On the Computational Tractability of Robust Bandits

Learning when the environment does not belong to the learner's hypothesis class is typically handled using agnostic learning guarantees. However, for anything beyond supervised learning, agnostic guarantees are difficult to come by. Recently, imprecise bandits (Kosoy, 2025) (later renamed to robust bandits in Appel and Kosoy, 2025) were introduced as another approach to unrealizable learning in the bandits setting and a $Θ(\sqrt{T})$ regret learner was shown for a large class. However, no computational guarantees were provided. In this paper we identify a special case that admits a polynomial-time learner with $\tilde{O}(\sqrt{T})$ regret. We also show that several small generalizations of this special case are NP-hard thus indicating that the special case is at the boundary of what is tractable. It has been recently suggested (Kosoy, 2018) that computationally efficient learners for unrealizable learning problems are crucial for solving the AI alignment problem. This work is a small step in that direction.