Related papers: Collaborative Learning in Kernel-based Bandits for…
The widespread proliferation of data-driven decision-making has ushered in a recent interest in the design of privacy-preserving algorithms. In this paper, we consider the ubiquitous problem of gaussian process (GP) bandit optimization from…
We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…
Consider the sequential optimization of a continuous, possibly non-convex, and expensive to evaluate objective function $f$. The problem can be cast as a Gaussian Process (GP) bandit where $f$ lives in a reproducing kernel Hilbert space…
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…
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…
We study the problem of regret minimization for distributed bandits learning, in which $M$ agents work collaboratively to minimize their total regret under the coordination of a central server. Our goal is to design communication protocols…
This paper develops a novel mathematical framework for collaborative learning by means of geometrically inspired kernel machines which includes statements on the bounds of generalisation and approximation errors, and sample complexity. For…
In this paper, we consider the Gaussian process (GP) bandit optimization problem in a non-stationary environment. To capture external changes, the black-box function is allowed to be time-varying within a reproducing kernel Hilbert space…
The Colonel Blotto game is a renowned resource allocation problem with a long-standing literature in game theory (almost 100 years). However, its scope of application is still restricted by the lack of studies on the incomplete-information…
We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a…
We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…
Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…
We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint…
We consider distributed linear bandits where $M$ agents learn collaboratively to minimize the overall cumulative regret incurred by all agents. Information exchange is facilitated by a central server, and both the uplink and downlink…
Neural bandits have been shown to provide an efficient solution to practical sequential decision tasks that have nonlinear reward functions. The main contributor to that success is approximate Bayesian inference, which enables neural…
Distributed, online data mining systems have emerged as a result of applications requiring analysis of large amounts of correlated and high-dimensional data produced by multiple distributed data sources. We propose a distributed online data…
We tackle the communication efficiency challenge of learning kernelized contextual bandits in a distributed setting. Despite the recent advances in communication-efficient distributed bandit learning, existing solutions are restricted to…
Effective cooperation is pivotal in distributed learning for multi-agent systems, where the interplay between the quantity and quality of the machine learning models is crucial. This paper reveals the irrationality of indiscriminate…
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…
We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…