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In this paper, we investigate a novel problem of building contextual bandits in the vertical federated setting, i.e., contextual information is vertically distributed over different departments. This problem remains largely unexplored in…

Machine Learning · Computer Science 2022-10-21 Zeyu Cao , Zhipeng Liang , Shu Zhang , Hangyu Li , Ouyang Wen , Yu Rong , Peilin Zhao , Bingzhe Wu

Federated learning has emerged as a promising approach for training machine learning models on decentralized data sources while preserving data privacy. However, challenges such as communication bottlenecks, heterogeneity of client devices,…

Machine Learning · Computer Science 2023-12-27 Anna Vettoruzzo , Mohamed-Rafik Bouguelia , Thorsteinn Rögnvaldsson

A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Dylan J. Foster , John Langford , Paul Mineiro

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic…

Machine Learning · Computer Science 2019-08-19 Sanae Amani , Mahnoosh Alizadeh , Christos Thrampoulidis

Federated learning has emerged as an attractive approach to protect data privacy by eliminating the need for sharing clients' data while reducing communication costs compared with centralized machine learning algorithms. However, recent…

Contextual bandit algorithms are widely used in domains where it is desirable to provide a personalized service by leveraging contextual information, that may contain sensitive information that needs to be protected. Inspired by this…

Machine Learning · Computer Science 2021-12-14 Evrard Garcelon , Kamalika Chaudhuri , Vianney Perchet , Matteo Pirotta

Upper Confidence Bound (UCB) is arguably the most commonly used method for linear multi-arm bandit problems. While conceptually and computationally simple, this method highly relies on the confidence bounds, failing to strike the optimal…

Machine Learning · Computer Science 2020-06-05 Kaige Yang , Laura Toni

Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the…

Machine Learning · Computer Science 2019-09-02 Chao Tao , Qin Zhang , Yuan Zhou

Conversational recommender systems have emerged as a potent solution for efficiently eliciting user preferences. These systems interactively present queries associated with "key terms" to users and leverage user feedback to estimate user…

Machine Learning · Computer Science 2024-08-13 Zhuohua Li , Maoli Liu , John C. S. Lui

We consider the problem of multiple users targeting the arms of a single multi-armed stochastic bandit. The motivation for this problem comes from cognitive radio networks, where selfish users need to coexist without any side communication…

Machine Learning · Computer Science 2014-04-23 Orly Avner , Shie Mannor

This paper tackles a multi-agent bandit setting where $M$ agents cooperate together to solve the same instance of a $K$-armed stochastic bandit problem. The agents are \textit{heterogeneous}: each agent has limited access to a local subset…

Machine Learning · Computer Science 2022-02-18 Lin Yang , Yu-zhen Janice Chen , Mohammad Hajiesmaili , John CS Lui , Don Towsley

Contextual bandit algorithms are commonly used in recommender systems, where content popularity can change rapidly. These algorithms continuously learn latent mappings between users and items, based on contexts associated with them both.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-17 Kanak Mahadik , Qingyun Wu , Shuai Li , Amit Sabne

Data that is gathered adaptively --- via bandit algorithms, for example --- exhibits bias. This is true both when gathering simple numeric valued data --- the empirical means kept track of by stochastic bandit algorithms are biased…

Machine Learning · Computer Science 2018-06-07 Seth Neel , Aaron Roth

When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…

Machine Learning · Computer Science 2021-12-17 Erdem Bıyık , Anusha Lalitha , Rajarshi Saha , Andrea Goldsmith , Dorsa Sadigh

In this work, we study the personalized federated $\mathcal{X}$-armed bandit problem, where the heterogeneous local objectives of the clients are optimized simultaneously in the federated learning paradigm. We propose the \texttt{PF-PNE}…

Machine Learning · Statistics 2023-10-26 Wenjie Li , Qifan Song , Jean Honorio

Federated learning performs distributed model training using local data hosted by agents. It shares only model parameter updates for iterative aggregation at the server. Although it is privacy-preserving by design, federated learning is…

Machine Learning · Computer Science 2019-05-09 Yufei Han , Xiangliang Zhang

Federated Learning is an emerging privacy-preserving distributed machine learning approach to building a shared model by performing distributed training locally on participating devices (clients) and aggregating the local models into a…

Machine Learning · Computer Science 2021-04-15 Sreya Francis , Irene Tenison , Irina Rish

The linear contextual bandit literature is mostly focused on the design of efficient learning algorithms for a given representation. However, a contextual bandit problem may admit multiple linear representations, each one with different…

Machine Learning · Computer Science 2021-04-09 Matteo Papini , Andrea Tirinzoni , Marcello Restelli , Alessandro Lazaric , Matteo Pirotta

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space. We study this problem under an additional constraint of Differential…

Machine Learning · Statistics 2025-07-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier
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