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Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…

Machine Learning · Statistics 2021-06-02 Aurélien Bibaut , Antoine Chambaz , Maria Dimakopoulou , Nathan Kallus , Mark van der Laan

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study the best-arm identification (BAI) problem with a fixed budget and contextual (covariate) information. In each round of an adaptive experiment, after observing contextual information, we choose a treatment arm using past…

Machine Learning · Computer Science 2023-01-05 Masahiro Kato , Masaaki Imaizumi , Takuya Ishihara , Toru Kitagawa

It is of soaring demand to develop statistical analysis tools that are robust against contamination as well as preserving individual data owners' privacy. In spite of the fact that both topics host a rich body of literature, to the best of…

Statistics Theory · Mathematics 2022-09-01 Mengchu Li , Thomas B. Berrett , Yi Yu

Understanding which parts of the retrieved context contribute to a large language model's generated answer is essential for building interpretable and trustworthy retrieval-augmented generation. We propose a novel framework that formulates…

Artificial Intelligence · Computer Science 2026-04-23 Deng Pan , Keerthiram Murugesan , Ting Hua , Nuno Moniz , Nitesh Chawla

We consider the decentralized exploration problem: a set of players collaborate to identify the best arm by asynchronously interacting with the same stochastic environment. The objective is to insure privacy in the best arm identification…

Machine Learning · Computer Science 2023-01-18 Raphaël Féraud , Réda Alami , Romain Laroche

The private collection of multiple statistics from a population is a fundamental statistical problem. One possible approach to realize this is to rely on the local model of differential privacy (LDP). Numerous LDP protocols have been…

Cryptography and Security · Computer Science 2023-08-02 Héber H. Arcolezi , Sébastien Gambs , Jean-François Couchot , Catuscia Palamidessi

In this paper, we investigate the problem of beam alignment in millimeter wave (mmWave) systems, and design an optimal algorithm to reduce the overhead. Specifically, due to directional communications, the transmitter and receiver beams…

Information Theory · Computer Science 2017-12-29 Morteza Hashemi , Ashutosh Sabharwal , C. Emre Koksal , Ness B. Shroff

Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are $L$ observed contexts and $K$ arms of the bandit. The…

Machine Learning · Computer Science 2016-10-28 Rajat Sen , Karthikeyan Shanmugam , Murat Kocaoglu , Alexandros G. Dimakis , Sanjay Shakkottai

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

Machine Learning · Statistics 2020-02-27 Aniket Anand Deshmukh , Srinagesh Sharma , James W. Cutler , Mark Moldwin , Clayton Scott

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

Metric Differential Privacy (mDP) extends the concept of Differential Privacy (DP) to serve as a new paradigm of data perturbation. It is designed to protect secret data represented in general metric space, such as text data encoded as word…

Artificial Intelligence · Computer Science 2024-05-10 Chenxi Qiu

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Machine Learning · Computer Science 2024-04-09 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

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

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2019-04-16 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the utility of the resulting statistical estimators. We prove bounds on information-theoretic…

Statistics Theory · Mathematics 2014-08-28 John C. Duchi , Michael I. Jordan , Martin J. Wainwright

We investigate the local differential privacy (LDP) guarantees of a randomized privacy mechanism via its contraction properties. We first show that LDP constraints can be equivalently cast in terms of the contraction coefficient of the…

Information Theory · Computer Science 2023-02-12 Shahab Asoodeh , Maryam Aliakbarpour , Flavio P. Calmon

Upper Confidence Bound (UCB) is arguably the most commonly used method for linear multi-arm bandit problems. While conceptually and computationally simple, this method highly relies on the confidence bounds, failing to strike the optimal…

Machine Learning · Computer Science 2020-06-05 Kaige Yang , Laura Toni

This paper studies a decentralized homogeneous multi-armed bandit problem in a multi-agent network. The problem is simultaneously solved by $N$ agents assuming they face a common set of $M$ arms and share the same arms' reward…

Machine Learning · Computer Science 2024-12-31 Jingxuan Zhu , Ethan Mulle , Christopher S. Smith , Alec Koppel , Ji Liu

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

Machine Learning · Computer Science 2021-03-04 Chengshuai Shi , Cong Shen
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