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Related papers: Federated Linear Contextual Bandits

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Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

Federated Learning (FL) offers a paradigm for privacy-preserving collaborative AI, but its decentralized nature creates significant vulnerabilities to model poisoning attacks. While numerous static defenses exist, their effectiveness is…

Machine Learning · Computer Science 2025-07-30 Md Rafid Haque , Abu Raihan Mostofa Kamal , Md. Azam Hossain

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

Machine Learning · Computer Science 2021-07-14 Dylan J. Foster , Claudio Gentile , Mehryar Mohri , Julian Zimmert

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…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We propose a new online algorithm for cumulative regret minimization in a stochastic linear bandit. The algorithm pulls the arm with the highest estimated reward in a linear model trained on its perturbed history. Therefore, we call it…

Machine Learning · Computer Science 2023-07-12 Branislav Kveton , Csaba Szepesvari , Mohammad Ghavamzadeh , Craig Boutilier

This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model to minimize cumulative regret with respect to the best intervention in hindsight. This is, naturally, posed as a causal bandit…

Machine Learning · Statistics 2023-04-04 Burak Varici , Karthikeyan Shanmugam , Prasanna Sattigeri , Ali Tajer

We study the Linear Contextual Bandit problem in the hybrid reward setting. In this setting every arm's reward model contains arm specific parameters in addition to parameters shared across the reward models of all the arms. We can reduce…

Machine Learning · Computer Science 2024-09-05 Nirjhar Das , Gaurav Sinha

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

Federated Learning (FL) is a distributed learning paradigm where clients collaboratively train a model while keeping their own data private. With an increasing scale of clients and models, FL encounters two key challenges, client drift due…

Machine Learning · Computer Science 2025-01-20 Jianhui Sun , Xidong Wu , Heng Huang , Aidong Zhang

Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are $L$ observed contexts and $K$ arms of the bandit. The…

Machine Learning · Computer Science 2016-10-28 Rajat Sen , Karthikeyan Shanmugam , Murat Kocaoglu , Alexandros G. Dimakis , Sanjay Shakkottai

Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…

Machine Learning · Computer Science 2020-02-27 Vidyashankar Sivakumar , Zhiwei Steven Wu , Arindam Banerjee

Contextual multinomial logit (MNL) bandits capture many real-world assortment recommendation problems such as online retailing/advertising. However, prior work has only considered (generalized) linear value functions, which greatly limits…

Machine Learning · Computer Science 2024-02-20 Mengxiao Zhang , Haipeng Luo

We study the federated pure exploration problem of multi-armed bandits and linear bandits, where $M$ agents cooperatively identify the best arm via communicating with the central server. To enhance the robustness against latency and…

Machine Learning · Computer Science 2024-10-01 Zichen Wang , Chuanhao Li , Chenyu Song , Lianghui Wang , Quanquan Gu , Huazheng Wang

We study constrained contextual bandits (CCB) with adversarially chosen contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context,…

Machine Learning · Computer Science 2026-02-06 Dhruv Sarkar , Abhishek Sinha

A large number of online services provide automated recommendations to help users to navigate through a large collection of items. New items (products, videos, songs, advertisements) are suggested on the basis of the user's past history and…

Machine Learning · Computer Science 2013-01-10 Yash Deshpande , Andrea Montanari

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Optimization and Control · Mathematics 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

We give novel algorithms for multi-task and lifelong linear bandits with shared representation. Specifically, we consider the setting where we play $M$ linear bandits with dimension $d$, each for $T$ rounds, and these $M$ bandit tasks share…

Machine Learning · Computer Science 2022-03-30 Jiaqi Yang , Qi Lei , Jason D. Lee , Simon S. Du

We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time. Under the assumption that the…

Machine Learning · Computer Science 2022-05-25 Gergely Neu , Julia Olkhovskaya

This paper provides an invariant federated learning system for resource-constrained edge intelligence. This framework can mitigate the impact of heterogeneity and asynchrony via exit strategy and invariant penalty. We introduce parameter…

Machine Learning · Computer Science 2025-04-17 Ziruo Hao , Zhenhua Cui , Tao Yang , Bo Hu , Xiaofeng Wu , Hui Feng

We introduce a rich class of graphical models for multi-armed bandit problems that permit both the state or context space and the action space to be very large, yet succinctly specify the payoffs for any context-action pair. Our main result…

Machine Learning · Computer Science 2012-02-20 Kareem Amin , Michael Kearns , Umar Syed
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