is known, and another where it is unknown. For the known corruption setting, we develop a robust variant of the classical Explore-Then-Gale-Shapley (ETGS) algorithm by incorporating widened confidence intervals. For the unknown corruption case, we propose a Multi-layer ETGS race method that adaptively mitigates adversarial effects without prior corruption knowledge. We provide theoretical guarantees for both algorithms by establishing upper bounds on their optimal stable regret, and further derive the lower bound to demonstrate their optimality.

Primary Area: learning theory

Submission Number: 4211