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In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…

Machine Learning · Computer Science 2022-12-20 Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

We study a novel setting in offline reinforcement learning (RL) where a number of distributed machines jointly cooperate to solve the problem but only one single round of communication is allowed and there is a budget constraint on the…

Machine Learning · Statistics 2022-02-11 Juliusz Krysztof Ziomek , Jun Wang , Yaodong Yang

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

Machine Learning · Computer Science 2024-04-30 Osama A. Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…

Machine Learning · Statistics 2021-11-25 Udari Madhushani , Abhimanyu Dubey , Naomi Ehrich Leonard , Alex Pentland

Dialog response selection is an important step towards natural response generation in conversational agents. Existing work on neural conversational models mainly focuses on offline supervised learning using a large set of context-response…

Computation and Language · Computer Science 2017-11-27 Bing Liu , Tong Yu , Ian Lane , Ole J. Mengshoel

We study federated contextual linear bandits, where $M$ agents cooperate with each other to solve a global contextual linear bandit problem with the help of a central server. We consider the asynchronous setting, where all agents work…

Machine Learning · Computer Science 2022-07-08 Jiafan He , Tianhao Wang , Yifei Min , Quanquan Gu

The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

Machine Learning · Computer Science 2022-09-08 Xueping Gong , Jiheng Zhang

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

Machine Learning · Computer Science 2021-06-14 Sitan Chen , Frederic Koehler , Ankur Moitra , Morris Yau

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

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

In continuum-armed bandit problems where the underlying function resides in a reproducing kernel Hilbert space (RKHS), namely, the kernelised bandit problems, an important open problem remains of how well learning algorithms can adapt if…

Machine Learning · Statistics 2023-04-28 Yusha Liu , Aarti Singh

This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model…

Machine Learning · Computer Science 2016-11-15 Joel B. Predd , Sanjeev R. Kulkarni , H. Vincent Poor

We study collaborative learning among distributed clients facilitated by a central server. Each client is interested in maximizing a personalized objective function that is a weighted sum of its local objective and a global objective. Each…

Machine Learning · Statistics 2023-04-18 Sudeep Salgia , Sattar Vakili , Qing Zhao

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

We consider the distributed SGD problem, where a main node distributes gradient calculations among $n$ workers. By assigning tasks to all the workers and waiting only for the $k$ fastest ones, the main node can trade-off the algorithm's…

Information Theory · Computer Science 2022-06-29 Maximilian Egger , Rawad Bitar , Antonia Wachter-Zeh , Deniz Gündüz

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…

Optimization and Control · Mathematics 2025-11-19 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

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 paper, we study kernelized bandits with distributed biased feedback. This problem is motivated by several real-world applications (such as dynamic pricing, cellular network configuration, and policy making), where users from a large…

Machine Learning · Computer Science 2023-02-08 Fengjiao Li , Xingyu Zhou , Bo Ji

We consider the problem of online stochastic optimization in a distributed setting with $M$ clients connected through a central server. We develop a distributed online learning algorithm that achieves order-optimal cumulative regret with…

Machine Learning · Computer Science 2023-06-07 Sudeep Salgia , Qing Zhao , Tamir Gabay , Kobi Cohen