Related papers: Achieving Privacy in the Adversarial Multi-Armed B…
We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…
We present an oracle-efficient relaxation for the adversarial contextual bandits problem, where the contexts are sequentially drawn i.i.d from a known distribution and the cost sequence is chosen by an online adversary. Our algorithm has a…
We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…
Differential privacy (DP) can be achieved in a distributed manner, where multiple parties add independent noise such that their sum protects the overall dataset with DP. A common technique here is for each party to sample their noise from…
In (online) learning theory the concepts of sparsity, variance and curvature are well-understood and are routinely used to obtain refined regret and generalization bounds. In this paper we further our understanding of these concepts in the…
We study distributed adversarial bandits, where $N$ agents cooperate to minimize the global average loss while observing only their own local losses. We show that the minimax regret for this problem is…
There are numerous methods of achieving $\epsilon$-differential privacy (DP). The question is what is the appropriate value of $\epsilon$, since there is no common agreement on a "sufficiently small" $\epsilon$, and its goodness depends on…
We design differentially private algorithms for the bandit convex optimization problem in the projection-free setting. This setting is important whenever the decision set has a complex geometry, and access to it is done efficiently only…
In this paper, we consider the multi-armed bandit problem with high-dimensional features. First, we prove a minimax lower bound, $\mathcal{O}\big((\log d)^{\frac{\alpha+1}{2}}T^{\frac{1-\alpha}{2}}+\log T\big)$, for the cumulative regret,…
We study the K-armed dueling bandit problem which is a variation of the classical Multi-Armed Bandit (MAB) problem in which the learner receives only relative feedback about the selected pairs of arms. We propose a new algorithm called…
Differential privacy (DP) techniques can be applied to the federated learning model to protect data privacy against inference attacks to communication among the learning agents. The DP techniques, however, hinder achieving a greater…
We make significant progress toward the stochastic shortest path problem with adversarial costs and unknown transition. Specifically, we develop algorithms that achieve $\widetilde{O}(\sqrt{S^2ADT_\star K})$ regret for the full-information…
We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…
We study private and robust multi-armed bandits (MABs), where the agent receives Huber's contaminated heavy-tailed rewards and meanwhile needs to ensure differential privacy. We first present its minimax lower bound, characterizing the…
We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…
We develop the first general semi-bandit algorithm that simultaneously achieves $\mathcal{O}(\log T)$ regret for stochastic environments and $\mathcal{O}(\sqrt{T})$ regret for adversarial environments without knowledge of the regime or the…
Contextual bandit algorithms are useful in personalized online decision-making. However, many applications such as personalized medicine and online advertising require the utilization of individual-specific information for effective…
We consider the partial observability model for multi-armed bandits, introduced by Mannor and Shamir. Our main result is a characterization of regret in the directed observability model in terms of the dominating and independence numbers of…
We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the oblivious adversarial…
Shuffle model of differential privacy is a novel distributed privacy model based on a combination of local privacy mechanisms and a secure shuffler. It has been shown that the additional randomisation provided by the shuffler improves…