Related papers: Achieving Privacy in the Adversarial Multi-Armed B…
Differential privacy (DP) is by far the most widely accepted framework for mitigating privacy risks in machine learning. However, exactly how small the privacy parameter $\epsilon$ needs to be to protect against certain privacy risks in…
We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…
Bandit-style algorithms have been studied extensively in stochastic and adversarial settings. Such algorithms have been shown to be useful in multiplayer settings, e.g. to solve the wireless network selection problem, which can be…
This paper studies multi-stage systems with end-to-end bandit feedback. In such systems, each job needs to go through multiple stages, each managed by a different agent, before generating an outcome. Each agent can only control its own…
This paper studies privacy-preserving exploration in Markov Decision Processes (MDPs) with linear representation. We first consider the setting of linear-mixture MDPs (Ayoub et al., 2020) (a.k.a.\ model-based setting) and provide an unified…
We study fair multi-agent multi-armed bandit learning under collision-only coordination. Agents cannot communicate explicitly during learning and observe only their own rewards and whether collisions occur when several agents access the…
We study adversarial multi-armed bandits with and without delayed feedback under a safety-aware goal: achieving minimax-optimal worst-case regret while keeping nearly constant regret relative to a designated "safe" baseline policy. Existing…
We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…
This work addresses the problem of regret minimization in non-stochastic multi-armed bandit problems, focusing on performance guarantees that hold with high probability. Such results are rather scarce in the literature since proving them…
We introduce the problem of regret minimization in Adversarial Dueling Bandits. As in classic Dueling Bandits, the learner has to repeatedly choose a pair of items and observe only a relative binary `win-loss' feedback for this pair, but…
With the growing demand for personalized assortment recommendations, concerns over data privacy have intensified, highlighting the urgent need for effective privacy-preserving strategies. This paper presents a novel framework for…
We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…
In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…
We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…
Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…
Recently a multi-agent variant of the classical multi-armed bandit was proposed to tackle fairness issues in online learning. Inspired by a long line of work in social choice and economics, the goal is to optimize the Nash social welfare…
We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…
We present an efficient second-order algorithm with $\tilde{O}(\frac{1}{\eta}\sqrt{T})$ regret for the bandit online multiclass problem. The regret bound holds simultaneously with respect to a family of loss functions parameterized by…
We consider two agents playing simultaneously the same stochastic three-armed bandit problem. The two agents are cooperating but they cannot communicate. We propose a strategy with no collisions at all between the players (with very high…
We propose a new best-of-both-worlds algorithm for bandits with variably delayed feedback. In contrast to prior work, which required prior knowledge of the maximal delay $d_{\mathrm{max}}$ and had a linear dependence of the regret on it,…