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Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

Nash regret has recently emerged as a principled fairness-aware performance metric for stochastic multi-armed bandits, motivated by the Nash Social Welfare objective. Although this notion has been extended to linear bandits, existing…

Machine Learning · Computer Science 2026-02-02 Dhruv Sarkar , Nishant Pandey , Sayak Ray Chowdhury

We consider the standard $K$-armed bandit problem under a distributed trust model of differential privacy (DP), which enables to guarantee privacy without a trustworthy server. Under this trust model, previous work largely focus on…

Machine Learning · Computer Science 2022-06-14 Sayak Ray Chowdhury , Xingyu Zhou

We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

Machine Learning · Computer Science 2024-05-13 Julian Zimmert , Teodor V. Marinov

In this paper, we study the problem of regret minimization in reinforcement learning (RL) under differential privacy constraints. This work is motivated by the wide range of RL applications for providing personalized service, where privacy…

Machine Learning · Computer Science 2021-08-27 Sayak Ray Chowdhury , Xingyu Zhou , Ness Shroff

In this paper we develop the first algorithms for online submodular minimization that preserve differential privacy under full information feedback and bandit feedback. A sequence of $T$ submodular functions over a collection of $n$…

Data Structures and Algorithms · Computer Science 2018-07-09 Adrian Rivera Cardoso , Rachel Cummings

Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: high-dimensional covariates and the need for nonparametric…

Machine Learning · Statistics 2026-01-07 Wenjia Wang , Qingwen Zhang , Xiaowei Zhang

We study a variant of the stochastic linear bandit problem wherein we optimize a linear objective function but rewards are accrued only orthogonal to an unknown subspace (which we interpret as a \textit{protected space}) given only…

Machine Learning · Computer Science 2021-03-03 Advait Parulekar , Soumya Basu , Aditya Gopalan , Karthikeyan Shanmugam , Sanjay Shakkottai

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

Machine Learning · Computer Science 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

Federated learning (FL) can achieve privacy-safe and reliable collaborative training without collecting users' private data. Its excellent privacy security potential promotes a wide range of FL applications in Internet-of-Things (IoT),…

Machine Learning · Computer Science 2023-09-26 Xiaofeng Liu , Qing Wang , Yunfeng Shao , Yinchuan Li

Federated learning is distributed model training across several clients without disclosing raw data. Despite advancements in data privacy, risks still remain. Differential Privacy (DP) is a technique to protect sensitive data by adding…

Machine Learning · Computer Science 2025-10-14 Tejash Varsani

In (online) learning theory the concepts of sparsity, variance and curvature are well-understood and are routinely used to obtain refined regret and generalization bounds. In this paper we further our understanding of these concepts in the…

Machine Learning · Computer Science 2017-11-06 Sébastien Bubeck , Michael B. Cohen , Yuanzhi Li

We propose a new online algorithm for cumulative regret minimization in a stochastic linear bandit. The algorithm pulls the arm with the highest estimated reward in a linear model trained on its perturbed history. Therefore, we call it…

Machine Learning · Computer Science 2023-07-12 Branislav Kveton , Csaba Szepesvari , Mohammad Ghavamzadeh , Craig Boutilier

We consider the problem of minimizing regret in an $N$ agent heterogeneous stochastic linear bandits framework, where the agents (users) are similar but not all identical. We model user heterogeneity using two popularly used ideas in…

Machine Learning · Statistics 2022-02-04 Avishek Ghosh , Abishek Sankararaman , Kannan Ramchandran

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…

Machine Learning · Computer Science 2024-05-31 Bingshan Hu , Zhiming Huang , Nishant A. Mehta , Nidhi Hegde

This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

Machine Learning · Computer Science 2026-05-12 Zhengmiao Wang , Ming Chi , Zhi-Wei Liu , Lintao Ye , Carla Fabiana Chiasserini

Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…

Machine Learning · Computer Science 2023-07-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

In this paper, we use differential privacy as a lens to examine online learning in both full and partial information settings. The differential privacy framework is, at heart, less about privacy and more about algorithmic stability, and…

Machine Learning · Computer Science 2019-10-30 Jacob Abernethy , Young Hun Jung , Chansoo Lee , Audra McMillan , Ambuj Tewari

In this paper, we improve the previously best known regret bound to achieve $\epsilon$-differential privacy in oblivious adversarial bandits from $\mathcal{O}{(T^{2/3}/\epsilon)}$ to $\mathcal{O}{(\sqrt{T} \ln T /\epsilon)}$. This is…

Machine Learning · Computer Science 2017-01-17 Aristide C. Y. Tossou , Christos Dimitrakakis

We study the problem of differentially private (DP) fine-tuning of large pre-trained models -- a recent privacy-preserving approach suitable for solving downstream tasks with sensitive data. Existing work has demonstrated that high accuracy…

Machine Learning · Computer Science 2024-06-21 Zhiqi Bu , Yu-Xiang Wang , Sheng Zha , George Karypis