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We explore a stochastic contextual linear bandit problem where the agent observes a noisy, corrupted version of the true context through a noise channel with an unknown noise parameter. Our objective is to design an action policy that can…

Machine Learning · Computer Science 2024-03-26 Sharu Theresa Jose , Shana Moothedath

In the post-industrial world, data science and analytics have gained paramount importance regarding digital data privacy. Improper methods of establishing privacy for accessible datasets can compromise large amounts of user data even if the…

Machine Learning · Computer Science 2020-02-20 Kenneth Choi , Tony Lee

Differentially private algorithms protect individuals in data analysis scenarios by ensuring that there is only a weak correlation between the existence of the user in the data and the result of the analysis. Dynamic graph algorithms…

Data Structures and Algorithms · Computer Science 2025-09-24 Hendrik Fichtenberger , Monika Henzinger , Lara Ost

We investigate the sparse linear contextual bandit problem where the parameter $\theta$ is sparse. To relieve the sampling inefficiency, we utilize the "perturbed adversary" where the context is generated adversarilly but with small random…

Machine Learning · Computer Science 2020-07-20 Zhiyuan Liu , Huazheng Wang , Bo Waggoner , Youjian , Liu , Lijun Chen

We propose a new dynamic average consensus algorithm that is robust to information-sharing noise arising from differential-privacy design. Not only is dynamic average consensus widely used in cooperative control and distributed tracking, it…

Cryptography and Security · Computer Science 2023-07-13 Yongqiang Wang

Contextual bandits algorithms have become essential in real-world user interaction problems in recent years. However, these algorithms rely on context as attribute value representation, which makes them unfeasible for real-world domains…

Machine Learning · Computer Science 2020-12-18 Ashutosh Kakadiya , Sriraam Natarajan , Balaraman Ravindran

To protect user privacy in data analysis, a state-of-the-art strategy is differential privacy in which scientific noise is injected into the real analysis output. The noise masks individual's sensitive information contained in the dataset.…

Cryptography and Security · Computer Science 2018-06-20 Xuan-Son Vu , Lili Jiang

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

A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Dylan J. Foster , John Langford , Paul Mineiro

The ''Propose-Test-Release'' (PTR) framework is a classic recipe for designing differentially private (DP) algorithms that are data-adaptive, i.e. those that add less noise when the input dataset is nice. We extend PTR to a more general…

Machine Learning · Computer Science 2023-01-03 Rachel Redberg , Yuqing Zhu , Yu-Xiang Wang

In this paper, we study the stochastic linear bandit problem under the additional requirements of differential privacy, robustness and batched observations. In particular, we assume an adversary randomly chooses a constant fraction of the…

Machine Learning · Computer Science 2023-04-25 Vasileios Charisopoulos , Hossein Esfandiari , Vahab Mirrokni

Adapting to a priori unknown noise level is a very important but challenging problem in sequential decision-making as efficient exploration typically requires knowledge of the noise level, which is often loosely specified. We report…

Machine Learning · Statistics 2024-06-11 Kwang-Sung Jun , Jungtaek Kim

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

Achieving differential privacy (DP) guarantees in fully decentralized machine learning is challenging due to the absence of a central aggregator and varying trust assumptions among nodes. We present a framework for DP analysis of…

Machine Learning · Computer Science 2026-02-06 Antti Koskela , Tejas Kulkarni

We propose a new differentially-private decision forest algorithm that minimizes both the number of queries required, and the sensitivity of those queries. To do so, we build an ensemble of random decision trees that avoids querying the…

Cryptography and Security · Computer Science 2021-08-25 Sam Fletcher , Md Zahidul Islam

Contextual sequential decision problems with categorical or numerical observations are ubiquitous and Generalized Linear Bandits (GLB) offer a solid theoretical framework to address them. In contrast to the case of linear bandits, existing…

Machine Learning · Computer Science 2021-03-05 Yoan Russac , Louis Faury , Olivier Cappé , Aurélien Garivier

Privacy-preserving training on sensitive data commonly relies on differentially private stochastic optimization with gradient clipping and Gaussian noise. The clipping threshold is a critical control knob: if set too small, systematic…

Machine Learning · Computer Science 2026-02-12 Mohammad Partohaghighi , Roummel Marcia , Bruce J. West , YangQuan Chen

Contextual bandits are incredibly useful in many practical problems. We go one step further by devising a more realistic problem that combines: (1) contextual bandits with dense arm features, (2) non-linear reward functions, and (3) a…

Machine Learning · Computer Science 2026-03-18 Wei Min Loh , Sajib Kumer Sinha , Ankur Agarwal , Pascal Poupart

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

Contextual Bandit (CB) algorithms are widely adopted for personalized recommendations but often struggle in dynamic environments typical of fantasy sports, where rapid changes in user behavior and dramatic shifts in reward distributions due…

Machine Learning · Computer Science 2026-01-22 Anupam Agrawal , Rajesh Mohanty , Shamik Bhattacharjee , Abhimanyu Mittal