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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

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

Machine Learning · Computer Science 2021-03-04 Chengshuai Shi , Cong Shen

This paper presents a novel federated linear contextual bandits model, where individual clients face different $K$-armed stochastic bandits coupled through common global parameters. By leveraging the geometric structure of the linear…

Machine Learning · Statistics 2021-10-28 Ruiquan Huang , Weiqiang Wu , Jing Yang , Cong Shen

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

Contextual bandit algorithms have been recently studied under the federated learning setting to satisfy the demand of keeping data decentralized and pushing the learning of bandit models to the client side. But limited by the required…

Machine Learning · Computer Science 2022-10-14 Chuanhao Li , Hongning Wang

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

Machine Learning · Computer Science 2020-01-28 Xiaoying Zhang , Hong Xie , Hang Li , John C. S. Lui

In many real-world applications such as recommendation systems, multiple learning agents must balance exploration and exploitation while maintaining safety guarantees to avoid catastrophic failures. We study the stochastic linear bandit…

Machine Learning · Computer Science 2026-02-16 Amirhossein Afsharrad , Ahmadreza Moradipari , Sanjay Lall

Due to communication constraints and intermittent client availability in federated learning, only a subset of clients can participate in each training round. While most prior works assume uniform and unbiased client selection, recent work…

Machine Learning · Computer Science 2020-12-16 Yae Jee Cho , Samarth Gupta , Gauri Joshi , Osman Yağan

In this paper, we present the Federated Upper Confidence Bound Value Iteration algorithm ($\texttt{Fed-UCBVI}$), a novel extension of the $\texttt{UCBVI}$ algorithm (Azar et al., 2017) tailored for the federated learning framework. We prove…

Machine Learning · Computer Science 2024-10-31 Safwan Labbi , Daniil Tiapkin , Lorenzo Mancini , Paul Mangold , Eric Moulines

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…

Machine Learning · Computer Science 2022-03-30 Jiabin Lin , Xian Yeow Lee , Talukder Jubery , Shana Moothedath , Soumik Sarkar , Baskar Ganapathysubramanian

We study the heavy-tailed stochastic bandit problem in the cooperative multi-agent setting, where a group of agents interact with a common bandit problem, while communicating on a network with delays. Existing algorithms for the stochastic…

Machine Learning · Computer Science 2020-08-17 Abhimanyu Dubey , Alex Pentland

In this paper, we investigate federated contextual linear bandit learning within a wireless system that comprises a server and multiple devices. Each device interacts with the environment, selects an action based on the received reward, and…

Machine Learning · Computer Science 2023-08-29 Jiali Wang , Yuning Jiang , Xin Liu , Ting Wang , Yuanming Shi

As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…

Machine Learning · Computer Science 2023-03-21 Alekh Agarwal , H. Brendan McMahan , Zheng Xu

This paper tackles a multi-agent bandit setting where $M$ agents cooperate together to solve the same instance of a $K$-armed stochastic bandit problem. The agents are \textit{heterogeneous}: each agent has limited access to a local subset…

Machine Learning · Computer Science 2022-02-18 Lin Yang , Yu-zhen Janice Chen , Mohammad Hajiesmaili , John CS Lui , Don Towsley

Conversational recommender systems have emerged as a potent solution for efficiently eliciting user preferences. These systems interactively present queries associated with "key terms" to users and leverage user feedback to estimate user…

Machine Learning · Computer Science 2024-08-13 Zhuohua Li , Maoli Liu , John C. S. Lui

We present conservative distributed multi-task learning in stochastic linear contextual bandits with heterogeneous agents. This extends conservative linear bandits to a distributed setting where M agents tackle different but related tasks…

Machine Learning · Computer Science 2025-04-29 Jiabin Lin , Shana Moothedath

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

This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Machine Learning · Computer Science 2024-05-10 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

This paper studies a cooperative multi-agent multi-armed stochastic bandit problem where agents operate asynchronously -- agent pull times and rates are unknown, irregular, and heterogeneous -- and face the same instance of a K-armed bandit…

Machine Learning · Computer Science 2023-09-01 Yu-Zhen Janice Chen , Lin Yang , Xuchuang Wang , Xutong Liu , Mohammad Hajiesmaili , John C. S. Lui , Don Towsley

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