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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

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

Differential privacy (DP) has been recently introduced to linear contextual bandits to formally address the privacy concerns in its associated personalized services to participating users (e.g., recommendations). Prior work largely focus on…

Machine Learning · Computer Science 2022-05-25 Sayak Ray Chowdhury , Xingyu Zhou

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

Machine Learning · Computer Science 2020-10-23 Abhimanyu Dubey , Alex Pentland

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

Machine Learning · Computer Science 2024-02-07 Sambhav Solanki , Shweta Jain , Sujit Gujar

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

Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

Machine Learning · Computer Science 2021-10-05 Chuanhao Li , Hongning Wang

We present the first algorithms for generalized linear contextual bandits under shuffle differential privacy and joint differential privacy. While prior work on private contextual bandits has been restricted to linear reward models -- which…

Machine Learning · Statistics 2026-04-28 Sahasrajit Sarmasarkar

Contextual multi-armed bandit (MAB) is an important sequential decision-making problem in recommendation systems. A line of works, called the clustering of bandits (CLUB), utilize the collaborative effect over users and dramatically improve…

Machine Learning · Computer Science 2022-09-01 Xutong Liu , Haoru Zhao , Tong Yu , Shuai Li , John C. S. Lui

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…

Machine Learning · Statistics 2017-03-07 Abbas Kazerouni , Mohammad Ghavamzadeh , Yasin Abbasi-Yadkori , Benjamin Van Roy

We study federated contextual linear bandits, where $M$ agents cooperate with each other to solve a global contextual linear bandit problem with the help of a central server. We consider the asynchronous setting, where all agents work…

Machine Learning · Computer Science 2022-07-08 Jiafan He , Tianhao Wang , Yifei Min , Quanquan Gu

We study the problem of preserving privacy while still providing high utility in sequential decision making scenarios in a changing environment. We consider abruptly changing environment: the environment remains constant during periods and…

Machine Learning · Computer Science 2023-01-03 Pratik Gajane

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

Machine Learning · Computer Science 2024-12-10 Rohan Deb , Mohammad Ghavamzadeh , Arindam Banerjee

There is a rapid increase in the cooperative learning paradigm in online learning settings, i.e., federated learning (FL). Unlike most FL settings, there are many situations where the agents are competitive. Each agent would like to learn…

Machine Learning · Computer Science 2023-05-30 Sambhav Solanki , Samhita Kanaparthy , Sankarshan Damle , Sujit Gujar

We study decentralized stochastic linear bandits, where a network of $N$ agents acts cooperatively to efficiently solve a linear bandit-optimization problem over a $d$-dimensional space. For this problem, we propose DLUCB: a fully…

Machine Learning · Computer Science 2020-12-02 Sanae Amani , Christos Thrampoulidis

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 problem of federated contextual combinatorial cascading bandits, where $|\mathcal{U}|$ agents collaborate under the coordination of a central server to provide tailored recommendations to the $|\mathcal{U}|$ corresponding…

Machine Learning · Computer Science 2024-02-27 Hantao Yang , Xutong Liu , Zhiyong Wang , Hong Xie , John C. S. Lui , Defu Lian , Enhong Chen

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

The demand for collaborative and private bandit learning across multiple agents is surging due to the growing quantity of data generated from distributed systems. Federated bandit learning has emerged as a promising framework for private,…

Machine Learning · Computer Science 2024-03-04 Ethan Blaser , Chuanhao Li , Hongning Wang

We study distributed contextual linear bandits with stochastic contexts, where $N$ agents act cooperatively to solve a linear bandit-optimization problem with $d$-dimensional features over the course of $T$ rounds. For this problem, we…

Machine Learning · Computer Science 2022-12-09 Sanae Amani , Tor Lattimore , András György , Lin F. Yang
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