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We study the benefits of sparsity in nonparametric contextual bandit problems, in which the set of candidate features is countably or uncountably infinite. Our contribution is two-fold. First, using a novel reduction to sequences of…

Machine Learning · Statistics 2026-01-16 Hamish Flynn , Julia Olkhovskaya , Paul Rognon-Vael

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

In online recommendation, customers arrive in a sequential and stochastic manner from an underlying distribution and the online decision model recommends a chosen item for each arriving individual based on some strategy. We study how to…

Machine Learning · Computer Science 2021-09-23 Wen Huang , Lu Zhang , Xintao Wu

In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the decision maker chooses one arm to pull and receives the…

Machine Learning · Computer Science 2022-06-28 Yifan Lin , Yuhao Wang , Enlu Zhou

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

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…

Machine Learning · Computer Science 2021-07-13 Viktor Bengs , Robert Busa-Fekete , Adil El Mesaoudi-Paul , Eyke Hüllermeier

We study the best-arm identification problem in sparse linear bandits under the fixed-budget setting. In sparse linear bandits, the unknown feature vector $\theta^*$ may be of large dimension $d$, but only a few, say $s \ll d$ of these…

Machine Learning · Computer Science 2023-11-02 Recep Can Yavas , Vincent Y. F. Tan

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

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

We study a multi-objective pure exploration problem in a multi-armed bandit model. Each arm is associated to an unknown multi-variate distribution and the goal is to identify the distributions whose mean is not uniformly worse than that of…

Machine Learning · Statistics 2025-01-15 Cyrille Kone , Emilie Kaufmann , Laura Richert

Federated learning harnesses the power of distributed optimization to train a unified machine learning model across separate clients. However, heterogeneous data distributions and computational workloads can lead to inconsistent updates and…

Machine Learning · Computer Science 2024-10-15 Aayushya Agarwal , Gauri Joshi , Larry Pileggi

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

Machine Learning · Computer Science 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

Federated learning (FL) is an emerging machine learning (ML) paradigm used to train models across multiple nodes (i.e., clients) holding local data sets, without explicitly exchanging the data. It has attracted a growing interest in recent…

Machine Learning · Computer Science 2023-03-21 Dan Ben Ami , Kobi Cohen , Qing Zhao

In an attempt to make algorithms fair, the machine learning literature has largely focused on equalizing decisions, outcomes, or error rates across race or gender groups. To illustrate, consider a hypothetical government rideshare program…

Machine Learning · Computer Science 2024-02-14 Alex Chohlas-Wood , Madison Coots , Henry Zhu , Emma Brunskill , Sharad Goel

This work addresses competitive resource allocation in a sequential setting, where two players allocate resources across objects or locations of shared interest. Departing from the simultaneous Colonel Blotto game, our framework introduces…

Computer Science and Game Theory · Computer Science 2025-04-24 Omkar Thakoor , Rajgopal Kannan , Victor Prasanna

We study model selection in linear bandits, where the learner must adapt to the dimension (denoted by $d_\star$) of the smallest hypothesis class containing the true linear model while balancing exploration and exploitation. Previous papers…

Machine Learning · Statistics 2022-03-17 Yinglun Zhu , Robert Nowak

Extracting actionable intelligence from distributed, heterogeneous, correlated and high-dimensional data sources requires run-time processing and learning both locally and globally. In the last decade, a large number of meta-learning…

Machine Learning · Computer Science 2016-11-01 Cem Tekin , Jinsung Yoon , Mihaela van der Schaar

Federated Learning (FL) enables multiple resource-constrained edge devices with varying levels of heterogeneity to collaboratively train a global model. However, devices with limited capacity can create bottlenecks and slow down model…

Machine Learning · Computer Science 2025-04-08 Afsaneh Mahanipour , Hana Khamfroush

We introduce the payload optimization method for federated recommender systems (FRS). In federated learning (FL), the global model payload that is moved between the server and users depends on the number of items to recommend. The model…

Machine Learning · Computer Science 2021-07-29 Farwa K. Khan , Adrian Flanagan , Kuan E. Tan , Zareen Alamgir , Muhammad Ammad-Ud-Din
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