Related papers: Faster Rates for Private Adversarial Bandits
We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal $\tilde{O}(\sqrt{T})$ regret bounds. In the full-information setting, our results demonstrate…
In this paper, we propose differentially private algorithms for the problem of stochastic linear bandits in the central, local and shuffled models. In the central model, we achieve almost the same regret as the optimal non-private…
Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…
We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…
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…
In this paper, we improve the previously best known regret bound to achieve $\epsilon$-differential privacy in oblivious adversarial bandits from $\mathcal{O}{(T^{2/3}/\epsilon)}$ to $\mathcal{O}{(\sqrt{T} \ln T /\epsilon)}$. This is…
We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…
We present an algorithm that achieves almost optimal pseudo-regret bounds against adversarial and stochastic bandits. Against adversarial bandits the pseudo-regret is $O(K\sqrt{n \log n})$ and against stochastic bandits the pseudo-regret is…
This paper studies \emph{differential privacy (DP)} and \emph{local differential privacy (LDP)} in cascading bandits. Under DP, we propose an algorithm which guarantees $\epsilon$-indistinguishability and a regret of…
We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…
We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…
We give an oracle-based algorithm for the adversarial contextual bandit problem, where either contexts are drawn i.i.d. or the sequence of contexts is known a priori, but where the losses are picked adversarially. Our algorithm is…
We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…
We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…
We propose a new algorithm for adversarial multi-armed bandits with unrestricted delays. The algorithm is based on a novel hybrid regularizer applied in the Follow the Regularized Leader (FTRL) framework. It achieves…
We consider the problem of combining and learning over a set of adversarial bandit algorithms with the goal of adaptively tracking the best one on the fly. The CORRAL algorithm of Agarwal et al. (2017) and its variants (Foster et al.,…
We develop the first general semi-bandit algorithm that simultaneously achieves $\mathcal{O}(\log T)$ regret for stochastic environments and $\mathcal{O}(\sqrt{T})$ regret for adversarial environments without knowledge of the regime or the…
We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…
We study high-probability regret bounds for adversarial $K$-armed bandits with time-varying feedback graphs over $T$ rounds. For general strongly observable graphs, we develop an algorithm that achieves the optimal regret…
We give an $(\varepsilon,\delta)$-differentially private algorithm for the multi-armed bandit (MAB) problem in the shuffle model with a distribution-dependent regret of $O\left(\left(\sum_{a\in [k]:\Delta_a>0}\frac{\log…