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Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

In intelligent Internet of Things (IoT) systems, edge servers within a network exchange information with their neighbors and collect data from sensors to complete delivered tasks. In this paper, we propose a multiplayer multi-armed bandit…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-19 Ziqun Chen , Kechao Cai , Jinbei Zhang , Zhigang Yu

We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then…

Machine Learning · Computer Science 2019-02-14 Deming Yuan , Alexandre Proutiere , Guodong Shi

In this paper, we study the problem of global reward maximization with only partial distributed feedback. This problem is motivated by several real-world applications (e.g., cellular network configuration, dynamic pricing, and policy…

Machine Learning · Computer Science 2024-03-22 Fengjiao Li , Xingyu Zhou , Bo Ji

Cellular network configuration plays a critical role in network performance. In current practice, network configuration depends heavily on field experience of engineers and often remains static for a long period of time. This practice is…

Machine Learning · Computer Science 2019-05-29 Xiaoxiao Wang , Xueying Guo , Jie Chuai , Zhitang Chen , Xin Liu

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

Optimization and Control · Mathematics 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong

We consider stochastic sequential learning problems where the learner can observe the \textit{average reward of several actions}. Such a setting is interesting in many applications involving monitoring and surveillance, where the set of the…

Machine Learning · Computer Science 2015-06-22 Manjesh Kumar Hanawal , Venkatesh Saligrama , Michal Valko , R\' emi Munos

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…

Machine Learning · Computer Science 2017-02-21 Adish Singla , Hamed Hassani , Andreas Krause

We propose a minimax concave penalized multi-armed bandit algorithm under generalized linear model (G-MCP-Bandit) for a decision-maker facing high-dimensional data in an online learning and decision-making process. We demonstrate that the…

Machine Learning · Computer Science 2018-12-10 Xue Wang , Mike Mingcheng Wei , Tao Yao

There is a rapid increase in the cooperative learning paradigm in online learning settings, i.e., federated learning (FL). Unlike most FL settings, there are many situations where the agents are competitive. Each agent would like to learn…

Machine Learning · Computer Science 2023-05-30 Sambhav Solanki , Samhita Kanaparthy , Sankarshan Damle , Sujit Gujar

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…

Machine Learning · Computer Science 2021-08-11 Guy Tennenholtz , Uri Shalit , Shie Mannor , Yonathan Efroni

We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

Machine Learning · Computer Science 2022-02-15 Aadirupa Saha , Pierre Gaillard

The performance of reproducing kernel Hilbert space-based methods is known to be sensitive to the choice of the reproducing kernel. Choosing an adequate reproducing kernel can be challenging and computationally demanding, especially in…

Machine Learning · Computer Science 2023-11-07 Emilio Ruiz-Moreno , Baltasar Beferull-Lozano

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

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

Traditional deep network training methods optimize a monolithic objective function jointly for all the components. This can lead to various inefficiencies in terms of potential parallelization. Local learning is an approach to…

Machine Learning · Computer Science 2023-01-19 Adeetya Patel , Michael Eickenberg , Eugene Belilovsky

We train a recurrent neural network language model using a distributed, on-device learning framework called federated learning for the purpose of next-word prediction in a virtual keyboard for smartphones. Server-based training using…

In this paper, we study a linear bandit optimization problem in a federated setting where a large collection of distributed agents collaboratively learn a common linear bandit model. Standard federated learning algorithms applied to this…

Machine Learning · Computer Science 2022-04-05 Ali Jadbabaie , Haochuan Li , Jian Qian , Yi Tian