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We consider cross-silo federated linear contextual bandit (LCB) problem under differential privacy, where multiple silos (agents) interact with the local users and communicate via a central server to realize collaboration while without…

Machine Learning · Computer Science 2023-06-01 Xingyu Zhou , Sayak Ray Chowdhury

This paper addresses a kernel-based learning problem for a network of agents locally observing a latent multidimensional, nonlinear phenomenon in a noisy environment. We propose a learning algorithm that requires only mild a priori…

Multiagent Systems · Computer Science 2024-04-16 Krzysztof Kowalczyk , Paweł Wachel , Cristian R. Rojas

We study linear dueling bandits in volatile environments characterized by the simultaneous presence of post-serving contexts, delayed feedback, and adversarial corruption. Feedback is subject to unknown stochastic or adversarial delays and…

Machine Learning · Computer Science 2026-05-20 Youngmin Oh

Effective budget allocation is crucial for optimizing the performance of digital advertising campaigns. However, the development of practical budget allocation algorithms remain limited, primarily due to the lack of public datasets and…

Machine Learning · Computer Science 2025-02-06 Briti Gangopadhyay , Zhao Wang , Alberto Silvio Chiappa , Shingo Takamatsu

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

Exploration efficiency is a challenging problem in multi-agent reinforcement learning (MARL), as the policy learned by confederate MARL depends on the collaborative approach among multiple agents. Another important problem is the less…

Machine Learning · Computer Science 2019-12-30 Qisheng Wang , Qichao Wang

In distributed optimization and federated learning, asynchronous alternating direction method of multipliers (ADMM) serves as an attractive option for large-scale optimization, data privacy, straggler nodes and variety of objective…

Machine Learning · Computer Science 2025-08-19 Sagar Shrestha

Nowadays, large and complex deep learning (DL) models are increasingly trained in a distributed manner across multiple worker machines, in which extensive communications between workers pose serious scaling problems. In this article, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-10 Shaohuai Shi , Zhenheng Tang , Xiaowen Chu , Chengjian Liu , Wei Wang , Bo Li

In recent years, as data and problem sizes have increased, distributed learning has become an essential tool for training high-performance models. However, the communication bottleneck, especially for high-dimensional data, is a challenge.…

Optimization and Control · Mathematics 2025-04-28 Dmitry Bylinkin , Aleksandr Beznosikov

Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on…

Machine Learning · Statistics 2022-06-20 Parnian Kassraie , Jonas Rothfuss , Andreas Krause

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

Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…

Machine Learning · Computer Science 2023-10-17 Zheqing Zhu , Yueyang Liu , Xu Kuang , Benjamin Van Roy

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…

Machine Learning · Computer Science 2022-04-19 Yuzhen Qin , Tommaso Menara , Samet Oymak , ShiNung Ching , Fabio Pasqualetti

We study the kernelized bandit problem, that involves designing an adaptive strategy for querying a noisy zeroth-order-oracle to efficiently learn about the optimizer of an unknown function $f$ with a norm bounded by $M<\infty$ in a…

Machine Learning · Computer Science 2022-03-15 Shubhanshu Shekhar , Tara Javidi

Learning in the reproducing kernel Hilbert space (RKHS) such as the support vector machine has been recognized as a promising technique. It continues to be highly effective and competitive in numerous prediction tasks, particularly in…

Machine Learning · Computer Science 2025-01-15 Gakuto Obi , Ayato Saito , Yuto Sasaki , Tsuyoshi Kato

We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…

Machine Learning · Computer Science 2026-02-24 Liad Erez , Tomer Koren

In this paper we study the inherent trade-off between time and communication complexity for the distributed consensus problem. In our model, communication complexity is measured as the maximum data throughput (in bits per second) sent…

Systems and Control · Computer Science 2014-10-07 Federico Rossi , Marco Pavone

This paper describes a sequential, or online, learning scheme for adaptive radar transmissions that facilitate spectrum sharing with a non-cooperative cellular network. First, the interference channel between the radar and a spatially…

Information Theory · Computer Science 2020-08-25 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang
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