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We analyze the $K$-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions. We attain tight results for top-arm identification and a sublinear regret of…

Machine Learning · Computer Science 2018-01-08 Melody Y. Guan , Heinrich Jiang

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

Contextual multi-armed bandit (MAB) achieves cutting-edge performance on a variety of problems. When it comes to real-world scenarios such as recommendation system and online advertising, however, it is essential to consider the resource…

Machine Learning · Computer Science 2020-04-07 Mengyue Yang , Qingyang Li , Zhiwei Qin , Jieping Ye

Motivated by the increasing concern about privacy in nowadays data-intensive online learning systems, we consider a black-box optimization in the nonparametric Gaussian process setting with local differential privacy (LDP) guarantee.…

Machine Learning · Computer Science 2020-10-15 Xingyu Zhou , Jian Tan

Inspired by cognitive radio networks, we consider a setting where multiple users share several channels modeled as a multi-user multi-armed bandit (MAB) problem. The characteristics of each channel are unknown and are different for each…

Machine Learning · Computer Science 2015-12-03 Orly Avner , Shie Mannor

Metric Differential Privacy (mDP) extends the local differential privacy (LDP) framework to metric spaces, enabling more nuanced privacy protection for data such as geo-locations. However, existing mDP optimization methods, particularly…

Cryptography and Security · Computer Science 2025-09-11 Ruiyao Liu , Chenxi Qiu

We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…

Statistics Theory · Mathematics 2010-03-09 Philippe Rigollet , Assaf Zeevi

We analytically derive a class of optimal solutions to a linear program (LP) for automated mechanism design that satisfies efficiency, incentive compatibility, strong budget balance (SBB), and individual rationality (IR), where SBB and IR…

Computer Science and Game Theory · Computer Science 2025-05-20 Takayuki Osogami , Hirota Kinoshita , Segev Wasserkrug

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

Machine Learning · Computer Science 2023-12-11 Ayush Rai , Shaoshuai Mou

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Systems and Control · Computer Science 2017-07-19 Eric Mazumdar , Roy Dong , Vicenç Rúbies Royo , Claire Tomlin , S. Shankar Sastry

We study the benefits of sparsity in nonparametric contextual bandit problems, in which the set of candidate features is countably or uncountably infinite. Our contribution is two-fold. First, using a novel reduction to sequences of…

Machine Learning · Statistics 2026-01-16 Hamish Flynn , Julia Olkhovskaya , Paul Rognon-Vael

In the past decade analysis of big data has proven to be extremely valuable in many contexts. Local Differential Privacy (LDP) is a state-of-the-art approach which allows statistical computations while protecting each individual user's…

Cryptography and Security · Computer Science 2019-07-30 Björn Bebensee

Existing contextual multi-armed bandit (MAB) algorithms fail to effectively capture both long-term trends and local patterns across all arms, leading to suboptimal performance in environments with rapidly changing reward structures. They…

Machine Learning · Statistics 2025-07-01 Hamed Khosravi , Mohammad Reza Shafie , Ahmed Shoyeb Raihan , Srinjoy Das , Imtiaz Ahmed

Contextual bandit algorithms~(CBAs) often rely on personal data to provide recommendations. Centralized CBA agents utilize potentially sensitive data from recent interactions to provide personalization to end-users. Keeping the sensitive…

Machine Learning · Computer Science 2020-03-12 Mohammad Malekzadeh , Dimitrios Athanasakis , Hamed Haddadi , Benjamin Livshits

The nonparametric variational information bottleneck (NVIB) provides the foundation for nonparametric variational differential privacy (NVDP), a framework for building privacy-preserving language models. However, the learned latent…

Machine Learning · Computer Science 2026-03-20 Dina El Zein , Shashi Kumar , James Henderson

We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

Machine Learning · Statistics 2025-06-18 Seok-Jin Kim , Gi-Soo Kim , Min-hwan Oh

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

Machine Learning · Computer Science 2018-07-09 Tanner Fiez , Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

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…

Machine Learning · Computer Science 2017-11-06 Pratik Gajane , Tanguy Urvoy , Emilie Kaufmann

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Machine Learning · Computer Science 2025-10-29 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou