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We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space. We study this problem under an additional constraint of Differential…

Machine Learning · Statistics 2025-07-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

Machine Learning · Computer Science 2018-10-02 Roshan Shariff , Or Sheffet

Cooperative multi-agent decision making involves a group of agents cooperatively solving learning problems while communicating over a network with delays. In this paper, we consider the kernelised contextual bandit problem, where the reward…

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

We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…

Machine Learning · Statistics 2025-05-21 Shogo Iwazaki , Junpei Komiyama , Masaaki Imaizumi

Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…

Machine Learning · Computer Science 2023-02-27 Kush Bhatia , Wenshuo Guo , Jacob Steinhardt

We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…

Machine Learning · Computer Science 2022-03-30 Xingyu Zhou , Bo Ji

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

We consider a kernelized bandit problem with a compact arm set ${X} \subset \mathbb{R}^d $ and a fixed but unknown reward function $f^*$ with a finite norm in some Reproducing Kernel Hilbert Space (RKHS). We propose a class of…

Machine Learning · Computer Science 2025-06-13 Bingshan Hu , Zheng He , Danica J. Sutherland

Contextual bandit with linear reward functions is among one of the most extensively studied models in bandit and online learning research. Recently, there has been increasing interest in designing \emph{locally private} linear contextual…

Machine Learning · Statistics 2024-04-16 Jiachun Li , David Simchi-Levi , Yining Wang

We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…

Machine Learning · Computer Science 2013-09-27 Michal Valko , Nathaniel Korda , Remi Munos , Ilias Flaounas , Nelo Cristianini

The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

Machine Learning · Computer Science 2022-09-08 Xueping Gong , Jiheng Zhang

We study locally differentially private (LDP) bandits learning in this paper. First, we propose simple black-box reduction frameworks that can solve a large family of context-free bandits learning problems with LDP guarantee. Based on our…

Machine Learning · Computer Science 2021-01-18 Kai Zheng , Tianle Cai , Weiran Huang , Zhenguo Li , Liwei Wang

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

We consider a high-dimensional stochastic contextual linear bandit problem when the parameter vector is $s_{0}$-sparse and the decision maker is subject to privacy constraints under both central and local models of differential privacy. We…

Machine Learning · Computer Science 2024-02-07 Apurv Shukla

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…

Machine Learning · Statistics 2022-03-01 Parnian Kassraie , Andreas Krause

Differential Privacy (DP) provides a rigorous framework for privacy, ensuring the outputs of data-driven algorithms remain statistically indistinguishable across datasets that differ in a single entry. While guaranteeing DP generally…

Machine Learning · Computer Science 2025-10-17 Yizhou Zhang , Kishan Panaganti , Laixi Shi , Juba Ziani , Adam Wierman

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

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…

Machine Learning · Statistics 2026-04-28 Sahasrajit Sarmasarkar

Contextual bandit algorithms are useful in personalized online decision-making. However, many applications such as personalized medicine and online advertising require the utilization of individual-specific information for effective…

Machine Learning · Statistics 2021-06-08 Yuxuan Han , Zhipeng Liang , Yang Wang , Jiheng Zhang

We consider the stochastic bandit problem with a continuous set of arms, with the expected reward function over the arms assumed to be fixed but unknown. We provide two new Gaussian process-based algorithms for continuous bandit…

Machine Learning · Computer Science 2017-05-18 Sayak Ray Chowdhury , Aditya Gopalan
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