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We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action associated with a randomly generated contextual covariate. This…

Machine Learning · Statistics 2020-09-07 Yining Wang , Yi Chen , Ethan X. Fang , Zhaoran Wang , Runze Li

Differential privacy is a modern approach in privacy-preserving data analysis to control the amount of information that can be inferred about an individual by querying a database. The most common techniques are based on the introduction of…

Cryptography and Security · Computer Science 2012-07-05 Catuscia Palamidessi , Marco Stronati

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Machine Learning · Computer Science 2026-05-12 Youngmin Oh , Jinje Park , Taejin Paik , Jaemin Park

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

Machine Learning · Computer Science 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a…

Machine Learning · Computer Science 2012-07-03 Yisong Yue , Sue Ann Hong , Carlos Guestrin

This paper develops a novel differentially private framework to solve convex optimization problems with sensitive optimization data and complex physical or operational constraints. Unlike standard noise-additive algorithms, that act…

Cryptography and Security · Computer Science 2020-06-23 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Jalal Kazempour , Pierre Pinson

With the popularity of GPS-enabled devices, a huge amount of trajectory data has been continuously collected and a variety of location-based services have been developed that greatly benefit our daily life. However, the released…

Databases · Computer Science 2022-07-11 Fengmei Jin , Wen Hua , Boyu Ruan , Xiaofang Zhou

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

High dimensional sparse linear bandits serve as an efficient model for sequential decision-making problems (e.g. personalized medicine), where high dimensional features (e.g. genomic data) on the users are available, but only a small subset…

Machine Learning · Statistics 2024-10-30 Sunrit Chakraborty , Saptarshi Roy , Debabrota Basu

Conventionally, in a differentially private additive noise mechanism, independent and identically distributed (i.i.d.) noise samples are added to each coordinate of the response. In this work, we formally present the addition of noise that…

Cryptography and Security · Computer Science 2025-01-28 Gokularam Muthukrishnan , Sheetal Kalyani

We adapt the canonical Laplace mechanism, widely used in differentially private data analysis, to achieve near instance optimality with respect to the hardness of the underlying dataset. In particular, we construct a piecewise Laplace…

Data Structures and Algorithms · Computer Science 2025-05-06 David Durfee

This paper studies federated linear contextual bandits under the notion of user-level differential privacy (DP). We first introduce a unified federated bandits framework that can accommodate various definitions of DP in the sequential…

Machine Learning · Computer Science 2023-06-14 Ruiquan Huang , Huanyu Zhang , Luca Melis , Milan Shen , Meisam Hajzinia , Jing Yang

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

Machine Learning · Statistics 2025-03-17 Kevin Li , Eric Laber

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Machine Learning · Computer Science 2019-04-05 Haipeng Luo , Chen-Yu Wei , Alekh Agarwal , John Langford

The widespread deployment of high-resolution visual sensing systems, coupled with the rise of foundation models, has amplified privacy risks in video-based applications. Differentially private pixelization offers mathematically guaranteed…

Cryptography and Security · Computer Science 2025-11-07 Ming Liu

We study the generalized linear contextual bandit problem within the constraints of limited adaptivity. In this paper, we present two algorithms, $\texttt{B-GLinCB}$ and $\texttt{RS-GLinCB}$, that address, respectively, two prevalent…

Machine Learning · Computer Science 2025-10-29 Ayush Sawarni , Nirjhar Das , Siddharth Barman , Gaurav Sinha

In recent years, local differential privacy (LDP) has emerged as a technique of choice for privacy-preserving data collection in several scenarios when the aggregator is not trustworthy. LDP provides client-side privacy by adding noise at…

Machine Learning · Statistics 2021-10-28 Tejas Kulkarni , Joonas Jälkö , Samuel Kaski , Antti Honkela

We consider the problem of personalised news recommendation where each user consumes news in a sequential fashion. Existing personalised news recommendation methods focus on exploiting user interests and ignores exploration in…

Information Retrieval · Computer Science 2022-06-30 Mengyan Zhang , Thanh Nguyen-Tang , Fangzhao Wu , Zhenyu He , Xing Xie , Cheng Soon Ong

This paper presents a new contextual bandit algorithm, NeuralBandit, which does not need hypothesis on stationarity of contexts and rewards. Several neural networks are trained to modelize the value of rewards knowing the context. Two…

Neural and Evolutionary Computing · Computer Science 2014-09-30 Robin Allesiardo , Raphael Feraud , Djallel Bouneffouf

The simplest and most widely applied method for guaranteeing differential privacy is to add instance-independent noise to a statistic of interest that is scaled to its global sensitivity. However, global sensitivity is a worst-case notion…

Statistics Theory · Mathematics 2019-06-10 Mark Bun , Thomas Steinke
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