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Related papers: Federated Multi-armed Bandits with Personalization

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Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an "instantaneous…

Machine Learning · Computer Science 2023-12-25 Shufan Wang , Guojun Xiong , Jian Li

In this paper, we study Combinatorial Semi-Bandits (CSB) that is an extension of classic Multi-Armed Bandits (MAB) under Differential Privacy (DP) and stronger Local Differential Privacy (LDP) setting. Since the server receives more…

Machine Learning · Computer Science 2020-07-06 Xiaoyu Chen , Kai Zheng , Zixin Zhou , Yunchang Yang , Wei Chen , Liwei Wang

An automatic machine learning (AutoML) task is to select the best algorithm and its hyper-parameters simultaneously. Previously, the hyper-parameters of all algorithms are joint as a single search space, which is not only huge but also…

Machine Learning · Computer Science 2019-06-03 Yi-Qi Hu , Yang Yu , Jun-Da Liao

This paper presents a novel federated linear contextual bandits model, where individual clients face different $K$-armed stochastic bandits coupled through common global parameters. By leveraging the geometric structure of the linear…

Machine Learning · Statistics 2021-10-28 Ruiquan Huang , Weiqiang Wu , Jing Yang , Cong Shen

We study a federated linear bandits model, where $M$ clients communicate with a central server to solve a linear contextual bandits problem with finite adversarial action sets that may be different across clients. To address the unique…

Machine Learning · Computer Science 2023-11-03 Li Fan , Ruida Zhou , Chao Tian , Cong Shen

Efficient selection among multiple generative models is increasingly important in modern generative AI, where sampling from suboptimal models is costly. This problem can be formulated as a multi-armed bandit task. Under diversity-aware…

Machine Learning · Computer Science 2026-03-24 Bahar Dibaei Nia , Farzan Farnia

Most algorithms for the multi-armed bandit problem in reinforcement learning aimed to maximize the expected reward, which are thus useful in searching the optimized candidate with the highest reward (function value) for diverse applications…

Machine Learning · Computer Science 2022-01-03 Bin Chong , Yingguang Yang , Zi-Le Wang , Hang Xing , Zhirong Liu

Federated learning has emerged recently as a promising solution for distributing machine learning tasks through modern networks of mobile devices. Recent studies have obtained lower bounds on the expected decrease in model loss that is…

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

Artificial Intelligence · Computer Science 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson

Due to the broad range of applications of stochastic multi-armed bandit model, understanding the effects of adversarial attacks and designing bandit algorithms robust to attacks are essential for the safe applications of this model. In this…

Machine Learning · Computer Science 2020-10-28 Guanlin Liu , Lifeng lai

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

Machine Learning · Computer Science 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

Multi-armed bandit algorithms are fundamental tools for sequential decision-making under uncertainty, with widespread applications across domains such as clinical trials and personalized decision-making. As bandit algorithms are…

Machine Learning · Computer Science 2025-08-07 Dhruv Sarkar , Nishant Pandey , Sayak Ray Chowdhury

We present conservative distributed multi-task learning in stochastic linear contextual bandits with heterogeneous agents. This extends conservative linear bandits to a distributed setting where M agents tackle different but related tasks…

Machine Learning · Computer Science 2025-04-29 Jiabin Lin , Shana Moothedath

The multi-armed bandit problem has been extensively studied under the stationary assumption. However in reality, this assumption often does not hold because the distributions of rewards themselves may change over time. In this paper, we…

Machine Learning · Computer Science 2017-11-22 Fang Liu , Joohyun Lee , Ness Shroff

We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…

Machine Learning · Computer Science 2023-01-05 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

Selecting the best large language model (LLM) for a fixed benchmark is often expensive, since exhaustive evaluation requires running every model on every example. Multi-armed bandit (MAB) algorithms can reduce the number of LLM calls by…

Machine Learning · Computer Science 2026-05-12 Elad Tolochinsky , Yaniv Tenzer , Yaniv Romano

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…

Optimization and Control · Mathematics 2015-07-09 Vaibhav Srivastava , Paul Reverdy , Naomi Ehrich Leonard

Federated Learning (FL) faces challenges from client data heterogeneity and resource-constrained mobile devices, which can degrade model accuracy. Personalized Federated Learning (PFL) addresses this issue by adapting shared global…

Machine Learning · Computer Science 2026-04-21 Xingyan Chen , Tian Du , Changqiao Xu , Fuzhen Zhuang , Lujie Zhong , Gabriel-Miro Muntean , Enmao Diao

This paper proposes near-optimal algorithms for the pure-exploration linear bandit problem in the fixed confidence and fixed budget settings. Leveraging ideas from the theory of suprema of empirical processes, we provide an algorithm whose…

Machine Learning · Computer Science 2020-06-23 Julian Katz-Samuels , Lalit Jain , Zohar Karnin , Kevin Jamieson