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In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

Machine Learning · Computer Science 2021-03-02 Andrew Wagenmaker , Julian Katz-Samuels , Kevin Jamieson

Sliced inverse regression (SIR), which includes linear discriminant analysis (LDA) as a special case, is a popular and powerful dimension reduction tool. In this article, we extend SIR to address the challenges of decentralized data,…

Methodology · Statistics 2023-08-14 Shuaida He , Jiarui Zhang , Xin Chen

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei…

Machine Learning · Computer Science 2019-06-19 Sébastien Bubeck , Yuanzhi Li , Haipeng Luo , Chen-Yu Wei

This paper studies privacy-preserving exploration in Markov Decision Processes (MDPs) with linear representation. We first consider the setting of linear-mixture MDPs (Ayoub et al., 2020) (a.k.a.\ model-based setting) and provide an unified…

Machine Learning · Computer Science 2021-12-08 Paul Luyo , Evrard Garcelon , Alessandro Lazaric , Matteo Pirotta

We consider a linear stochastic bandit problem where the dimension $K$ of the unknown parameter $\theta$ is larger than the sampling budget $n$. In such cases, it is in general impossible to derive sub-linear regret bounds since usual…

Statistics Theory · Mathematics 2012-05-23 Alexandra Carpentier , Rémi Munos

Large language models (LLMs) are commonly adapted to downstream tasks through fine-tuning, but fine-tuning data often contains sensitive information that may be leaked by the resulting model. Differential privacy (DP) offers formal…

Machine Learning · Computer Science 2026-05-19 Haichao Sha , Zihao Wang , Yuncheng Wu , Hong Chen , Wei Dong

In this work we consider the problem of online submodular maximization under a cardinality constraint with differential privacy (DP). A stream of $T$ submodular functions over a common finite ground set $U$ arrives online, and at each…

Machine Learning · Computer Science 2020-10-27 Sebastian Perez-Salazar , Rachel Cummings

We study model personalization under user-level differential privacy (DP) in the shared representation framework. In this problem, there are $n$ users whose data is statistically heterogeneous, and their optimal parameters share an unknown…

Machine Learning · Computer Science 2025-06-25 Conor Snedeker , Xinyu Zhou , Raef Bassily

Recent data search platforms use ML task-based utility measures rather than metadata-based keywords, to search large dataset corpora. Requesters submit a training dataset and these platforms search for augmentations (join or union…

Databases · Computer Science 2023-07-04 Zezhou Huang , Jiaxiang Liu , Daniel Alabi , Raul Castro Fernandez , Eugene Wu

Data-driven algorithm design, that is, choosing the best algorithm for a specific application, is a crucial problem in modern data science. Practitioners often optimize over a parameterized algorithm family, tuning parameters based on…

Machine Learning · Computer Science 2018-10-23 Maria-Florina Balcan , Travis Dick , Ellen Vitercik

Federated Learning (FL) has become a key method for preserving data privacy in Internet of Things (IoT) environments, as it trains Machine Learning (ML) models locally while transmitting only model updates. Despite this design, FL remains…

Machine Learning · Computer Science 2025-03-25 Fardin Jalil Piran , Zhiling Chen , Mohsen Imani , Farhad Imani

This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups.…

Machine Learning · Computer Science 2025-11-17 Elynn Chen , Xi Chen , Wenbo Jing , Xiao Liu

Existing work on differentially private linear regression typically assumes that end users can precisely set data bounds or algorithmic hyperparameters. End users often struggle to meet these requirements without directly examining the data…

Machine Learning · Computer Science 2023-06-02 Travis Dick , Jennifer Gillenwater , Matthew Joseph

We study high-probability regret bounds for adversarial $K$-armed bandits with time-varying feedback graphs over $T$ rounds. For general strongly observable graphs, we develop an algorithm that achieves the optimal regret…

Machine Learning · Computer Science 2023-01-31 Haipeng Luo , Hanghang Tong , Mengxiao Zhang , Yuheng Zhang

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

This work studies linear bandits under a new notion of gap-adjusted misspecification and is an extension of Liu et al. (2023). When the underlying reward function is not linear, existing linear bandits work usually relies on a uniform…

Machine Learning · Computer Science 2025-01-10 Chong Liu , Dan Qiao , Ming Yin , Ilija Bogunovic , Yu-Xiang Wang

We study the canonical statistical estimation problem of linear regression from $n$ i.i.d.~examples under $(\varepsilon,\delta)$-differential privacy when some response variables are adversarially corrupted. We propose a variant of the…

Machine Learning · Computer Science 2023-02-01 Xiyang Liu , Prateek Jain , Weihao Kong , Sewoong Oh , Arun Sai Suggala

Fine-tuning large language models (LLMs) raises privacy concerns due to the risk of exposing sensitive training data. Federated learning (FL) mitigates this risk by keeping training samples on local devices, while facing the following…

Cryptography and Security · Computer Science 2025-05-15 Zhichao You , Xuewen Dong , Ke Cheng , Xutong Mu , Jiaxuan Fu , Shiyang Ma , Qiang Qu , Yulong Shen

For the linear bandit problem, we extend the analysis of algorithm CombEXP from [R. Combes, M. S. Talebi Mazraeh Shahi, A. Proutiere, and M. Lelarge. Combinatorial bandits revisited. In C. Cortes, N. D. Lawrence, D. D. Lee, M. Sugiyama, and…

Data Structures and Algorithms · Computer Science 2016-10-14 Gábor Braun , Sebastian Pokutta