Related papers: Local Differential Privacy for Sequential Decision…
This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…
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…
We study a variant of the stochastic multi-armed bandit (MAB) problem in which the rewards are corrupted. In this framework, motivated by privacy preservation in online recommender systems, the goal is to maximize the sum of the…
We consider cross-silo federated linear contextual bandit (LCB) problem under differential privacy, where multiple silos (agents) interact with the local users and communicate via a central server to realize collaboration while without…
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.…
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…
In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…
Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…
We study contextual dynamic pricing problems where a firm sells products to $T$ sequentially-arriving consumers, behaving according to an unknown demand model. The firm aims to minimize its regret over a clairvoyant that knows the model in…
In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…
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…
In this paper, we study Combinatorial Semi-Bandits (CSB) that is an extension of classic Multi-Armed Bandits (MAB) under Differential Privacy (DP) and stronger Local Differential Privacy (LDP) setting. Since the server receives more…
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…
We consider a collection of linear stochastic bandit problems, each modeling the random response of different agents to proposed interventions, coupled together by a global safety constraint. We assume a central coordinator must choose…
We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…
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…
We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…
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…
Safety is a desirable property that can immensely increase the applicability of learning algorithms in real-world decision-making problems. It is much easier for a company to deploy an algorithm that is safe, i.e., guaranteed to perform at…
We introduce algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary linear stochastic bandit setting. It captures natural applications such as dynamic pricing and ads allocation in a changing environment.…