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Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and restart strategies. As many non-stationary environments exhibit…

Machine Learning · Computer Science 2026-01-06 Jing Wang , Peng Zhao , Zhi-Hua Zhou

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…

Machine Learning · Computer Science 2021-11-03 Tan Li , Linqi Song

Online Learning to Rank (OLTR) methods optimize ranking models by directly interacting with users, which allows them to be very efficient and responsive. All OLTR methods introduced during the past decade have extended on the original OLTR…

Information Retrieval · Computer Science 2019-01-30 Harrie Oosterhuis , Maarten de Rijke

We propose Banker-OMD, a novel framework generalizing the classical Online Mirror Descent (OMD) technique in online learning algorithm design. Banker-OMD allows algorithms to robustly handle delayed feedback, and offers a general…

Machine Learning · Computer Science 2023-01-27 Jiatai Huang , Longbo Huang

In this paper, we study \emph{Federated Bandit}, a decentralized Multi-Armed Bandit problem with a set of $N$ agents, who can only communicate their local data with neighbors described by a connected graph $G$. Each agent makes a sequence…

Machine Learning · Computer Science 2021-04-08 Zhaowei Zhu , Jingxuan Zhu , Ji Liu , Yang Liu

We consider the problem of learning personalized decision policies from observational bandit feedback data across multiple heterogeneous data sources. In our approach, we introduce a novel regret analysis that establishes finite-sample…

Machine Learning · Computer Science 2024-10-14 Aldo Gael Carranza , Susan Athey

We study the problem of federated contextual combinatorial cascading bandits, where $|\mathcal{U}|$ agents collaborate under the coordination of a central server to provide tailored recommendations to the $|\mathcal{U}|$ corresponding…

Machine Learning · Computer Science 2024-02-27 Hantao Yang , Xutong Liu , Zhiyong Wang , Hong Xie , John C. S. Lui , Defu Lian , Enhong Chen

Online gradient descent (OGD) is well known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single-agent setting, it achieves an optimal regret of $\Theta(\log T)$ for strongly convex cost functions; and…

Computer Science and Game Theory · Computer Science 2024-04-01 Michael I. Jordan , Tianyi Lin , Zhengyuan Zhou

In a low-rank linear bandit problem, the reward of an action (represented by a matrix of size $d_1 \times d_2$) is the inner product between the action and an unknown low-rank matrix $\Theta^*$. We propose an algorithm based on a novel…

Machine Learning · Statistics 2020-10-20 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

Machine Learning · Computer Science 2024-02-07 Sambhav Solanki , Shweta Jain , Sujit Gujar

Stochastic high dimensional bandit problems with low dimensional structures are useful in different applications such as online advertising and drug discovery. In this work, we propose a simple unified algorithm for such problems and…

Machine Learning · Computer Science 2022-09-12 Wenjie Li , Adarsh Barik , Jean Honorio

This paper is motivated by recent research in the $d$-dimensional stochastic linear bandit literature, which has revealed an unsettling discrepancy: algorithms like Thompson sampling and Greedy demonstrate promising empirical performance,…

Machine Learning · Computer Science 2025-05-20 Yuwei Luo , Mohsen Bayati

Federated learning allows clients to collaboratively train a global model without uploading raw data for privacy preservation. This feature, i.e., the inability to review participants' datasets, has recently been found responsible for…

Machine Learning · Computer Science 2023-12-19 Yihang Lin , Pengyuan Zhou , Zhiqian Wu , Yong Liao

We consider the problem of online regret minimization in linear bandits with access to prior observations (offline data) from the underlying bandit model. There are numerous applications where extensive offline data is often available, such…

Machine Learning · Computer Science 2026-05-13 Sushant Vijayan , Arun Suggala , Karthikeyan Shanmugam , Soumyabrata Pal

We consider a collection of linear stochastic bandit problems, each modeling the random response of different agents to proposed interventions, coupled together by a global safety constraint. We assume a central coordinator must choose…

Optimization and Control · Mathematics 2025-04-24 Arghavan Zibaie , Spencer Hutchinson , Ramtin Pedarsani , Mahnoosh Alizadeh

In intelligent Internet of Things (IoT) systems, edge servers within a network exchange information with their neighbors and collect data from sensors to complete delivered tasks. In this paper, we propose a multiplayer multi-armed bandit…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-19 Ziqun Chen , Kechao Cai , Jinbei Zhang , Zhigang Yu

This paper investigates the fusion of absolute (reward) and relative (dueling) feedback in stochastic bandits, where both feedback types are gathered in each decision round. We derive a regret lower bound, demonstrating that an efficient…

Machine Learning · Computer Science 2025-04-23 Xuchuang Wang , Qirun Zeng , Jinhang Zuo , Xutong Liu , Mohammad Hajiesmaili , John C. S. Lui , Adam Wierman

We give novel algorithms for multi-task and lifelong linear bandits with shared representation. Specifically, we consider the setting where we play $M$ linear bandits with dimension $d$, each for $T$ rounds, and these $M$ bandit tasks share…

Machine Learning · Computer Science 2022-03-30 Jiaqi Yang , Qi Lei , Jason D. Lee , Simon S. Du

We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…

Machine Learning · Computer Science 2020-11-02 Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei , Mengxiao Zhang

In federated learning (FL), model training is distributed over clients and local models are aggregated by a central server. The performance of uploaded models in such situations can vary widely due to imbalanced data distributions,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-14 Kang Wei , Jun Li , Chuan Ma , Ming Ding , Cailian Chen , Shi Jin , Zhu Han , H. Vincent Poor
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