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This paper presents a novel federated linear contextual bandits model, where individual clients face different $K$-armed stochastic bandits coupled through common global parameters. By leveraging the geometric structure of the linear…

Machine Learning · Statistics 2021-10-28 Ruiquan Huang , Weiqiang Wu , Jing Yang , Cong Shen

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

Machine Learning · Computer Science 2022-05-16 Ahmadreza Moradipari , Mohammad Ghavamzadeh , Mahnoosh Alizadeh

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

Machine Learning · Computer Science 2020-10-23 Abhimanyu Dubey , Alex Pentland

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…

Machine Learning · Computer Science 2021-08-11 Guy Tennenholtz , Uri Shalit , Shie Mannor , Yonathan Efroni

Contextual dueling bandits, where a learner compares two options based on context and receives feedback indicating which was preferred, extends classic dueling bandits by incorporating contextual information for decision-making and…

Machine Learning · Computer Science 2024-04-10 Xuheng Li , Heyang Zhao , Quanquan Gu

We introduce a new and completely online contextual bandit algorithm called Gated Linear Contextual Bandits (GLCB). This algorithm is based on Gated Linear Networks (GLNs), a recently introduced deep learning architecture with properties…

Machine Learning · Computer Science 2020-11-23 Eren Sezener , Marcus Hutter , David Budden , Jianan Wang , Joel Veness

This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Machine Learning · Computer Science 2024-05-10 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…

Machine Learning · Statistics 2023-10-24 Jialin Yi , Milan Vojnović

A general framework of personalized federated multi-armed bandits (PF-MAB) is proposed, which is a new bandit paradigm analogous to the federated learning (FL) framework in supervised learning and enjoys the features of FL with…

Machine Learning · Computer Science 2021-02-26 Chengshuai Shi , Cong Shen , Jing Yang

We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

Machine Learning · Computer Science 2022-02-15 Aadirupa Saha , Pierre Gaillard

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

By exploiting the computing power and local data of distributed clients, federated learning (FL) features ubiquitous properties such as reduction of communication overhead and preserving data privacy. In each communication round of FL, the…

Information Theory · Computer Science 2020-07-21 Wenchao Xia , Tony Q. S. Quek , Kun Guo , Wanli Wen , Howard H. Yang , Hongbo Zhu

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

Leveraging offline data is an attractive way to accelerate online sequential decision-making. However, it is crucial to account for latent states in users or environments in the offline data, and latent bandits form a compelling model for…

Machine Learning · Computer Science 2025-09-03 Chinmaya Kausik , Kevin Tan , Ambuj Tewari

There is a rapid increase in the cooperative learning paradigm in online learning settings, i.e., federated learning (FL). Unlike most FL settings, there are many situations where the agents are competitive. Each agent would like to learn…

Machine Learning · Computer Science 2023-05-30 Sambhav Solanki , Samhita Kanaparthy , Sankarshan Damle , Sujit Gujar

Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…

Machine Learning · Computer Science 2025-11-13 Qiwei Di , Jiafan He , Quanquan Gu

In federated learning (FL), it is commonly assumed that all data are placed at clients in the beginning of machine learning (ML) optimization (i.e., offline learning). However, in many real-world applications, it is expected to proceed in…

Machine Learning · Computer Science 2023-01-20 Dohyeok Kwon , Jonghwan Park , Songnam Hong

Recent works on neural contextual bandits have achieved compelling performances due to their ability to leverage the strong representation power of neural networks (NNs) for reward prediction. Many applications of contextual bandits involve…

Machine Learning · Computer Science 2023-03-02 Zhongxiang Dai , Yao Shu , Arun Verma , Flint Xiaofeng Fan , Bryan Kian Hsiang Low , Patrick Jaillet

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

Machine Learning · Computer Science 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall