Related papers: Thompson Sampling Itself is Differentially Private
We consider Thompson sampling for linear bandit problems with finitely many independent arms, where rewards are sampled from normal distributions that are linearly dependent on unknown parameter vectors and with unknown variance.…
We study the asymptotic performance of the Thompson sampling algorithm in the batched multi-armed bandit setting where the time horizon $T$ is divided into batches, and the agent is not able to observe the rewards of her actions until the…
We study the performance of the Thompson Sampling algorithm for logistic bandit problems. In this setting, an agent receives binary rewards with probabilities determined by a logistic function, $\exp(\beta \langle a, \theta…
We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…
Thompson sampling has impressive empirical performance for many multi-armed bandit problems. But current algorithms for Thompson sampling only work for the case of conjugate priors since these algorithms require to infer the posterior,…
Auditing mechanisms for differential privacy use probabilistic means to empirically estimate the privacy level of an algorithm. For private machine learning, existing auditing mechanisms are tight: the empirical privacy estimate (nearly)…
This paper unifies the design and the analysis of risk-averse Thompson sampling algorithms for the multi-armed bandit problem for a class of risk functionals $\rho$ that are continuous and dominant. We prove generalised concentration bounds…
We study a variant of the stochastic multi-armed bandit (MAB) problem in which the rewards are corrupted. In this framework, motivated by privacy preservation in online recommender systems, the goal is to maximize the sum of the…
We study how the regret guarantees of nonstochastic multi-armed bandits can be improved, if the effective range of the losses in each round is small (e.g. the maximal difference between two losses in a given round). Despite a recent…
Communication bottleneck and data privacy are two critical concerns in federated multi-armed bandit (MAB) problems, such as situations in decision-making and recommendations of connected vehicles via wireless. In this paper, we design the…
We consider the extensive-form bandit problem, where on each trial the learner (a user coordinated by a server) plays an extensive-form game against an oblivious adversary, observing the information sets it finds itself in as well as the…
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…
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…
Shuffle model of differential privacy is a novel distributed privacy model based on a combination of local privacy mechanisms and a secure shuffler. It has been shown that the additional randomisation provided by the shuffler improves…
The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the…
Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS)…
Thompson sampling for multi-armed bandit problems is known to enjoy favorable performance in both theory and practice. However, it suffers from a significant limitation computationally, arising from the need for samples from posterior…
We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…
We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…
We study the Thompson sampling algorithm in an adversarial setting, specifically, for adversarial bit prediction. We characterize the bit sequences with the smallest and largest expected regret. Among sequences of length $T$ with $k <…