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We present an efficient algorithm for linear contextual bandits with adversarial losses and stochastic action sets. Our approach reduces this setting to misspecification-robust adversarial linear bandits with fixed action sets. Without…

Machine Learning · Computer Science 2025-12-16 Tim van Erven , Jack Mayo , Julia Olkhovskaya , Chen-Yu Wei

We study the stochastic contextual bandit problem, where the reward is generated from an unknown function with additive noise. No assumption is made about the reward function other than boundedness. We propose a new algorithm, NeuralUCB,…

Machine Learning · Computer Science 2020-07-03 Dongruo Zhou , Lihong Li , Quanquan Gu

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

Motivated by personalized healthcare and other applications involving sensitive data, we study online exploration in reinforcement learning with differential privacy (DP) constraints. Existing work on this problem established that no-regret…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

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

We propose a novel contextual bandit algorithm for generalized linear rewards with an $\tilde{O}(\sqrt{\kappa^{-1} \phi T})$ regret over $T$ rounds where $\phi$ is the minimum eigenvalue of the covariance of contexts and $\kappa$ is a lower…

Machine Learning · Statistics 2023-03-02 Wonyoung Kim , Kyungbok Lee , Myunghee Cho Paik

Differential privacy (DP) is the de facto standard for private data release and private machine learning. Auditing black-box DP algorithms and mechanisms to certify whether they satisfy a certain DP guarantee is challenging, especially in…

Machine Learning · Computer Science 2022-05-30 Carles Domingo-Enrich , Youssef Mroueh

In this work we investigate the relationship between kernel regularity and algorithmic performance in the bandit optimization of RKHS functions. While reproducing kernel Hilbert space (RKHS) methods traditionally rely on global kernel…

Machine Learning · Statistics 2025-12-08 Madison Lee , Tara Javidi

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

Contextual sequential decision-making problems play a crucial role in machine learning, encompassing a wide range of downstream applications such as bandits, sequential hypothesis testing and online risk control. These applications often…

Machine Learning · Statistics 2025-01-31 Haichen Hu , Rui Ai , Stephen Bates , David Simchi-Levi

Differential privacy (DP), provides a framework for provable privacy protection against arbitrary adversaries, while allowing the release of summary statistics and synthetic data. We address the problem of releasing a noisy real-valued…

Methodology · Statistics 2024-11-04 Jordan Awan , Aleksandra Slavkovic

Local differential privacy is a promising privacy-preserving model for statistical aggregation of user data that prevents user privacy leakage from the data aggregator. This paper focuses on the problem of estimating the distribution of…

Cryptography and Security · Computer Science 2021-02-26 Ba Dung Le , Tanveer Zia

This paper explores a new form of the linear bandit problem in which the algorithm receives the usual stochastic rewards as well as stochastic feedback about which features are relevant to the rewards, the latter feedback being the novel…

Machine Learning · Computer Science 2019-03-13 Urvashi Oswal , Aniruddha Bhargava , Robert Nowak

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

Given a dataset of $n$ user-contributed strings, each of length at most $\ell$, a key problem is how to identify all frequent substrings while preserving each user's privacy. Recent work by Bernardini et al. (PODS'25) introduced a…

Data Structures and Algorithms · Computer Science 2026-03-11 Peaker Guo , Rayne Holland , Hao Wu

The turnstile continual release model of differential privacy captures scenarios where a privacy-preserving real-time analysis is sought for a dataset evolving through additions and deletions. In typical applications of real-time data…

Data Structures and Algorithms · Computer Science 2025-05-30 Rachel Cummings , Alessandro Epasto , Jieming Mao , Tamalika Mukherjee , Tingting Ou , Peilin Zhong

We consider the $\epsilon$-greedy strategy for the multi-arm bandit with covariates (MABC) problem, where the mean reward functions are assumed to lie in a reproducing kernel Hilbert space (RKHS). We propose to estimate the unknown mean…

Machine Learning · Statistics 2025-06-03 Sakshi Arya , Bharath K. Sriperumbudur

In this work, we introduce a new approach for statistical quantification of differential privacy in a black box setting. We present estimators and confidence intervals for the optimal privacy parameter of a randomized algorithm $A$, as well…

Cryptography and Security · Computer Science 2022-05-03 Önder Askin , Tim Kutta , Holger Dette

We design differentially private algorithms for the bandit convex optimization problem in the projection-free setting. This setting is important whenever the decision set has a complex geometry, and access to it is done efficiently only…

Machine Learning · Computer Science 2020-12-23 Alina Ene , Huy L. Nguyen , Adrian Vladu
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