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We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

Machine Learning · Computer Science 2018-10-02 Roshan Shariff , Or Sheffet

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…

Machine Learning · Statistics 2021-06-08 Yuxuan Han , Zhipeng Liang , Yang Wang , Jiheng Zhang

Repeated use of a data sample via adaptively chosen queries can rapidly lead to overfitting, wherein the empirical evaluation of queries on the sample significantly deviates from their mean with respect to the underlying data distribution.…

Machine Learning · Computer Science 2024-04-26 Moshe Shenfeld , Katrina Ligett

We study the space complexity of the two related fields of differential privacy and adaptive data analysis. Specifically, (1) Under standard cryptographic assumptions, we show that there exists a problem P that requires exponentially more…

Cryptography and Security · Computer Science 2023-02-14 Itai Dinur , Uri Stemmer , David P. Woodruff , Samson Zhou

There is an increasing concern that most current published research findings are false. The main cause seems to lie in the fundamental disconnection between theory and practice in data analysis. While the former typically relies on…

Machine Learning · Statistics 2019-03-06 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

Bandits serve as the theoretical foundation of sequential learning and an algorithmic foundation of modern recommender systems. However, recommender systems often rely on user-sensitive data, making privacy a critical concern. This paper…

Machine Learning · Statistics 2024-04-16 Achraf Azize , Debabrota Basu

Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…

Machine Learning · Computer Science 2019-05-17 Fang Liu , Ness Shroff

Bandit algorithms have become a reference solution for interactive recommendation. However, as such algorithms directly interact with users for improved recommendations, serious privacy concerns have been raised regarding its practical use.…

Machine Learning · Computer Science 2022-09-01 Huazheng Wang , David Zhao , Hongning Wang

Contextual bandit algorithms~(CBAs) often rely on personal data to provide recommendations. Centralized CBA agents utilize potentially sensitive data from recent interactions to provide personalization to end-users. Keeping the sensitive…

Machine Learning · Computer Science 2020-03-12 Mohammad Malekzadeh , Dimitrios Athanasakis , Hamed Haddadi , Benjamin Livshits

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

From scientific experiments to online A/B testing, the previously observed data often affects how future experiments are performed, which in turn affects which data will be collected. Such adaptivity introduces complex correlations between…

Machine Learning · Statistics 2018-01-03 Xinkun Nie , Xiaoying Tian , Jonathan Taylor , James Zou

Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…

Machine Learning · Computer Science 2024-03-14 Kyra Gan , Esmaeil Keyvanshokooh , Xueqing Liu , Susan Murphy

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

We study the problem of multi-armed bandits with $\epsilon$-global Differential Privacy (DP). First, we prove the minimax and problem-dependent regret lower bounds for stochastic and linear bandits that quantify the hardness of bandits with…

Machine Learning · Computer Science 2022-11-07 Achraf Azize , Debabrota Basu

Differential privacy is one of the methods to solve the problem of privacy protection in federated learning. Setting the same privacy budget for each round will result in reduced accuracy in training. The existing methods of the adjustment…

Cryptography and Security · Computer Science 2024-08-20 Zhiqiang Wang , Xinyue Yu , Qianli Huang , Yongguang Gong

Bandit algorithms are increasingly used in real-world sequential decision-making problems. Associated with this is an increased desire to be able to use the resulting datasets to answer scientific questions like: Did one type of ad lead to…

Machine Learning · Computer Science 2021-11-23 Kelly W. Zhang , Lucas Janson , Susan A. Murphy

The contextual bandit problem, where agents arrive sequentially with personal contexts and the system adapts its arm allocation decisions accordingly, has recently garnered increasing attention for enabling more personalized outcomes.…

Machine Learning · Computer Science 2025-05-06 Yiting Hu , Lingjie Duan

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

Machine Learning · Computer Science 2021-01-07 Branislav Kveton , Martin Mladenov , Chih-Wei Hsu , Manzil Zaheer , Csaba Szepesvari , Craig Boutilier
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