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While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…

Machine Learning · Computer Science 2023-10-30 Mengxiao Zhang , Yuheng Zhang , Olga Vrousgou , Haipeng Luo , Paul Mineiro

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

The contextual bandit problem, where agents arrive sequentially with personal contexts and the system adapts its arm allocation decisions accordingly, has recently garnered increasing attention for enabling more personalized outcomes.…

Machine Learning · Computer Science 2025-05-06 Yiting Hu , Lingjie Duan

Popular approaches to differential privacy, such as the Laplace and exponential mechanisms, calibrate randomised smoothing through global sensitivity of the target non-private function. Bounding such sensitivity is often a prohibitively…

Machine Learning · Computer Science 2017-06-12 Benjamin I. P. Rubinstein , Francesco Aldà

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

Machine Learning · Computer Science 2019-03-21 Xiaotian Yu

Bandits serve as the theoretical foundation of sequential learning and an algorithmic foundation of modern recommender systems. However, recommender systems often rely on user-sensitive data, making privacy a critical concern. This paper…

Machine Learning · Statistics 2024-04-16 Achraf Azize , Debabrota Basu

Recently, due to the popularity of deep neural networks and other methods whose training typically relies on the optimization of an objective function, and due to concerns for data privacy, there is a lot of interest in differentially…

Machine Learning · Computer Science 2025-02-12 Antoine Barczewski , Jan Ramon

With the fast development of big data, learning the optimal decision rule by recursively updating it and making online decisions has been easier than before. We study the online statistical inference of model parameters in a contextual…

Machine Learning · Statistics 2026-01-22 Xiangyu Chang , Xi Chen , Zehua Lai , He Li , Zhihong Liu , Yichen Zhang

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

Machine Learning · Computer Science 2023-02-22 Heyang Zhao , Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

Machine Learning · Computer Science 2023-07-26 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic…

Machine Learning · Computer Science 2020-03-24 Yoan Russac , Olivier Cappé , Aurélien Garivier

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…

Machine Learning · Statistics 2021-02-25 Abhimanyu Dubey

To address the contextual bandit problem, we propose an online random forest algorithm. The analysis of the proposed algorithm is based on the sample complexity needed to find the optimal decision stump. Then, the decision stumps are…

Machine Learning · Computer Science 2016-09-16 Raphaël Féraud , Robin Allesiardo , Tanguy Urvoy , Fabrice Clérot

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…

Machine Learning · Statistics 2025-01-14 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

We consider the standard $K$-armed bandit problem under a distributed trust model of differential privacy (DP), which enables to guarantee privacy without a trustworthy server. Under this trust model, previous work largely focus on…

Machine Learning · Computer Science 2022-06-14 Sayak Ray Chowdhury , Xingyu Zhou

With the growing demand for personalized assortment recommendations, concerns over data privacy have intensified, highlighting the urgent need for effective privacy-preserving strategies. This paper presents a novel framework for…

Machine Learning · Statistics 2024-10-31 Young Hyun Cho , Will Wei Sun

This paper investigates the differentially private bipartite consensus algorithm over signed networks. The proposed algorithm protects each agent's sensitive information by adding noise with time-varying variances to the…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Jimin Wang , Jieming Ke , Ji-Feng Zhang

Distributed model predictive control (DMPC) has attracted extensive attention as it can explicitly handle system constraints and achieve optimal control in a decentralized manner. However, the deployment of DMPC strategies generally…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Kaixiang Zhang , Yongqiang Wang , Ziyou Song , Zhaojian Li