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In this paper, we study combinatorial pure exploration for dueling bandits (CPE-DB): we have multiple candidates for multiple positions as modeled by a bipartite graph, and in each round we sample a duel of two candidates on one position…

Machine Learning · Computer Science 2020-06-24 Wei Chen , Yihan Du , Longbo Huang , Haoyu Zhao

We propose a bandit algorithm that explores purely by randomizing its past observations. In particular, the sufficient optimism in the mean reward estimates is achieved by exploiting the variance in the past observed rewards. We name the…

Machine Learning · Computer Science 2021-03-09 Nan Wang , Branislav Kveton , Maryam Karimzadehgan

We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…

Machine Learning · Computer Science 2011-10-28 Alina Beygelzimer , John Langford , Lihong Li , Lev Reyzin , Robert E. Schapire

We study pure exploration in bandits, where the dimension of the feature representation can be much larger than the number of arms. To overcome the curse of dimensionality, we propose to adaptively embed the feature representation of each…

Machine Learning · Statistics 2022-03-18 Yinglun Zhu , Dongruo Zhou , Ruoxi Jiang , Quanquan Gu , Rebecca Willett , Robert Nowak

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

Machine Learning · Statistics 2021-01-22 Marc Jourdan , Mojmír Mutný , Johannes Kirschner , Andreas Krause

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

By exploiting the computing power and local data of distributed clients, federated learning (FL) features ubiquitous properties such as reduction of communication overhead and preserving data privacy. In each communication round of FL, the…

Information Theory · Computer Science 2020-07-21 Wenchao Xia , Tony Q. S. Quek , Kun Guo , Wanli Wen , Howard H. Yang , Hongbo Zhu

Multi-kernel learning (MKL) exhibits well-documented performance in online non-linear function approximation. Federated learning enables a group of learners (called clients) to train an MKL model on the data distributed among clients to…

Machine Learning · Computer Science 2023-11-10 Pouya M. Ghari , Yanning Shen

Most existing works on federated bandits take it for granted that all clients are altruistic about sharing their data with the server for the collective good whenever needed. Despite their compelling theoretical guarantee on performance and…

Machine Learning · Computer Science 2023-10-24 Zhepei Wei , Chuanhao Li , Haifeng Xu , Hongning Wang

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

Machine Learning · Computer Science 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

Originated from distributed learning, federated learning enables privacy-preserved collaboration on a new abstracted level by sharing the model parameters only. While the current research mainly focuses on optimizing learning algorithms and…

Machine Learning · Computer Science 2020-09-17 Cong Wang , Yuanyuan Yang , Pengzhan Zhou

Bayesian optimization is highly effective for optimizing expensive-to-evaluate black-box functions, but it faces significant computational challenges due to the cubic per-iteration cost of Gaussian processes, which results in a total time…

Optimization and Control · Mathematics 2026-05-21 Tansheng Zhu , Hongyu Zhou , Ke Jin , Xusheng Xu , Qiufan Yuan , Lijie Ji

We present the first study on provably efficient randomized exploration in cooperative multi-agent reinforcement learning (MARL). We propose a unified algorithm framework for randomized exploration in parallel Markov Decision Processes…

Machine Learning · Computer Science 2025-03-04 Hao-Lun Hsu , Weixin Wang , Miroslav Pajic , Pan Xu

We study the impact of sharing exploration in multi-armed bandits in a grouped setting where a set of groups have overlapping feasible action sets [Baek and Farias '24]. In this grouped bandit setting, groups share reward observations, and…

Machine Learning · Computer Science 2025-06-13 Moïse Blanchard , Vineet Goyal

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

Machine Learning · Computer Science 2020-10-23 Abhimanyu Dubey , Alex Pentland

Pure exploration is one of the fundamental problems in multi-armed bandits (MAB). However, existing works mostly focus on specific pure exploration tasks, without a holistic view of the general pure exploration problem. This work fills this…

Machine Learning · Statistics 2025-03-12 Di Wu , Chengshuai Shi , Ruida Zhou , Cong Shen

Conversational contextual bandits elicit user preferences by occasionally querying for explicit feedback on key-terms to accelerate learning. However, there are aspects of existing approaches which limit their performance. First,…

Machine Learning · Computer Science 2023-10-03 Zhiyong Wang , Xutong Liu , Shuai Li , John C. S. Lui

Multi-vector late-interaction retrievers such as ColBERT achieve state-of-the-art retrieval quality, but their query-time cost is dominated by exhaustively computing token-level MaxSim interactions for every candidate document. While…

Information Retrieval · Computer Science 2026-02-04 Roi Pony , Adi Raz , Oshri Naparstek , Idan Friedman , Udi Barzelay