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This paper proposes a novel policy for a group of agents to, individually as well as collectively, solve a multi armed bandit (MAB) problem. The policy relies solely on the information that an agent has obtained through sampling of the…

Machine Learning · Computer Science 2020-02-24 Pathmanathan Pankayaraj , D. H. S. Maithripala

Communication networks shared by many users are a widespread challenge nowadays. In this paper we address several aspects of this challenge simultaneously: learning unknown stochastic network characteristics, sharing resources with other…

Machine Learning · Computer Science 2018-08-16 Orly Avner , Shie Mannor

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Machine Learning · Computer Science 2017-02-28 Shuai Li , Purushottam Kar

We study constrained contextual bandits (CCB) with adversarially chosen contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context,…

Machine Learning · Computer Science 2026-02-06 Dhruv Sarkar , Abhishek Sinha

Data heterogeneity across participating devices poses one of the main challenges in federated learning as it has been shown to greatly hamper its convergence time and generalization capabilities. In this work, we address this limitation by…

Machine Learning · Computer Science 2021-10-20 Mohamad Mestoukirdi , Matteo Zecchin , David Gesbert , Qianrui Li , Nicolas Gresset

We tackle the communication efficiency challenge of learning kernelized contextual bandits in a distributed setting. Despite the recent advances in communication-efficient distributed bandit learning, existing solutions are restricted to…

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

Federated learning (FL) is an appealing paradigm for learning a global model among distributed clients while preserving data privacy. Driven by the demand for high-quality user experiences, evaluating the well-trained global model after the…

Machine Learning · Computer Science 2024-04-02 Jingwen Tong , Zhenzhen Chen , Liqun Fu , Jun Zhang , Zhu Han

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

In this paper, we tackle the computational efficiency of kernelized UCB algorithms in contextual bandits. While standard methods require a O(CT^3) complexity where T is the horizon and the constant C is related to optimizing the UCB rule,…

Machine Learning · Computer Science 2022-02-14 Houssam Zenati , Alberto Bietti , Eustache Diemert , Julien Mairal , Matthieu Martin , Pierre Gaillard

We consider a rate-constrained contextual multi-armed bandit (RC-CMAB) problem, in which a group of agents are solving the same contextual multi-armed bandit (CMAB) problem. However, the contexts are observed by a remotely connected entity,…

Machine Learning · Computer Science 2022-04-28 Francesco Pase , Deniz Gündüz , Michele Zorzi

I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and…

Machine Learning · Computer Science 2016-02-25 Tor Lattimore

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse…

Machine Learning · Statistics 2023-03-28 Patrick Saux , Odalric-Ambrym Maillard

Online learning to rank sequentially recommends a small list of items to users from a large candidate set and receives the users' click feedback. In many real-world scenarios, users browse the recommended list in order and click the first…

Machine Learning · Computer Science 2025-02-13 Jize Xie , Cheng Chen , Zhiyong Wang , Shuai Li

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

Efficient utilization of licensed spectrum in the cognitive radio network is challenging due to lack of coordination among the Secondary Users (SUs). Distributed algorithms proposed in the literature aim to maximize the network throughput…

Signal Processing · Electrical Eng. & Systems 2018-11-19 Suneet Sawant , Rohit Kumar , Manjesh K. Hanawal , Sumit J. Darak

We introduce contextual queueing bandits, a new context-aware framework for scheduling while simultaneously learning unknown service rates. Individual jobs carry heterogeneous contextual features, based on which the agent chooses a job and…

Machine Learning · Computer Science 2026-05-19 Seoungbin Bae , Garyeong Kang , Dabeen Lee

In federated multi-armed bandit problems, maximizing global reward while satisfying minimum privacy requirements to protect clients is the main goal. To formulate such problems, we consider a combinatorial contextual bandit setting with…

Machine Learning · Computer Science 2023-07-11 Sepehr Elahi , Baran Atalar , Sevda Öğüt , Cem Tekin

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

Machine Learning · Statistics 2026-02-05 Qingwen Zhang , Wenjia Wang

This paper studies the adversarial graphical contextual bandits, a variant of adversarial multi-armed bandits that leverage two categories of the most common side information: \emph{contexts} and \emph{side observations}. In this setting, a…

Machine Learning · Computer Science 2021-02-18 Lingda Wang , Bingcong Li , Huozhi Zhou , Georgios B. Giannakis , Lav R. Varshney , Zhizhen Zhao