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Contextual bandit algorithms are useful in personalized online decision-making. However, many applications such as personalized medicine and online advertising require the utilization of individual-specific information for effective…

Machine Learning · Statistics 2021-06-08 Yuxuan Han , Zhipeng Liang , Yang Wang , Jiheng Zhang

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

Machine Learning · Computer Science 2018-10-02 Roshan Shariff , Or Sheffet

As sequential learning algorithms are increasingly applied to real life, ensuring data privacy while maintaining their utilities emerges as a timely question. In this context, regret minimisation in stochastic bandits under…

Machine Learning · Statistics 2025-05-12 Achraf Azize , Yulian Wu , Junya Honda , Francesco Orabona , Shinji Ito , Debabrota Basu

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space. We study this problem under an additional constraint of Differential…

Machine Learning · Statistics 2025-07-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

Data that is gathered adaptively --- via bandit algorithms, for example --- exhibits bias. This is true both when gathering simple numeric valued data --- the empirical means kept track of by stochastic bandit algorithms are biased…

Machine Learning · Computer Science 2018-06-07 Seth Neel , Aaron Roth

We study private prediction where differential privacy is achieved by adding noise to the outputs of a non-private model. Existing methods rely on noise proportional to the global sensitivity of the model, often resulting in sub-optimal…

Personalized recommendations for new users, also known as the cold-start problem, can be formulated as a contextual bandit problem. Existing contextual bandit algorithms generally rely on features alone to capture user variability. Such…

Machine Learning · Computer Science 2016-04-25 Li Zhou , Emma Brunskill

This paper investigates the issue of privacy in a learning scenario where users share knowledge for a recommendation task. Our study contributes to the growing body of research on privacy-preserving machine learning and underscores the need…

Machine Learning · Computer Science 2023-10-03 Alexander Galozy , Sadi Alawadi , Victor Kebande , Sławomir Nowaczyk

In this paper, we focus on developing a novel mechanism to preserve differential privacy in deep neural networks, such that: (1) The privacy budget consumption is totally independent of the number of training steps; (2) It has the ability…

Cryptography and Security · Computer Science 2018-04-24 NhatHai Phan , Xintao Wu , Han Hu , Dejing Dou

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

The Gradient Boosting Decision Tree (GBDT) is a popular machine learning model for various tasks in recent years. In this paper, we study how to improve model accuracy of GBDT while preserving the strong guarantee of differential privacy.…

Machine Learning · Computer Science 2022-10-11 Qinbin Li , Zhaomin Wu , Zeyi Wen , Bingsheng He

Contextual dynamic pricing aims to set personalized prices based on sequential interactions with customers. At each time period, a customer who is interested in purchasing a product comes to the platform. The customer's valuation for the…

Machine Learning · Statistics 2023-03-07 Yiyun Luo , Will Wei Sun , and Yufeng Liu

Two-sided online matching platforms are employed in various markets. However, agents' preferences in the current market are usually implicit and unknown, thus needing to be learned from data. With the growing availability of dynamic side…

Machine Learning · Computer Science 2024-05-30 Yuantong Li , Chi-hua Wang , Guang Cheng , Will Wei Sun

In recent years, Gaussian noise has become a popular tool in differentially private algorithms, often replacing Laplace noise which dominated the early literature. Gaussian noise is the standard approach to $\textit{approximate}$…

Cryptography and Security · Computer Science 2024-11-19 Joel Daniel Andersson , Rasmus Pagh , Teresa Anna Steiner , Sahel Torkamani

Contextual bandits provide an effective way to model the dynamic data problem in ML by leveraging online (incremental) learning to continuously adjust the predictions based on changing environment. We explore details on contextual bandits,…

Machine Learning · Computer Science 2020-09-24 Dattaraj Rao

Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional…

Machine Learning · Statistics 2020-02-14 Gi-Soo Kim , Myunghee Cho Paik

We study the problem of multi-armed bandits with $\epsilon$-global Differential Privacy (DP). First, we prove the minimax and problem-dependent regret lower bounds for stochastic and linear bandits that quantify the hardness of bandits with…

Machine Learning · Computer Science 2022-11-07 Achraf Azize , Debabrota Basu

Contextual bandit algorithms are widely used in domains where it is desirable to provide a personalized service by leveraging contextual information, that may contain sensitive information that needs to be protected. Inspired by this…

Machine Learning · Computer Science 2021-12-14 Evrard Garcelon , Kamalika Chaudhuri , Vianney Perchet , Matteo Pirotta

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…

Machine Learning · Computer Science 2024-03-14 Kyra Gan , Esmaeil Keyvanshokooh , Xueqing Liu , Susan Murphy
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